Subscribe to RSS feedVia MarketSci blog, Eric Rosenfeld talks about the collapse of LTCM at MIT. Funny I can't find in any MIT literature an advertisement for the fact that 2/3s of LTCM had MIT roots? (Caltech, snarky snark snark)
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Dave Bacon is a theoretical ski bum who is also a pseudo professor. His research is on quantum computing, his scientific passions extend to everything in physics, mathematics, computer science and beyond, and his personal pleasures include making wine, playing poker, skiing, camping, and daydreaming (although not all of those at the same time.)
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LTCM Video
Category: Finance
Posted on: May 7, 2009 12:09 AM, by Dave Bacon
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Comments
He keeps talking about risk as "sigma". And he uses the word "uncorrelated" the way I would use the word "independent."
He says that LTCM critics are anti-intellectual, and don't believe in rationality, but he doesn't believe in moments after the second moment!
Posted by: aram | May 15, 2009 11:01 AM