Prepared by: Marius Zoican
3rd Toronto FinTech Conference November 5, 2020
(Al Guindy and Riordan)
How do you think of Tesla?
This paper:
Social Internetwork is to Thematic ETFs as
Principal Component Analysis is to Factor Identification
In essence, an agnostic & data-driven perspective of what the themes might be:
(useful for ETF design?)
Interesting to decompose the social inter-network.
How much of it (on the margin) comes from:
You mention many times "non-linear, non-trivial" connections. Next step is to flesh them out!
is a Wild West!
I would narrow it down. Can you distinguish between: