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That's part of it. There's also classical modelling, some natural language processing probably more techniques. In short it's trying to find the signal in a hu
by hermitdev 7y ago
That's part of it. There's also classical modelling, some natural language processing probably more techniques.
In short it's trying to find the signal in a huge amount of noise/data.
I'm not a quant but I support the Quants at my firm. Some of our datasets are hundreds of millions of rows with up to 450 factors/features per row.
They also run NLP on terabytes of SEC filings (like quarterly and annual reports). Not sure how they analyze the results of that.