March 2008

Another day, another financial institution collapses. Bear Stearns, fifth largest US investment bank, has gone. I’ve worked closely with Bear brokerage in the past and quite enjoyed the experience. It’s the prime brokerage that JP […]

I’ve been critical of much of quant modelling for many years. I don’t like the assumptions, the models, the implementations. I’ve backed this up with sound reasons and wherever possible tried to find alternative approaches […]