Bayesian Statistics in Quant Research

[Amaan]

Hi

My question is if people use Bayesian Statistics and its computational tools (like MCMC) in quant research and modeling... comments from industry people are very appreciated...Thanks

 

[Amaan]

Really?! nobody has any clue?!

 

[Joy Pathak]

I know Bayesian Econometrics is taught sometimes in PhD Finance so I am sure it's used. It's used quite a bit in financial economics stuff. I don't know how much in trading/etc.

 

[alain]

Really?! nobody has any clue?!

with posts like that you might not get an answer anytime soon.