Jon left this world a better place

David Bailey introduced me to Jon in the Summer of 2013. By then David and I had published together 5 papers in computational finance and math finance. Those papers dealt mostly with convex optimization and performance metrics. They were well received and much read, however one could consider them rather mainstream.

For our next project, I suggested to David that we worked on a rather polemic question: Are most finance’s theories false discoveries? Our thesis was that the statistical framework used to test hypothesis in economics and finance promotes false positives. A similar argument in the medical science had led

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