ArchiveMay 16, 2016

The problem with quant research that most quant folks refuse to acknowledge

This is one of the reasons I am a big proponent of replication and transparency in what we do. How is it that economists, working in good faith, wind up with dubious results? To start, they can overanalyze the data. Modern computers spit out statistical regressions so fast that researchers can fit some conclusion around whatever figures they happen to have. “When you run lots of regressions...

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Professor and quant guy. Libertarian turned populist Republican. Trying to learn Japanese and play Spanish Baroque music on the ukulele.

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