S2E35: A Poolside History of Quant, Part I
Quantitude
The Blind Spot of Pearson
Pearson is a Titan. His primary insight is this notion that we move from the data to the underlying parameters of the distribution. The distribution set the foundation for everything that we do. I can do an entire multiple regression model if you give me a covariance matrix. We talk about why and why hat and why minus why hat is E and the sum of E squared. That's all teaching what we're doing.
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