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Model error analysis

Model error analysis provides insight into how model performance changes over time on normalized data. This insight allows us to monitor whether the model is consistent and stable in its predictions. Specifically, we look at two indicators. Mean absolute error… Read More »Model error analysis

Analytical Platform’s 6-Factor (Groups) Investment Model

Factor investing is an investment strategy that focuses on key performance drivers among asset classes. In the classical Fama-French 5-Factor Investing approach, those factors were: value, quality, momentum, size, and minimum volatility. However, in Analytical Platform, we use a slightly different model, let’s call it the 6-Factor (Groups) Model.

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