data mining

1 statements across 1 episodes · 0 bullish · 1 bearish · 1 people on the record · first statement Sep 28, 2020 by Luke Ellis · across every show →

Everything said about data mining, oldest first

Sep 28, 2020 negative

Insight

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.”

Luke Ellis Sep 28, 2020 ▶ 57:35 Luke Ellis and Mario Therrien – Best Practices in Alternatives (Capital Allocators, EP.158)

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data mining

Everything said about data mining, oldest first

Turn any episode into a week of clips.