‘Corrective’ algo tells quant firm when it’s wrong

QTS has built a machine to show whether a strategy is likely to succeed or flop

Stock market covid effect

Ernest Chan, owner of QTS Capital Management, a quantitative hedge fund in Canada, struggled to find the best use of machine learning in investing until he started asking the machines where his firm’s systematic investing was going wrong.

Rather than use machine learning to drum up strategies of its own, QTS began to use the technology to predict the success – or failure – of its man-made strategies in the prevailing market conditions.

The firm’s “corrective AI” algorithm chews through

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