Christoph Frey
Christoph Frey is a Quantitative Researcher and Portfolio Manager at a family office in Hamburg and Research Fellow at the Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy at Lancaster University. Before this, he was the leading quantitative researcher for systematic multi-asset strategies at Berenberg Bank and worked as an Assistant Professor at the Erasmus Universiteit Rotterdam. Christoph published research on Bayesian Econometrics and specializes in financial econometrics and portfolio optimization problems.
Session
Many investment strategies look convincing because they performed well in the past, but these results are often easy to misread and do not always say much about how the strategy would work in the future. In many cases, strong backtest results come not from real skill or insight, but from hidden rules, unclear data choices, or unrealistic assumptions. In this talk, I show how Tidy Finance principles help make these issues visible and easier to examine. Using clear examples from Tidy Finance with Python, I demonstrate that once assumptions are made explicit, many impressive results no longer hold up.