Resistance to change is futile. Especially as the global economy continues to create challenges month in month out. Here at DisruptionBanking we like to stay ahead, by showing some of the alpha strategies that even the best quants sometimes miss.
Change is usually something that occurs infrequently. However, since the pandemic hit in 2020, change has been a constant part of most people’s lives. This is best described by looking at how some traders are struggling to provide returns in a high inflation market like we have today.
We also want to remind our readers about the upcoming Quantstrats event here in London on the 24th of October.
What explains the S&P 500’s remarkable performance
Since December 2022 the S&P 500 has performed above expectations, especially with the backdrop of inflation still haunting global markets. We analyze the debt ceiling in the U.S. But the biggest news was the performance of chipmaker Nvidia.
Despite rising #interestrates and a #debtceiling standoff, the S&P 500 has posted double digit gains in 2023. How has this happened?https://t.co/mNn6gkAo1d
— #DisruptionBanking (@DisruptionBank) August 14, 2023
Why is Barclays’ share price so low?
This July, Barclays joined several other London Stock Exchange listed banks in posting negative stock returns despite improved financial performance. We show how Barclays is essentially valued like a falling company, even though it’s a stable bank with a return on tangible equity in excess of 10%.
Barclays has achieved record profitability thanks to higher interest income on loans and advances to customers. This improved financial performance has, however, done little to move its share price higher. #bankinghttps://t.co/wrz9ksPjjG
— #DisruptionBanking (@DisruptionBank) August 21, 2023
How Reinforcement Learning can be Revolutionary for AI-driven Alpha Strategies
In portfolio management AI-driven strategies are gaining importance. Our interview with Aitor Muguruza Gonzalez highlighted some important insights. Like how over the past 15 years the markets have experienced some of the biggest turbulence in history. Therefore for back testing, this can be a huge challenge. Which is where reinforcement learning can help.
RL or #reinforcementlearning is a disruptive technology.
— #DisruptionBanking (@DisruptionBank) August 31, 2023
We spoke to Aitor Muguruza Gonzalez about RL in AI-driven Alpha Strategies to find out more. Aitor will be speaking at the upcoming @quantstrats event in London this October: https://t.co/YPVdbxNfpb pic.twitter.com/1nJXijbExj
Sign up for Disruption Banking today: Subscribe • Disruption Banking
Author: Andy Samu
See Also:
Why is Barclays’ share price so low? | Disruption Banking
What explains the S&P 500’s remarkable performance? | Disruption Banking
How Reinforcement Learning can be Revolutionary for AI-driven Alpha Strategies | Disruption Banking