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quantitative finance
- Chapter 01 – An Illustrated History of Wired Markets
An Illustrated History of Wired Capital Markets
“Progress might have been all right once, but it has gone on too long.” — Ogden Nash
This chapter is based on a number of ever-evolving dinner and lunch talks I have given over many years, all called “Nerds on Wall Street” irrespective of their actual subject. Many financial conference [...]
- Chapter 06 – Stupid Data Miner Tricks
To Err Is Human. To Really Screw Up, You Need a Computer.
— Popular Campus T-shirt, circa 1980
Stupid Data Miner Tricks in Quantitative Finance
This chapter started out over 10 years ago as a set of joke slides showing silly, spurious correlations. Originally, my quantitative equity research group planned on deliberately abusing the genetic algorithm (see Chapter [...]
