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profile for blunders on Stack Exchange, a network of free, community-driven Q&A sites


Sep
24
awarded  Autobiographer
Sep
1
comment Separating the wheat from the chaff: What quant methods separate skillful managers from lucky ones?
@chrisaycock: FYI appears there's a popular belief that there maybe issues with your answer, though I personally am not in the position to explain why.
Jan
19
awarded  Scholar
Jan
19
accepted What is the effect of quant finance on global markets?
Apr
18
comment Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
@olaker: Even if withdrawals were being made, with those numbers finding new capital to replace it would be very likely easy. Meaning AUM should not be that small regardless of withdrawals -- agree, or no? And if not, why?
Apr
18
comment Strategy of Renaissance Technologies Medallion fund: Holy Grail or next Madoff?
@vonjd: [From wiki] "Started in 1982 by James Simons, Renaissance currently has more than 15-billion in assets under management. Since 1989, the company's 5-billion Medallion Fund has averaged 35% annual returns" - what am I missing, why is the fund only 15-billion 30 years later if it pulling an average annual returns of 35%?
Apr
18
comment What is the effect of quant finance on global markets?
+1 @user763: "one quotation per day" to whom on what? In terms of real time versus delayed trading, long-term I'm guessing that that would lead to more loses and even more volatility, since it would lead to the pooling trades. If anything, the more liquid the markets the better; or at least that's my opinion. Also, when you say "quant it would be something else" do you mean in name, or something else?
Apr
18
comment What is the effect of quant finance on global markets?
+1 @gappy: Thanks - so, any suggestions for finding sources for the assets under management using quant quoted to be "between 17% and 23%"?
Apr
9
awarded  Supporter
Apr
9
comment What is the effect of quant finance on global markets?
+1 @Shane: Thanks for suggesting MacKenzie's book! -- In terms of defining "quantitative finance", while this may be frustrating to hear, I've found that defining a term based on my own understanding regardless of how familiar with it's use I am to be limiting. I find it of more use, especially within the stackexchange sites to let the user providing the answer determine what context best fits the information they have to provide. No answer is perfect, and everyone has a different point of view on the meaning of a term. In this case, I'd lean towards a more open understanding of it's meaning.
Apr
9
revised What is the effect of quant finance on global markets?
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Apr
9
awarded  Student
Apr
9
awarded  Editor
Apr
9
revised What is the effect of quant finance on global markets?
added 57 characters in body
Apr
9
asked What is the effect of quant finance on global markets?