“We did clustering of building blocks on similarity and avoided entire clusters from being overlapped between test and train… performance drops when we do that”
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Said on Latent Space: The AI Engineer Podcast
The Pay Off with Sylvia Jeffreys · ETFs, AI and why women are better investors than they think
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checks top-10 holdings on ETF issuer websites to avoid overlap when building a multi-ETF portfolio
“We did clustering of building blocks on similarity and avoided entire clusters from being overlapped between test and train… performance drops when we do that”
“You would just, if I had five different funds, five different equity funds, I just take my top 10 or 20 holdings, rank all of them and see what the overlap is”
“If you're investing $70,000 a year in an ETF portfolio… improving the investment return efficiency can have a huge impact in dollar terms over a long period of time”
“I've seen people come to us with 27, 30, 40 ETFs… managing a portfolio that size is, you know, arguably a full-time job.”
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