Friday, August 01, 2008

How Alpha becomes Beta



What will happen to the quants in August 2017?
Andrew Lo
MIT and AlphaSimplex
http://www.nyu.edu/sofie/slides/Lo.ppt



Via Barry Ritholtz.

1 comment:

  1. OT: It is now possible to, ah, invest in the Higgs boson.

    Go to Intrade, click on 'Scientific', and you get a choice of the Higgs or cold fusion.

    Maybe Peter Higgs should consider hedging his Nobel prospects.

    ReplyDelete