Dr. Marcos Lopez de Prado
Global Head of Quantitative R&D, ADIA | Professor of Practice, Cornell University
Sources checkedDr. Marcos Lopez de Prado is the Global Head of Quantitative Research & Development at the Abu Dhabi Investment Authority (ADIA) and a Professor of Practice at Cornell University's College of Engineering. He has published dozens of scientific papers on financial machine learning and backtest overfitting, earning multiple Quant of the Year awards.
Areas of focus
Professional niches
Proof of Work
Advances in Financial Machine Learning & Backtest Overfitting Protocols
Definitive mathematical methodology exposing false discoveries and selection bias in financial backtesting, proposing Deflated Sharpe Ratio and combinatorial cross-validation.
Focuses on quantitative econometric and capital market time-series; not general consumer language generation.
Context: Mathematical finance, combinatorial cross-validation, and portfolio optimization.
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