https://cognaptus.com/tags/minimum-spanning-tree/ Recent content in Minimum-Spanning-Tree on Cognaptus Hugo -- 0.145.0 en-us Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-tree-of-alpha-how-mst-networks-and-neural-forecasts-outperformed-the-sp-500/ Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-tree-of-alpha-how-mst-networks-and-neural-forecasts-outperformed-the-sp-500/ A network-first reading of how MST filtering, FEVD influence, VaR weighting, and neural forecasts produced a concentrated equity strategy that beat the S&P 500 in one gross backtest.