Quants aren’t like regular people. Neither are algorithms.

“Everyone there was a “Quant.” No one cared what the underlying company represented by a given stock actually did. Apple or General Motors, CAT or IBM… Everything boiled down to a set of statistical observations that, when assembled into the proper algorithm, delivered a portfolio that beats the market.” I… Continue reading →

FT Alphaville expands chat sessions

This is nice, and another example of how mainstream media embrace social media: the Financial Times runs a number of blogs, and one of their major blogs is FT Alphaville (about all things markets). It’s a very classical blog, but they also have a daily chat session and a kind… Continue reading →

Making sense of our streams, in real time

How do we make sense of the streams of information on social networks? It’s easy to get overwhelmed and difficult to tell a good story about what happens on Twitter, Facebook, LinkedIn etc. I’m a strong believer in virtual worlds as islands in those streams, where we can gather, and… Continue reading →