Beyond backtests, a layered view of association, causality, and reflexivity can reduce model risk in quant investing.
The post Backtests, Causality, and Model Risk in Quantitative Investing appeared first on CFA Institute Enterprising Investor.
Beyond backtests, a layered view of association, causality, and reflexivity can reduce model risk in quant investing.
The post Backtests, Causality, and Model Risk in Quantitative Investing appeared first on CFA Institute Enterprising Investor.