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I think what he is doing is modeling equities as an interaction model and performing clustering and or community detection on a dynamic graph. On the bottom you
by zitterbewegung 9y ago
I think what he is doing is modeling equities as an interaction model and performing clustering and or community detection on a dynamic graph. On the bottom you see a bunch of triads graphs. When they say "A quant tries to make sense of time-series price data that at first look chaotic because we don’t know the different parameters and their relations. So you try to piece that together, as one would do with biological data." you could accomplish this by taking the time series data and when one equity interacts with another within some type of time series window you would compute a set of graphs and see how they cluster together.