The 7 Reasons Most Econometric Investments Fail (Presentation Slides)
39 Pages Posted: 23 Apr 2019 Last revised: 16 Sep 2019
Date Written: April 16, 2019
This presentation reviews the main reasons why investment strategies discovered through econometric methods fail. As a solution, it proposes the modernization of the statistical methods used by financial firms and academic authors.
This material is part of Cornell University's ORIE 5256 graduate course at the School of Engineering.
Keywords: Machine learning, artificial intelligence, asset management
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation
López de Prado, Marcos and López de Prado, Marcos, The 7 Reasons Most Econometric Investments Fail (Presentation Slides) (April 16, 2019). Available at SSRN: https://ssrn.com/abstract=3373116 or http://dx.doi.org/10.2139/ssrn.3373116
Do you have a job opening that you would like to promote on SSRN?
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.