29 May

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

annotated slides (pdf)

Source for the marketAgent package: marketAgent_0.000.tar

Presented 2016 May 21 at R in Finance, Chicago.

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