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John Ameriks, head of Vanguard’s Quantitative Equity Group, explains the rationale behind dataset selection and how the group has been using machine learning.

City ofUnited kingdomJosef schmalfussNeudata smithJohn ameriksDaryl smithVanguard quantitative equity groupUniversity of oxfordQuantitative equity groupQuantitative equityOxford data planPortsea asset managementOxford dataVanguard asset managementArtificial intelligenceAsset management