Three Quant Lessons from COVID-19 (Presentation Slides) Apr 03 2020 14:13 languageMoneyScience
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Hebrew University of Jerusalem; Massachusetts Institute of Technology (MIT)
Marcos Lopez de Prado
Cornell University - Operations Research & Industrial Engineering; True Positive Technologies
Date Written: March 27, 2020
Many quantitative firms have suffered substantial losses as a result of the COVID-19 selloff. In this note we highlight three lessons that quantitative researchers could learn.