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)
The Quantum Pontiff
Theoretical Musings
Search
Profile
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.)
Nothing he says on this blog should be construed as having anything to do with his employer or his dog.
Recent Comments
- Neil B on So Long and Thanks For All the Fish!
- Si-Hui Tan on Ecto and LaTeXiT
- evden eve nakliyat on Google Hella Cool
- Peter Lund on Google Hella Cool
- wolfgang on So Long and Thanks For All the Fish!
- Rod on So Long and Thanks For All the Fish!
- Art on So Long and Thanks For All the Fish!
- John Sidles on Dead Spins And The Dirty Ground
- Jonathan Vos Post on Dead Spins And The Dirty Ground
- John Sidles on Dead Spins And The Dirty Ground
Recent Posts
- So Long and Thanks For All the Fish!
- Dead Spins And The Dirty Ground
- Bacon Camp
- Best Paper at STOC
- Pr(Future Dave Bacons|Library Cuts) is Small
- De Took Er DataBs Jrbs!
- Google Hella Cool
- Portrait of a Reviewer as a Young Man
- Theory Matters Vision Nuggets
- What To Do With Scirate?
Other Information
The use of Occam's razor on this website is strickly prohibited.
Cows are well approximated by a sphere.
Cows are well approximated by a sphere.
« Many-Worlds Critique | Main | Too Few Wrong Papers? »
LTCM Video
Category: Finance
Posted on: May 7, 2009 12:09 AM, by Dave Bacon
Share:
TrackBacks
TrackBack URL for this entry: http://scienceblogs.com/mt/pings/108955
Click here to search for this post on the new blog.
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