Saturday, November 4, 2023

Repetito est mater studiorum - The foundation for quant trading

 


Repetito est mater studiorum - Repetition is the mother of all learning.  Quant modeling is about doing the same thing when faced with the same set of information, but the repetition is not the end of modeling but a point of beginning. From the repetition, the modeler can find new patterns and focus on the outliers to create marginal improvement. Repeat, stop, learn, repeat, stop, learn. The process of assessing the repletion creates new value.

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