Some linguistics of quantitative finance
Main points:
- We hardly ever understand the word “risk”
- Quants, unfortunately, are not always the good guys
- We need a word for the rock-the-boatness of markets
- We should tax trading strategies that are polluting
- Agent-based models may be a way to understand how to tax strategies
- Playing is a good thing
Source for the marketAgent package: marketAgent_0.000.tar
Presented 2016 May 21 at R in Finance, Chicago.
