Download This PaperThe 7 Reasons Most Econometric Investments Fail (Presentation Slides)
39 Pages Posted: 23 Apr 2019 Last revised: 16 Sep 2019
Date Written: April 16, 2019
Abstract
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
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