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Limitations Of Financial Models

8/2/2020

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​Unfortunately, many models used on wall-street are assuming a normal distribution, and many schools are teaching with assumptions of a normal distribution. What we have done is actually go all the way back to the 1960's, and from the attached spreadsheet one can actually see across sector which industries belong to which statistical distributions, and it does change every few years. On top of data science and algorithmic trading, these models are often inaccurate, and need augmentation to consider all of the data points. We are actively working on a product that should be available in two years time that addresses these inefficiencies in the markets. In the meantime, feel free to play with the spreadsheet.

statistical_distributions.xlsx

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    Michael Kelly has been working within banking technology for over a decade, and his experience spans across algorithmic trading, project management, product management, alternative finance, hedge funds, private equity, and machine learning. This page is intended to educate others across interesting topics, inclusive of finance.

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