Scott Turro > Recent Status Updates

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Scott Turro
Scott Turro is on page 27 of 304 of Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage
Can’t believe the plot twist at the end of chapter 2 section 1: Data sources for forecasts
Jul 28, 2023 05:53PM Add a comment
Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage

Scott Turro
Scott Turro is on page 227 of 291 of The Big Short: Inside the Doomsday Machine
A tale both sad and true,
In Lewis' book, it doth ensue
Of greed and corruption, in the morn,
That led to market's fall, with woe forlorn.

A select few, with eyes unclouded by deceit,
Dared to see the truth, and to it cling,
They shorted markets, not for wealth alone,
But to the world, the crash, they did bring.

And keep ye safe, in markets fierce and wild
For this event was never so mild
Jan 27, 2023 04:06PM Add a comment
The Big Short: Inside the Doomsday Machine

Scott Turro
Scott Turro added a status update
Currently flipping back to the previous page because I zoned out but my eyes kept skimming
Jan 25, 2023 11:44AM 1 comment

Scott Turro
Scott Turro is on page 154 of 291 of The Big Short: Inside the Doomsday Machine
The banks just made an oopsie. I wonder how this is gunna play out for them…
Jan 25, 2023 11:42AM Add a comment
The Big Short: Inside the Doomsday Machine

Scott Turro
Scott Turro is 70% done with Fixed Income Mathematics: Analytical and Statistical Techniques
Auto-Regressive Conditional Heteroskedasticity model is so cool. Such a great character to add late in the plot line
Jan 20, 2023 06:31AM Add a comment
Fixed Income Mathematics: Analytical and Statistical Techniques

Scott Turro
Scott Turro is on page 100 of 291 of The Big Short: Inside the Doomsday Machine
Pretty fucked up tbh. I really want to see how these instruments are modeled now…and it just so happens I got our firms biggest CDO modeler next to my desk.
Jan 20, 2023 06:26AM Add a comment
The Big Short: Inside the Doomsday Machine

Scott Turro
Scott Turro is 51% done with Fixed Income Mathematics: Analytical and Statistical Techniques
I can’t believe he modeled those interest rates like that😨😨
Dec 15, 2022 01:39PM Add a comment
Fixed Income Mathematics: Analytical and Statistical Techniques

Scott Turro
Scott Turro is on page 143 of 600 of Fixed Income Mathematics: Analytical and Statistical Techniques
Crazy plot twist at the end of part 3: Return Analysis and Return Measures
Dec 02, 2022 10:06AM Add a comment
Fixed Income Mathematics: Analytical and Statistical Techniques

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