Inside the Black Box of Quant

According to the WSJ tonight, two major quant funds — BGI’s 32 Capital and Goldman’s Global Alpha — will release more explicit performance information in the next 24 hours. The latter is apparently holding a conference call early tomorrow as well, which I would dearly like to be on, but I’m stuck in meetings tomorrow morning.

Too bad, because it will be an interesting look inside the black box of quant. Nevertheless, I’m going to circle back to this subject later today or tomorrow, as it touches on a few issues I haven’t explored fully enough yet here.

Related posts:

  1. Predators, Prey, and the Fat-Tail Problem in Quant
  2. Memewatch: “XXX is the new black”
  3. Khosla Backs Kurzweil the Quant
  4. S3 and the Inside-Out Web
  5. Schadenfreude and Conrad Black

Comments

  1. David Beroff says:

    Isn’t there some way to record the call?

  2. Vijay says:

    Yeah you can record the call using Grand central.. If you want an invite I can give you one..