This is a summary of links featured on Quantocracy on Thursday, 09/02/2021. To see our most recent links, visit the Quant Mashup. Read on readers!
-
The three kinds of (over) fitting [Investment Idiocy]This post is something that I've banged on about in many presentations at several conferences* (most complete slides are here), and in various interviews, but never actually formally described in a blog post. In fact this post has existed in draft form since 2015 (!). * you know, when you leave your house and listen to someone else speaking. Something that in late 2021 is a distant memory,