Backtests, Causality, and Model Risk in Quantitative Investing
An epidemiologist would not analyze an epidemic as a purely statistical pattern…
Unlocking AGMs: From Votes to Voice in Asia-Pacific
Because of their legacy and major differences in organic evolution, the markets…
Conversations with Frank Fabozzi, CFA, Featuring Iro Tasitsiomi, PhD
In this conversation with Frank Fabozzi, CFA, Tasitsiomi explains that sophisticated models…
Investment Behavior Is a Design Problem, Not an Information Problem
For decades, the dominant explanation for low investment participation and suboptimal portfolio…
Rethinking Exit Multiples in High-Growth Company Valuations
These are approximations, but they tie the exit multiple to the assumptions…
Waterproof jacket with 26 pockets carries your gear
Not in the mood to carry a backpack or a sling bag?…
Hyundai firefighting robots save lives in burning buildings
Hyundai has donated four super-tough unmanned robotic vehicles to firefighters in Korea…
The Question That Exposes Weak Quant Models
"How did you decide which variables to include in your model, and…
Mind the Gender Gap, Edition 3
For sustainable economic growth and the creation of a more equitable society,…
NLP and Yield Curve Prediction From Central Bank Minutes
The model produced several observable patterns in both market behavior and language…
