Backtests, Causality, and Model Risk in Quantitative Investing
Quantitative finance continues to debate the reliability and limits of model-driven investment…
Backtests, Causality, and Model Risk in Quantitative Investing
An epidemiologist would not analyze an epidemic as a purely statistical pattern…
Book Review: Quantitative Risk and Portfolio Management: Theory and Practice
Quantitative Risk and Portfolio Management: Theory and Practice. 2024. Kenneth J. Winston.…
Cochrane and Coleman: Quantitative Easing and Asset Price Dynamics
“If exchanging money for short-term debt has no effect, it follows inescapably…
