From Hype to Reality: Building a Hybrid Transformer-MVO Pipeline

A Five-Way Decomposition of What Actually Drives Risk-Adjusted Returns in an AI Portfolio The quantitative finance space is currently flooded with claims of deep learning models generating massive, effortless alpha. As practitioners, we know that raw returns are easy to simulate but risk-adjusted outperformance out-of-sample is exceptionally hard to achieve. In this post, we build Continue reading…