The great thing about data is we can make it tell whatever story we want it to.
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Good pt, just mentioned him bc that's who I heard that opinion from. Still curious whether you agree w him
I strongly believe all of (a) ML is overhyped in finance (b) ML is useful in finance if you are careful about how/when you use it (c) Lopez de Prado has an ego bigger than the fucking Vatican and the world would be better off if he never wrote another paper.
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haha I see, where do you get that from? Ive just found his texts on ML useful
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Almost everything he says is correct, but it’s also very widely known (and has been for years) and he tries to spin it as if he’s the first person who has ever thought that overfitting a backtest might be a bad idea and hey maybe we should do something about that.
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At my old firm we called de Prado "Quant Jesus"
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