Quantitative Models
topic on 1 show · 4 statements across 4 episodes
4 statements about Quantitative Models, every show
Sawtell-Rickson: Crisis agility requires manual intervention in quantitative market models
“So you've got to have the preparation to be able to make decisions in the moment. You have to have found that alignment and belief on how you believe markets will work. And then you need a culture that you can come together with agility and make decisions quic…”
Massey: The primary benefit of predictive models is consistency over human noise
“The main benefit of models is that they're more consistent than humans are. There's just so much noise in human judgment that it degrades the whole process and models ringing out that noise.”
Simple quantitative models have 8x the statistical power during recessions
“Simple quantitative models tend to have about eight times the level of statistical power during recessions than during times of economic growth.”
Neither quantitative nor qualitative models can reliably forecast currency markets
“I never wanted my views on the dollar to be more than a five-minute discussion, because if there's anything I've learned in my career, the quantitative models don't work, the qualitative models don't work, there is a random stochasticness associated With curre…”