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I have some doubts about Lopez de Prado. He gives a lot of interviews, but he washed out of AQR after less than a year.
by auntienomen 7y ago
I have some doubts about Lopez de Prado. He gives a lot of interviews, but he washed out of AQR after less than a year.
- objektif 7y agoYou are correct to have doubts. Applications of ML in finance particularly trading has been very unsuccessful so far.
- logicchains 7y agoML in HFT has been super effective, if you don't take ML to just mean deep learning.
- deepnotderp 7y agoML quants who know what they're doing have done exceptionally well.
- CoolGuySteve 7y agoI concur but his book is one in of the only good ones focused on ML in quant finance.