quantitative models

4 statements across 4 episodes · 2 bullish · 1 bearish · 4 people on the record · first statement Apr 23, 2018 by Michael Cembalest · across every show →

Everything said about quantitative models, oldest first

Apr 23, 2018 negative

Insight

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…”

Michael Cembalest Apr 23, 2018 ▶ 34:06 Michael Cembalest – Eye on the Market (Capital Allocators, EP.49)

Feb 17, 2020 positive

Assertion Not checkable as stated

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.”

Dan Rasmussen Feb 17, 2020 ▶ 53:04 Dan Rasmussen – Private Equity Risk and Public Equity Opportunity at Verdad Advisers (First Meeting, EP.15)

Apr 19, 2021 positive

Insight

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.”

Cade Massey Apr 19, 2021 ▶ 42:21 Cade Massey – People Analytics in Investing and the NFL (Capital Allocators, EP.190)

Oct 9, 2023

Insight

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…”

Sonya Sawtell-Rickson Oct 9, 2023 ▶ 45:55 Sonya Sawtell-Rickson – Total Portfolio Approach at Australian Superannuation HESTA (EP.342)

quantitative models

Everything said about quantitative models, oldest first

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