Jorge Rodriguez

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Immortality: The ...
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The Universe in a...
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Misbehaving: The ...
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  (page 38 of 358)
Dec 03, 2017 04:17PM

 
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“Skewness statistics are sometimes used to assess the symmetry of distributions, while kurtosis statistics are often interpreted as a measure of similarity to a normal distribution.”
Stephen J. Taylor, Asset Price Dynamics, Volatility, and Prediction

“Empirical analysis of the relationship between volatility and information is difficult because we can only identify some of the relevant information.”
Stephen J. Taylor, Asset Price Dynamics, Volatility, and Prediction

Michael   Lewis
“Light fades as it travels; the fainter it becomes, the less capable it is of transmitting data.”
Michael Lewis, Flash Boys: A Wall Street Revolt

Emanuel Derman
“in this job you really need to know only four things: addition, subtraction, multiplication, and division—and most of the time you can get by without division!” I”
Emanuel Derman, My Life as a Quant: Reflections on Physics and Finance

Emanuel Derman
“crashes are not randomly occurring lightning bolts; they are the consequence of the madness of crowds who are busy avoiding the last mania as they participate in what will turn out to be the current one.”
Emanuel Derman, My Life as a Quant: Reflections on Physics and Finance

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