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by kbennatti
1794 days ago
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RE: backtesting we use SEC enforcement actions related to fraud (10b-5) as our gold label. That said, there is no gold label for absence of fraud so our backtested metrics are probably slightly better than they seem. We've never tried to score a short fund on their precision/recall but unofficially, Hindenburg Research has the highest concordance with our models in deployment. |
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