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2008-01-24-sunRiseVisualize Context (requires Java Plug-in)
CREATED BY chris • LAST EDITED BY chris 6240 days AGO
"I mean that is like the water's not running today, right? The sun didn't rise." [ Ø KOTTKE • ]

Great interview with a hedge fund manager on the perils of within-system thinking &c.; from n+1, a "twice-yearly print journal" that, fortunately, publishes "web-only material once or twice a week".

"The problem is that the DNA of a lot of these models is very, very similar, it's like an ecosystem with no biodiversity because most of the people who do stat-arb can trace their lineage, their intellectual lineage, back to four or five guys who really started the whole black box trading discipline in the '70s and '80s."
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