Information Processing

I think we should ascribe very high uncertainty to polling results in this election, for a number of reasons including the shy Trump voter e...

Highly recommended! I blogged about this guy 5 years ago here: From physics to Goldman to Y Combinator . The book is hilarious and pretty...

After 25+ years in theoretical physics research, the pattern has become familiar  to me. Talented postdoc has difficulty finding a perma...

A great MIT colloquium by Jim Simons (intro by I. Singer). Interesting discussion @28 min about how Simons (after leaving mathematics at 38)...

I recommend this podcast interview with Michael Lewis ( Longform.org ). As with other Longform interviews, it focuses on his work/career as...

Michael Lewis on the Aleynikov-Goldman HFT matter. The article mentions that Goldman trailed other players like Citadel when Aleynikov was h...

Pundit idiocracy : "Close race", "Too close to call", "Neck and neck". (I heard this all day long.) Quants a...

At least, according to the quants who performed the mind boggling, incomprehensible, mysterious, nearly impossible task of averaging sta...

Big data, analytics, randomized experiments and modern political campaigns. "... the most advanced political marketers are ahead of com...

Does this qualify as the most expensive software bug of all time? Raises concerns about our future as passengers in driverless vehicles ;-) ...

How finance sucks human capital from more productive activities. FT Alphaville : ... a bloated financial sector can also suck in more t...

Two years ago I was asked by someone at the Securities Exchange Commission to post a job ad for quant risk analysts. During some of my conv...

A commenter linked to this Guardian interview with a UK quant. I found a number of his comments interesting enough to post here. See the o...

The Chronicle has a nice article on what it takes to run admissions at a selective college. The requirements of communication skills (e.g.,...

Better to die free than live as a slave, or something like that. The author describes his path from physics grad school to Goldman to a bay ...

I was asked to write a review of Scott Patterson's book The Quants for Physics World, a UK magazine. You can read the whole thing at th...

Flash crash -- mystery solved? This article profiles former physicist Gregg Berman and his investigation of the flash crash of May 6. Berman...

A reader referred me to this excellent paper by Andy Lo and Mark Mueller . Mark and I were both Harvard postdocs at the same time. I seem to...

This book seems to be mainly about the alpha-seeking variety of quant, as opposed to the risk managing or derivatives pricing kind. A little...

The Times has a long piece on quants by Dennis Overbye. The usual suspects are interviewed, but Overbye doesn't really engage with the d...