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How a swashbuckling breed of computer scientists nearly destroyed Wall Street

23 pointsby jakartaover 15 years ago

9 comments

JCThoughtscreamover 15 years ago
Oh, sure, blame the guy that made you the billions in the first place for not knowing that you were fucking around with the underpinning factors. Real mature, Wall Street. Real mature.
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Dilpilover 15 years ago
So lets see. A bunch of people bought stock. Stock rises and a bunch of people get rich. Somebody sells stock. A bunch of people get nervous and sell their stock, sending prices plummeting.<p>This story is as old as Wall Street itself. That quants were involved was incidental, thought it makes for some interesting twists.
yummyfajitasover 15 years ago
Regular people overvalue houses, with the encouragement of the government. Banks cash in and some buy into the hype. Who to blame? I know, blame those geeks who crunched some numbers.<p>But whatever you do, don't blame the women who caused this problem in the first place:<p><a href="http://www.youtube.com/watch?v=Ubsd-tWYmZw" rel="nofollow">http://www.youtube.com/watch?v=Ubsd-tWYmZw</a>
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lolcraftover 15 years ago
Sure, let's blame the computer scientists, not the dangerous Wall Street culture of getting rich quick with essentially regulated gambling. That'll fix things ;)
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spazzover 15 years ago
The problem isn't the quants, it's the people that doesn't understand what the quants do and that a model is only a model.
carbocationover 15 years ago
This is much like saying that Smith &#38; Wesson shoots people.
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nkassisover 15 years ago
I dunno if it's just me or where they not clear as to what they meant by complex systems. Where they talking about just complicated things or more like: <a href="http://en.wikipedia.org/wiki/Complex_systems" rel="nofollow">http://en.wikipedia.org/wiki/Complex_systems</a>. I know it's not a really important point of the article but I can see how this type of stuff would make no sense to everyone but people who have knowledge of what complex systems are. Basically I can see how the management of these companies didn't want to interfere with what they didn't understand but seemed to work. But now it's easy to say that stuff was all crap and cause us billions. I hope that some of the science these guys were working on can be salvaged (the good parts at least).
zitterbewegungover 15 years ago
Couldn't we model business cycles and also economic downturns / recessions also? Attempt to quantify bubbles if they possibly exist? Or would that be too computationally hard?
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noname123over 15 years ago
I don't get it , don't most high frequency trading shops not hold overnight positions?
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