Bailey, Borwein, de Prado, and Qiji Jim Zhu

quantie · Post by **quantie** » Tue Apr 22, 2014 4:10 am

I am a seller of this research a lot of buzz AMS etc for nothing of substance, that battle of quants thing was a giveaway. Anyway I like Burn's stuff on this here

NeroTulip · Post by **NeroTulip** » Tue Apr 22, 2014 10:04 am

Bah, they're making a lot of noise calling people charlatans... in order to sell books and talks.

They have been successful in the sense that they made me check out their paper on the Probability of Backtest Overfitting (PBO) which is interesting, although it doesn't really do what it says on the tin. I guess that Probability that Optimizing Like an Idiot is Bad (POLIB) does not have the same nice ring to it. That's the kind of things I would know if I got into MENSA with a perfect score, like one of the authors proudly mentions.

quantie · Post by **quantie** » Tue Apr 22, 2014 5:19 pm

mensa + battle of quants : two strikes there