Marcos López de Prado
Quantitative finance researcher and practitioner; at the time of pseudo-mathematics-financial-charlatanism he was Senior Managing Director at Guggenheim Partners and a research affiliate at lawrence-berkeley-national-laboratory. He is the corpus's first author who is both a practitioner and a peer-reviewed critic of practitioner evidence — the same person appears behind the Deflated Sharpe Ratio, the companion correction to this paper's result.
Connections
- author of pseudo-mathematics-financial-charlatanism
- affiliated with lawrence-berkeley-national-laboratory
- co-author with david-h-bailey, jonathan-borwein, qiji-jim-zhu