Quantitative Investing
topic on 1 show · 3 statements across 3 episodes
3 statements about Quantitative Investing, every show
Ellis: Quant researchers must disclose algorithm trial runs to prevent data mining
“We obviously have a very big quant business and it is so important that people are honest about how many goes they've had at a problem to avoid a data mining issue.”
Inker: Quants excel at backtesting but miss structural regime changes
“The great strength of quantitative investing is if you have a theory about how the world should work, you can vary You can efficiently express that across kind of a wide view of assets. You can test it across a long run of history. The danger you always face i…”