data mining tools

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 [...]

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