All Quotes

# quantitative10 quotes

QUANTITATIVE

I don't hire economists. I hire physicists and mathematicians. Economists know too many theories. Scientists know how to find what is actually true.

quantitativeresearchMIT Talk, 2010

Past behavior of a market is a very poor predictor of short-term behavior. But over many, many samples, patterns emerge. That is what we exploit.

patternsquantitativeTED Talk, 2015

We have no economic model of why our trades work. We have statistical evidence that they do. That is enough.

evidencequantitativeInstitutional Investor Interview, 2005

The patterns in financial markets are real but subtle. Only sophisticated mathematical methods can extract them.

We don't have opinions about the market. We have models.

The advantage of a mathematical approach is that it removes human emotion from the equation.

If a stock is in the cheapest decile by enterprise value to operating earnings, I don't need to know the story.

When my model's indicators turn negative, I turn negative. It's not complicated — you just have to trust the data.

disciplinequantitativeBusinessWeek Interview, 1988

A quantitative model is only as good as the discipline to follow it when it tells you something uncomfortable.

disciplinequantitativeDrexel University Alumni Event, 2003

You don't need to predict the economy. You need to measure it, track it, and respond to what it tells you.

forecastingmacroGarzarelli Capital Research Letter, 2005