Recently a landmark study[1] was published that claimed to have identified a danger of "black box" machine learning methods. The main message of the article is that there is a trade-off between intelligibility and accuracy. They write that, while models like neural networks often more accurate, it is difficult …

This plot simulates a theoretical constant-weighted portfolio of video game stocks over the past ten years. Try adjusting both the performance metrics and portfolio weights to see how the portfolio could have performed in the past. With constant weights, it is difficult to push the Sharpe …