The following extract is a Top Traders Unplugged summary of a conversation between the podcast hosts Niels and Alan with Simon Judes, C0-CIO at Winton. Click on this link to read the Summary Click on this link to hear the...
A model built in a controlled environment will always outperform a model built for the real one. The controlled environment is the point: strip out the variables that complicate prediction, and what remains is tractable. The problem is that stripping...
