Some Common Mistakes Beginner Quants Make (opens in new tab)

This has been a surprisingly popular request - an article on all the common mistakes beginner quants make. In my experience managing starry-eyed researchers eager to prove themselves, all mistakes are essentially a result of insufficient skepticism for the difficulty of finding alpha, a mistaken belief that complexity is correlated with performance and a poor research hygiene honed by school. You see this all the time when dealing with beginner quants. The presentation of backtest that looks ...