They Tried to Outsmart Wall Street
3月9号New York Times的一篇写Quant的文章。描写了一批火箭科学家投身于金融行业,以及一批火箭接为,沉闷空气中动物和植物都是些小小干果。住在楼的四层,对面是一幢同样九层的楼,外墙涂了半层的乳胶漆,看得出是在班人去华尔街搞钱的故事。
There are a thousand physicists on Wall Street, she estimated, and many, she said, talk nostalgically about science. “They sold their souls to the devil,” she said, adding, “I haven’t met many quants who said they were in finance because they were in love with finance.”
其实经常看到一些Quant讲起数学就眼睛放光,或是身边放一些自己喜欢的书,就像民工搬完砖掏出自己老婆孩子的照片一样。
Respect for Nerds
“Every trader will tell you that every risk manager is a fraud,” he (Nassim Nicholas Taleb) said, and options traders used to get along fine before Black-Scholes. “We never had any respect for nerds.”
Quants say that they should not be blamed for the actions of traders.
“I regard quants to be the good guys,” said Eric R. Weinstein, a mathematical physicist who runs the Natron Group, a hedge fund in Manhattan. “We did try to warn people,” he said. “This is a crisis caused by business decisions. This isn’t the result of pointy-headed guys from fancy schools who didn’t understand volatility or correlation.”
有些trader尊重quant,有些就完全是另一回事。复杂产品方面很多也是quant出身。
Prisoners of Wall Street
Quants, in short, are part of the system. “They get paid, a Faustian bargain everybody makes,” said Satyajit Das, a former trader and financial consultant in Australia, who likes to refer to them as “prisoners of Wall Street.”
“What do we use models for?” Mr. Das asked rhetorically. “Making money,” he answered. “That’s not what science is about.”
He (Andrew Lo) said an investment banker had told him that Wall Street was not looking for Ph.D.’s, but what he called “P.S.D.s — poor, smart and a deep desire to get rich.”
做X能赚钱,大家都去做。X可以取值为model。
He ended his presentation with a joke that has been told around M.I.T. for a long time, but seemed newly relevant; “What do you call a nerd in 10 years? Boss.”
原文链接:http://www.nytimes.com/2009/03/10/science/10quant.html?pagewanted=1&_r=1
Financial Advice
--Bullshit.
超搞的一个节目,CNBC Gives Financial Advice,
怎么能当上股评家呢?要曾经蒙对过,要会blabla。比如说我昨天玩开心网,上去第一次竞猜今天的上证指数就莫名奇妙的中了:

然后我可以说,我分析了周末的新闻,估计了国际市场周一要下跌,然后根据投了个东西是个西红柿,右手提了玻璃水壶便向阳台走去,哗啦哗啦地摇晃着玻璃水壶。附近的花鸟市场有塑料的喷水壶,可惜注比例在下跌方向上选了一个收益期望最大的等等。接着就可以拿下面这个业绩去CNBC或者第一财经去blablabla,

--Bullshit.
推荐:The Wrestler

重量级的片子。还勾起了一段小时候的回忆,那个时候有些小朋友们经常眉飞色舞的讨论一个叫自由搏击的貌似很好看的电视节目,但是yiju小朋友只有在旁边郁闷的听,啥都不懂,因为--yiju小朋友家里收不到凤凰台!
看得最爽的一段就是Ram在超市给人割肉的时候把手划了,整了一脸的血,然后在超市里爆发了,大骂I quit。
非常之推荐,特别是对老金属,暴力, ** 有一定感情的人。本来都忘了写,但是刚刚看了下面这个比校搞的山寨预告片。2000 sucks。
The Uncler w/ Uncle Sam and Alyssa Milano from Alyssa Milano
原版预告片,我是看到striper跳舞以后就决定去看。
Who can stop Pissing on sAviOr in 2009?
自从问了who can stop sAviOr in 2009以后,sAviOr就一路被洗,刚刚又被Anytime双兵营暴叉叉冲死。简直是世事无常。
Jazz - April in Paris
二月底了,四月还会远么?
- Yi Ju
早上躺在床上按开收音机,就听到这首歌。脑壳就在音箱底下,两个字,巴适。
Ella Fitzgerald & Louis Armstrong - April in Paris
(click to play)
|
April in Paris, chestnuts in blossom I never knew the charm of spring Till April in Paris, whom can I run to? |
奥斯卡,搞球不懂
为啥子Slumdog可以拿那么多奖阿?难道我麻木了,看了以后只记得到女娃娃很漂亮,另外那个叫Max Linder的电影院比较有意思。当然,这个电影还是不错的。去年电影看得不多,我觉得可以选蝙蝠侠,本杰明巴顿这些。
奥斯卡也真的是搞,本杰明巴顿就评一些化妆奖。原来化妆奖就这么直接啊,小人演老人就能拿奖。
女配角为什么是Vicky Christina里的,Penolope再有个性,也是一个伍迪艾伦拍来玩的片子。本杰明巴顿里面那个黑人妈妈演得多好啊。
近期也看得少,推荐一个I feel good!,讲一帮老人组的合唱团唱摇滚的。疯狂的赛车还是很好耍的,比上一版疯狂的石头更精细了,但是不如原来那个有味道了,可能是没有四川话。这种黑色幽默的东西,口音很重要的。英式的那些,一口腔调是关键元素。 赛车里面here, there那一段很有点儿闪,可以。







