Sam is a former UK government economist and researcher at the IFS. He spent nine years studying economics at top academic institutions, including the University of Cambridge, and guest lectures in quantitative methods. At Macro Hive, he leads on developing economic forecasting models, integrating ML methods with traditional econometric analysis. In a past life, Sam represented Great Britain at a European and World level in swimming.
Economics & Growth | Other
Sam van de Schootbrugge
The summer months are upon us. This means fewer office distractions and fewer short-term deadlines, creating the ideal opportunity for researchers to get stuck into meatier projects. In academia, this summer lull brings in a surge of publications in the months that follow (Chart 1).
Sam van de Schootbrugge
A Review of Financial Studies paper examines the pitfalls of mean-variance portfolio optimisation. It confirms a well-known result - historical sample moments are suboptimal proxies for true means and variances, and that optimisation methods estimating these past values have poor forecasting performance.
Sam van de Schootbrugge
A new paper in the highly rated Review of Financial Studies journal explains how momentum profits are strongly linked to the performance of winners and losers during the formation period.
Sam van de Schootbrugge
A popular Swiss Financial Institute research paper, co-authored by UC Berkeley researchers, reveals the importance of following the right Twitter accounts.
Spring sale - Prime Membership only £3 for 3 months! Get trade ideas and macro insights now
Your subscription has been successfully canceled.
Discount Applied - Your subscription has now updated with Coupon and from next payment Discount will be applied.