EP8: Gideon Smith: Fundamentals and the golden age for quants
The Curious Quant
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The Dangers of Quantitative Investing
What a share represents today should be the same as what it represents tomorrow. We know that as we start looking at individual signals, those are certainly not stationary. I think you absolutely need the fundamental independence because of the non-stationary nature of how the information, the data, ultimately plays out in return space.
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