Many economic tweets are arguments about statistics.
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I said I would try to explain what I mean by sophisticated vulgarity in financial modeling, which I will do by imperfect analogy.
Comments closedEdward Hadas of the FT/Lex has an interesting video on the debt ceiling fiasco called Playing Chicken with America’s Future.
Comments closedIn the natural sciences, it pays to be ambitious and deep.
Comments closedHow do you restrain or punish corporations, collections of people that have some of the advantages of real people, but less of the disadvantages?
Comments closedThe world is complex and you lose a lot by insisting things you don’t understand already fit into the boxes you imagine you do.
Comments closedHighly paid risk positions, I suspect, are still not quant positions.
Comments closedIf you are going to seek a career in quantitative finance, what’s your advantage?
Comments closedThe other day the new MSFE students showed up at Columbia for orientation and I had to welcome them. These are some notes from what I said.
Comments closedTerrence Malick’s “The Tree of Life” is not a movie, it’s a multiverse, a meditation, a “Koyanisqaatsi” inspired by the Bible rather than by Buddhist texts.
Comments closedMany articles about protecting your portfolio against “tail risk” lately.
Comments closedI am perpetually amazed at the way people can/are allowed to reinvent themselves.
Comments closedSpinoza regarded all emotions as derivatives of pain, pleasure and desire, just as all options are derivatives of equity, fixed income and credit.
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