207: Rishi Narang – Evolving Trends—How Quants Are Earning Alpha
Chat With Traders
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Taking Over Fitting Risk or Overfitting Risk?
In the old days, a pretty dirty insult for a quant was that they've overfit. Now we're seeing folks do a variety of things that their actions are telling you that they're at least as afraidof underfitting as of overfitting. And i guess the third big trend is maybe the most interesting, which is the there's been a shift in the balance between taking over fitting risk and under fitting risk.
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