Why Eliminating Discretion from Quantitative Models is Harder Than You Think
There is a tendency for those of us who support quant models to talk about them as if they are these things that just run on autopilot over the long-term that are free from all the decision-making issues that plague us as human beings. That just isn’t the case, though.
There are many decisions that go into the development, optimization, and evolution of quant models that require human intervention and a thoughtful, nuanced approach.
In this episode, we discuss the human decisions that go into quant models and how to develop a thoughtful framework to make them.
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