decision tree

also referred to as: decision trees

2 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Nov 20, 2025 by Daniel Mahr · across every show →

Everything said about decision tree, oldest first

Nov 20, 2025 neutral
Disclosure
Mahr: Factor selection and interaction at MDT is 100% algorithmic
“The selection of factors is driven by the potential questions that can be asked, is driven by the investment team. That's a major area of focus for us on the research side. Once we present that list of factors to the algorithm, it's Completely mechanically det…”
Daniel Mahr Nov 20, 2025 ▶ 21:14 Daniel Mahr – Glass Box Quant at MDT Advisers (EP.472)
Nov 20, 2025
Disclosure
Mahr: MDT limits decision trees to two to five questions to avoid fragmentation
“Typically we ask between two and five questions in each tree. The reason we don't ask more questions is we found that as you ask questions deeper and deeper in the tree, you're working on smaller and smaller pools of data because the trees are customized to th…”
Daniel Mahr Nov 20, 2025 ▶ 26:38 Daniel Mahr – Glass Box Quant at MDT Advisers (EP.472)
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