Quantcast
Channel: MoneyScience: 's news items
Viewing all articles
Browse latest Browse all 1821

False Positives and Machine Learning

$
0
0

There is a high rate of failure among quant funds. These include smart beta, factor investing, statistical arbitrage, and CTAs. Such false positive strategies are a widespread industry problem. Since psychiatrists have long traded on the ability of the human mind to find an elaborate narrative in a random inkRead More


Viewing all articles
Browse latest Browse all 1821

Trending Articles