Chapter 19: Risk Management

Drift Detection and Trigger Design intermediate

A drift monitor is useful only when you know what statistic it watches, what kind of change it can see, and how many false alarms you are willing to tolerate.

A drift monitor is useful only when you know what statistic it watches, what kind of change it can see, and how many false alarms you are willing to tolerate.

Register to Read

Sign up for a free account to access all 112 primer topics.

Create Free Account

Already have an account? Sign in

References

Self_Driving_Portfolio
Andrew Ang
Three Quant Lessons from COVID-19
Alex Lipton, Marcos Lopez de Prado (2020)
Options Trading Costs Are Lower than You Think
Dmitriy Muravyev, Neil D. Pearson (2020) — Review of Financial Studies
The Self Driving Portfolio: Agentic Architecture for Institutional Asset Management
Andrew Ang, Nazym Azimbayev, Andrey Kim (2026)
One or Two Things We know about Concept Drift -- A Survey on Monitoring Evolving Environments
Fabian Hinder, Valerie Vaquet, Barbara Hammer (2023)
Information Coefficient as a Performance Measure of Stock Selection Models
Feng Zhang, Ruite Guo, Honggao Cao (2020)
Trades, Quotes and Prices: Financial Markets Under the Microscope
Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, Martin Gould (2018)
Learning with Drift Detection
Ana L. C. Bazzan, Sofiane Labidi, João Gama, Pedro Medas, Gladys Castillo, Pedro Rodrigues (2004) — Springer Berlin Heidelberg