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The sum of the eigenvalues of a covariance matrix is equal to: A. The largest covariance in the cov…
0:33
YouTubeMelissa Dela cruz
The sum of the eigenvalues of a covariance matrix is equal to: A. The largest covariance in the cov…
The sum of the eigenvalues of a covariance matrix is equal to: A. The largest covariance in the covariance matrix B. The number of things (rows) in the original data matrix C. The sum of the variances of the variables in the original data matrix D. The number of rows (or columns) in the covariance matrix Watch the ...
3 days ago
Shorts
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Thomas on Instagram: "Invisible factors are influencing your trades. With basic feature engineering and statistical analysis, you can begin to identify and quantify these hidden forces (both those that contribute negatively to returns, and those that contribute positively), and take them into account when trading. I’m going to be resuming my series on applying quant trading concepts to popular retail/social media strategies to disprove them, improve them, and demonstrate the process of edge disc
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Covariance and Correlation
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