Selection bias under multiple testing is a serious problem. From a practitioner's perspective, failure to disclose the impact of multiple tests of a proposed investment strategy to clients and senior management can lead to the adoption of a false discovery. Clients will lose money, senior...

Traditionally, the development of investment strategies has required domain-specific knowledge as well as access to restricted datasets. This has meant that investment opportunities are not researched by the majority of data scientists, because they lack either or both of these requirements. In...

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over...

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over...