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.
Pessimism of the Intellect, Optimism of the Will Favorite posts | Manifold podcast | Twitter: @hsu_steve
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.
Labels:
alpha,
andrew lo,
finance,
portfolio theory
Subscribe to:
Post Comments (Atom)
Blog Archive
-
▼
2008
(254)
-
▼
08
(16)
- Obama 08
- A warning from von Neumann
- ECT in Trento
- Dense nuclear matter: intuition fails!
- Dense nuclear matter
- The cost of gold
- Bolt is the greatest of all time
- Phelps, shmelps -- Bolt is the man
- Scifoo 2008 photos
- Scifoo 2008
- Strange days
- The tidal wave from PRC
- Judo in the WEC
- LA Times: no bottom yet for housing
- Angry Youth: Chinese nationalism
- How Alpha becomes Beta
-
▼
08
(16)
Labels
- physics (420)
- genetics (325)
- globalization (301)
- genomics (295)
- technology (282)
- brainpower (280)
- finance (275)
- american society (261)
- China (249)
- innovation (231)
- ai (206)
- economics (202)
- psychometrics (190)
- science (172)
- psychology (169)
- machine learning (166)
- biology (163)
- photos (162)
- genetic engineering (150)
- universities (150)
- travel (144)
- podcasts (143)
- higher education (141)
- startups (139)
- human capital (127)
- geopolitics (124)
- credit crisis (115)
- political correctness (108)
- iq (107)
- quantum mechanics (107)
- cognitive science (103)
- autobiographical (97)
- politics (93)
- careers (90)
- bounded rationality (88)
- social science (86)
- history of science (85)
- realpolitik (85)
- statistics (83)
- elitism (81)
- talks (80)
- evolution (79)
- credit crunch (78)
- biotech (76)
- genius (76)
- gilded age (73)
- income inequality (73)
- caltech (68)
- books (64)
- academia (62)
- history (61)
- intellectual history (61)
- MSU (60)
- sci fi (60)
- harvard (58)
- silicon valley (58)
- mma (57)
- mathematics (55)
- education (53)
- video (52)
- kids (51)
- bgi (48)
- black holes (48)
- cdo (45)
- derivatives (43)
- neuroscience (43)
- affirmative action (42)
- behavioral economics (42)
- economic history (42)
- literature (42)
- nuclear weapons (42)
- computing (41)
- jiujitsu (41)
- physical training (40)
- film (39)
- many worlds (39)
- quantum field theory (39)
- expert prediction (37)
- ufc (37)
- bjj (36)
- bubbles (36)
- mortgages (36)
- google (35)
- race relations (35)
- hedge funds (34)
- security (34)
- von Neumann (34)
- meritocracy (31)
- feynman (30)
- quants (30)
- taiwan (30)
- efficient markets (29)
- foo camp (29)
- movies (29)
- sports (29)
- music (28)
- singularity (27)
- entrepreneurs (26)
- conferences (25)
- housing (25)
- obama (25)
- subprime (25)
- venture capital (25)
- berkeley (24)
- epidemics (24)
- war (24)
- wall street (23)
- athletics (22)
- russia (22)
- ultimate fighting (22)
- cds (20)
- internet (20)
- new yorker (20)
- blogging (19)
- japan (19)
- scifoo (19)
- christmas (18)
- dna (18)
- gender (18)
- goldman sachs (18)
- university of oregon (18)
- cold war (17)
- cryptography (17)
- freeman dyson (17)
- smpy (17)
- treasury bailout (17)
- algorithms (16)
- autism (16)
- personality (16)
- privacy (16)
- Fermi problems (15)
- cosmology (15)
- happiness (15)
- height (15)
- india (15)
- oppenheimer (15)
- probability (15)
- social networks (15)
- wwii (15)
- fitness (14)
- government (14)
- les grandes ecoles (14)
- neanderthals (14)
- quantum computers (14)
- blade runner (13)
- chess (13)
- hedonic treadmill (13)
- nsa (13)
- philosophy of mind (13)
- research (13)
- aspergers (12)
- climate change (12)
- harvard society of fellows (12)
- malcolm gladwell (12)
- net worth (12)
- nobel prize (12)
- pseudoscience (12)
- Einstein (11)
- art (11)
- democracy (11)
- entropy (11)
- geeks (11)
- string theory (11)
- television (11)
- Go (10)
- ability (10)
- complexity (10)
- dating (10)
- energy (10)
- football (10)
- france (10)
- italy (10)
- mutants (10)
- nerds (10)
- olympics (10)
- pop culture (10)
- crossfit (9)
- encryption (9)
- eugene (9)
- flynn effect (9)
- james salter (9)
- simulation (9)
- tail risk (9)
- turing test (9)
- alan turing (8)
- alpha (8)
- ashkenazim (8)
- data mining (8)
- determinism (8)
- environmentalism (8)
- games (8)
- keynes (8)
- manhattan (8)
- new york times (8)
- pca (8)
- philip k. dick (8)
- qcd (8)
- real estate (8)
- robot genius (8)
- success (8)
- usain bolt (8)
- Iran (7)
- aig (7)
- basketball (7)
- free will (7)
- fx (7)
- game theory (7)
- hugh everett (7)
- inequality (7)
- information theory (7)
- iraq war (7)
- markets (7)
- paris (7)
- patents (7)
- poker (7)
- teaching (7)
- vietnam war (7)
- volatility (7)
- anthropic principle (6)
- bayes (6)
- class (6)
- drones (6)
- econtalk (6)
- empire (6)
- global warming (6)
- godel (6)
- intellectual property (6)
- nassim taleb (6)
- noam chomsky (6)
- prostitution (6)
- rationality (6)
- academia sinica (5)
- bobby fischer (5)
- demographics (5)
- fake alpha (5)
- kasparov (5)
- luck (5)
- nonlinearity (5)
- perimeter institute (5)
- renaissance technologies (5)
- sad but true (5)
- software development (5)
- solar energy (5)
- warren buffet (5)
- 100m (4)
- Poincare (4)
- assortative mating (4)
- bill gates (4)
- borges (4)
- cambridge uk (4)
- censorship (4)
- charles darwin (4)
- computers (4)
- creativity (4)
- hormones (4)
- humor (4)
- judo (4)
- kerviel (4)
- microsoft (4)
- mixed martial arts (4)
- monsters (4)
- moore's law (4)
- soros (4)
- supercomputers (4)
- trento (4)
- 200m (3)
- babies (3)
- brain drain (3)
- charlie munger (3)
- cheng ting hsu (3)
- chet baker (3)
- correlation (3)
- ecosystems (3)
- equity risk premium (3)
- facebook (3)
- fannie (3)
- feminism (3)
- fst (3)
- intellectual ventures (3)
- jim simons (3)
- language (3)
- lee kwan yew (3)
- lewontin fallacy (3)
- lhc (3)
- magic (3)
- michael lewis (3)
- mit (3)
- nathan myhrvold (3)
- neal stephenson (3)
- olympiads (3)
- path integrals (3)
- risk preference (3)
- search (3)
- sec (3)
- sivs (3)
- society generale (3)
- systemic risk (3)
- thailand (3)
- twitter (3)
- alibaba (2)
- bear stearns (2)
- bruce springsteen (2)
- charles babbage (2)
- cloning (2)
- david mamet (2)
- digital books (2)
- donald mackenzie (2)
- drugs (2)
- dune (2)
- exchange rates (2)
- frauds (2)
- freddie (2)
- gaussian copula (2)
- heinlein (2)
- industrial revolution (2)
- james watson (2)
- ltcm (2)
- mating (2)
- mba (2)
- mccain (2)
- monkeys (2)
- national character (2)
- nicholas metropolis (2)
- no holds barred (2)
- offices (2)
- oligarchs (2)
- palin (2)
- population structure (2)
- prisoner's dilemma (2)
- singapore (2)
- skidelsky (2)
- socgen (2)
- sprints (2)
- star wars (2)
- ussr (2)
- variance (2)
- virtual reality (2)
- war nerd (2)
- abx (1)
- anathem (1)
- andrew lo (1)
- antikythera mechanism (1)
- athens (1)
- atlas shrugged (1)
- ayn rand (1)
- bay area (1)
- beats (1)
- book search (1)
- bunnie huang (1)
- car dealers (1)
- carlos slim (1)
- catastrophe bonds (1)
- cdos (1)
- ces 2008 (1)
- chance (1)
- children (1)
- cochran-harpending (1)
- cpi (1)
- david x. li (1)
- dick cavett (1)
- dolomites (1)
- eharmony (1)
- eliot spitzer (1)
- escorts (1)
- faces (1)
- fads (1)
- favorite posts (1)
- fiber optic cable (1)
- francis crick (1)
- gary brecher (1)
- gizmos (1)
- greece (1)
- greenspan (1)
- hypocrisy (1)
- igon value (1)
- iit (1)
- inflation (1)
- information asymmetry (1)
- iphone (1)
- jack kerouac (1)
- jaynes (1)
- jazz (1)
- jfk (1)
- john dolan (1)
- john kerry (1)
- john paulson (1)
- john searle (1)
- john tierney (1)
- jonathan littell (1)
- las vegas (1)
- lawyers (1)
- lehman auction (1)
- les bienveillantes (1)
- lowell wood (1)
- lse (1)
- machine (1)
- mcgeorge bundy (1)
- mexico (1)
- michael jackson (1)
- mickey rourke (1)
- migration (1)
- money:tech (1)
- myron scholes (1)
- netwon institute (1)
- networks (1)
- newton institute (1)
- nfl (1)
- oliver stone (1)
- phil gramm (1)
- philanthropy (1)
- philip greenspun (1)
- portfolio theory (1)
- power laws (1)
- pyschology (1)
- randomness (1)
- recession (1)
- sales (1)
- skype (1)
- standard deviation (1)
- starship troopers (1)
- students today (1)
- teleportation (1)
- tierney lab blog (1)
- tomonaga (1)
- tyler cowen (1)
- venice (1)
- violence (1)
- virtual meetings (1)
- wealth effect (1)
1 comment:
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.
Post a Comment