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April 6, 2008
Creating a Bell Labs for Quants
The current issue of Alpha has the most interesting piece on quantitative investors I have read in ages. Lots of Money:Tech-style stuff about what's happening at the bleeding edge, right where technology and capital markets smack into one another. Everything from computational linguistics, to herding models, micro stochastics, etc.
Granted, there is also lots of hubris, nuttiness, and even some chatter about creating the Bell Labs of computational finance. But where is the fun in capital markets if you can't dream big?
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