“prudent and… disastrous”
This past week I had the opportunity to see MIT’s Professor Andrew Lo present his paper “What Happened to the Quants In August 2007?” as part of the seminar series on quantitative finance presented by...
View Articlethe problem with easy
Among the more challenging questions we face when describing the Puppetmaster environment are those like “how do you create new proprietary trading strategies within the environment?” It’s a difficult...
View ArticleMao’s formulation seemed more broadly applicable…
This week I attended another of the excellent quant seminars I’ve written about before. This time the talk was about stochastic modeling of equity markets and was presented by Robert Fernholz of...
View Articlefinding a niche at trade tech
This week we spent a few hours at the tradetech conference to see what people in the industry are up to and see some demos. Their “certified” logo inevitably reminded me of an old colleague who would...
View Articletech meetup in nyc
Although we’ve been in business since 2005, we’re still something of a start-up and certainly an entrepreneurial entity, so when a VC friend of mine suggested checking-out meetup.com‘s technology and...
View Articlemensch, defined
There’s an old wall st saw: “Sell Rosh Hashanah, Buy Yom Kippur” that, according to this guy at least, has had good performance since 1915. I haven’t tried to reproduce his work to confirm it, but I’m...
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