design of experiments

  • Thread starter Thread starter vkaul
  • Start date Start date
Joined
6/19/08
Messages
115
Points
26
IS Statistical Design of Experiments covering full and fractional factoral designs at two and three levels, orthogonal arrays, response surface methodology, robust parameter design for production/process improvements of any use in quantitative finance?

Is it worth investing time learning these tools if you want to be a quant.
 
Design of experiments:

The whole discipline assumes you can control your factors. Furthermore, it assumes that the same input will produce relatively the same output.

Both of these are blatantly false in the financial markets.
 
Back
Top Bottom