The first lecture from the Experimental Design and Common Pitfalls of Machine Learning in Finance series addresses the four horsemen that present a barrier to adopting the scientific approach to machine learning in finance.

The second lecture focuses on a protocol for backtesting and how to avoid the seven sins of backtesting. By implementing the research protocol outlined in these articles, an investment manager can avoid making the seven common mistakes when backtesting and building quant models.

What is the best environment and culture for a quant team? This question may have different answers depending on who you ask. Fortunately, there are some glimpses and statements from the top quantitative research groups that afford us a window into their work environment behind the scenes. For this short article, we have scraped the internet for some fascinating insights into the structure and culture of some of the best performing quant hedge funds in the world.