Quants and quant-adjacents, what is the most comically-heinous example of data mining you have seen in investment management? I'm thinking the trading equivalent of margarine sales being correlated with divorce rates, or Nick Cage film releases with swimming pool drownings?
Not quite what you’re asking but I thought this was goodhttps://twitter.com/macrocephalopod/status/1366373268345802756 …
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Just following the Eurekahedge playbook.
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Investible, as long as you'd never invest in a fund that was about to suck.
End of conversation
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