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Doug Greenig - At the Frontier of Trend Following
Flirting with Models
What Do Quants Typically Get Wrong and What Non-Quants Get Wrong?
Quants often do not appreciate how non-stationary the world is. They worship data a little too much, he says. The issue of non-stationarity becomes very important and hard to deal with. Non-quants on the other hand, well, they have their own problems," writes Kindleberger.
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