During the tenth century, Saint Anselm of Aosta, Archbishop of Canterbury, pointed out in his address on the existence of God: « For I do not seek to understand in order to believe, but I believe in order to understand ». Just like their cousins the economists, practically all financial theorists have adopted an “Anselmist” posture; they believe in order to understand. They believe in their models. Such frequent adoption of a « credo ut intelligam » posture is all the more surprising given the profusion of financial data at our disposal today. Everything happens as if the experts had decided to shoehorn the data to conform to the model. It is past time to adopt a new approach and to make « intelligam » the priority.