Q6: Delaney Mackenzie – Your Quantitative Trading Questions Answered
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The Importance of Model Validation
Econometrics is the branch of math developed by economist for dealing with time series data. Time series analysis and econometrics are kind of the same thing in a lot of ways. The best way to learn this type of math is not to necessarily Just say like I'm going to learn these three subjects and then just read about them, he says.
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