4 ms·
I go through academic literature on a regular basis, hoping that some kind of really major improvement might magically appear. Usually the ideas are great, but
by Agingcoder 3y ago
I go through academic literature on a regular basis, hoping that some kind of really major improvement might magically appear. Usually the ideas are great, but they don’t survive real life equities markets ( from dividends to non convex payoffs, local vol etc )