5min chapter

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40. Wayne Himelsein: 2022 - Year of Unusual Volatility?

Mutiny Investing Podcast

CHAPTER

How Much Should You Include That Event in Your Quantitative Model?

When something does happen, and then we put it into the quantitatof models, like your saying is, like, take an example like covet, or the 87 crash. Should you put that in your quantitative model when you know its maybe a one off effect? And should i include that my models ar not? Sorsike: Obviously, i've thought about this a lot, ive thought about it for well over a decade. The behaviour of humans tends to be the same,. So human behavior, you can, if you will, trust to be repeatabe, all right? Because people just always are the same. We do our best to try to extract what's behavior

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