@quantscience_: A Stanford paper just challenged one of quant finance's oldest assumptions. For decades, the consensus was clear: Raw p…
Summary
A Stanford paper challenges a long-held assumption in quant finance that raw prices are too noisy for direct use, arguing against the need for hand-crafted features and indicators.
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Cached at: 08/04/26, 10:06 AM
A Stanford paper just challenged one of quant finance’s oldest assumptions.
For decades, the consensus was clear: Raw prices are too noisy to be useful. You need indicators. Factors. Human-crafted features.
This paper disagrees.
Here’s what they found out (+ free 9 page PDF): https://t.co/jUeplDNg1f
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