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You’re not stuck at home. You’re sitting on homeground advantage. Create. Iterate. Let adversity shape the best of you. Focus. Focus. Focus. The world will restart, and when it does, don’t just come back as you were. Come back stronger.

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Daniel Gross 寫的太好了

Daniel Gross 顯然是一位天才，他在 19 歲就創辦 Cue ，拿到 Sequoia 投資，是他們當時投資過最年輕的創業家，最後被 Apple 收購並在其中負責 ML。之後加入 YC，26 歲又成為 YC 最年輕的 partner，專注在 AI 領域。現在則成立自己的純 remote 天使基金， Pioneer 。 - A new Google     需要下  Query Operators 的搜尋引擎代表壞掉了 - The Bionic Market     給菁英用戶的思考與生產力工具的市場分析 - 10X: Metrics for Early Stage Startups     早期新創的 Growth 指標
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Implicit Factor Model - A Cross-Sectional Regression Approach

  Equity Factor Models - Build one in R with a few lines of codes A step-by-step guide to build your own fundamental factor model using R and cross-sectional regressions Alexander Popov — unsplash Multi-factor models are a must-have for investors looking to understand their portfolio’s performance drivers . It helps explain the actual return of factors such as countries, sectors, and styles, independent of other factors’ effects. In this article, we will focus on the mechanics of such models, and how to  code them in R . We also introduce a visualization that lets you visualize the factor performance contributions overtime. A Factor Model, what’s that? A factor model also called a multi-factor model, is a model that employs multiple factors to explain individual securities or a portfolio of securities. It exists at least three types of factor models: Statistical factor models  — They use methods similar to  principal component analysis  (PCA). In these models, b...
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