Jon McAuliffe
The Disruptor
Contrarian and drawn to the edge; challenges the settled answer.
Jon McAuliffe earns The Disruptor not by entering a paradigm but by rebuilding its foundations. In 2005 he committed to a machine-learning-driven investment firm when institutional peers doubted the approach was even viable. His intellectual posture is equally insurgent, dismissing black swan excuses as epistemological laziness and calibrating model complexity solely for predictive accuracy. At Voleon and Berkeley alike, he reconstructed the tools of inference the field would eventually need to follow.
“In two thousand and five, it felt like there was a very live opportunity to do something with a lot of promise that would be really different. We had the sense that not a lot of people were of the same opinion.”
“The principles of using as much complexity as you need to maximize predictive accuracy underlie all the systems. Predictive accuracy is what creates returns for investors.”
“If you think that you've experienced a six sigma event, the problem is that you have underestimated sigma.”
Masters in Business: “Jon McAuliffe on Innovation and Statistical Methods”
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