I just built the ultimate quantamental machine. It uses an ensemble of 7 fundamental brains (Buffett/Fisher) to find quality, and a Seth Klarman "Dictator" to ruthlessly veto bad valuations. (1/2)
I then layered in Paleologo/Bouchaud physics to size fat-tail risk, guarded by Wes Gray momentum failsafes and De Prado/Isichenko meta-labeling. Fundamental wisdom, executed with quantitative ruthlessness. (2/2)
@espn Inherited him as my coach at Princeton. Forget basketball — one of the most difficult (being diplomatic) people I’ve ever come into contact with. Always expected this would happen as a result.