explaining how quants help to drive teh downward spiral during the global financial crisis (GFC). That is a useful warning for the future.
how quant fund strategies are evolving. "Any data you can think of, you can now acquire ..... and we now have cheap processing power and cheap storage, to data mine that data, to drive quant fund strategies."
Bloomberg View columnist Barry Ritholtz interviews Matthew Rothman, the head of global quantitative equity research at Credit Suisse and a senior lecturer in finance at the MIT Sloan School of Management. He was hired a few years before the financial crisis hit to be the global head of quantitative research at Lehman Brothers (and then moved to Barclays Capital, following the Lehman bankruptcy). In the midst of the quant crash in 2007, he published “Turbulent Times in Quant Land,” which became the most highly distributed research note in Lehman’s history.
I'm busy working on my blog posts. Watch this space!