- @normanwyse doing a bit of holiday reading on algo trading systems. fascinating stuff #
- @paulmwatson it's the new #myspace Another "revolutionary" biz model for naked emperors #
- @Goblyn certainly sounds good. nice to see you're having a good time #
- @stephenkinsella read Skidelsky's "return of the master" over xmas. Great book http://bit.ly/nd2pA #
- @stephenkinsella did you attend Merton during maths week? Fascinating but v defensive bout any suggestion of modeling inadequacies #
- @stephenkinsella "the models worked, contracts functioned perfectly" issues related to rating agencies (made some good pts w/ pinch of salt) #
- @stephenkinsella very aggressive when challenged on put-call parity being just as useful as BSM. nobody mentioned ltcm #
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