Excess Returns  cover image

Replicating Hedge Fund Strategies with Andrew Beer

Excess Returns

00:00

The Kalman Filter

It's very easy to be fooled by numbers. So I was incredibly lucky, right? There are a lot of people who have or quants in our space who get entranced with statistical stuff. The best outcome for us is having a model that works well enough that you don't tinker with it. And what happens is you often create more problems doing that than not.

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