Is the annualized compounded return of Medallion over 35%?

By Shuxin GUO, Qiang LIU

Published 2020-11-30

Everscope rating

1438.5

Relevance to quantitative trading

8 / 10

Implementation complexity

3 / 10

Reproducibility

4 / 5

About this paper

Methodology: Size-Profit Compounding. Problem types: Regression.

arXiv:2405.10917 · Paper rankings

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