TY - JOUR T1 - The 10 Reasons Most Machine Learning Funds Fail JF - The Journal of Portfolio Management SP - 120 LP - 133 DO - 10.3905/jpm.2018.44.6.120 VL - 44 IS - 6 AU - Marcos López de Prado Y1 - 2018/06/30 UR - https://pm-research.com/content/44/6/120.abstract N2 - The rate of failure in quantitative finance is high, particularly in financial machine learning applications. The few managers who succeed amass a large amount of assets and deliver consistently exceptional performance to their investors. However, that is a rare outcome, for reasons that the author explains in this article. In the author's experience, 10 critical mistakes underlie those failures.TOPIC: Big data/machine learning ER -