3 ms·
James Yeh, Ken Griffin's "first quant" and eventual co-CIO of Citadel, used to say, when annoyed by a junior who was overfitting to the backtest, "I don't let t
by 6502nerdface 1y ago
James Yeh, Ken Griffin's "first quant" and eventual co-CIO of Citadel, used to say, when annoyed by a junior who was overfitting to the backtest, "I don't let the computer boss me around! I tell the computer what to do!"