Archive for February, 2008

There’s a new blog in town

February 10, 2008

When I left my first job in asset management back in July, I had 5 weeks to sit around and read blogs and listen to streaming Bloomberg TV all day (I know I’m a nerd) before starting the new gig. Mind you, this was during the early stages of the snowballing credit crisis. One thing [...]

Visualizing Market Risk: A Physicist’s Perspective

February 10, 2008

Physicists learn at an early age (sometimes while still in diapers) about vectors. In fact, I supported myself financially through undergrad largely by explaining vectors to physical therapy students. Physics was the “weeder” course and PT students basically needed an “A” to get into the program. Tutoring them was quite lucrative, but that is another [...]

Jeremy Grantham at it again

February 9, 2008

People that I know and admire know and admire Jeremy Grantham. So although “knowing” is not necessarily transitive, “admiring” often is.
I’ve enjoyed reading Grantham’s stuff for almost a year now and he’s had a definite impact on the way I think about things.
Financial Armageddon points to a recent Barron’s interview with Grantham:
This Credit Crisis Has [...]

There and back again

February 7, 2008

Hello!
It’s been a while. Things are pretty wild over here these days. Not only are the markets exciting, but I’ve made yet another career move.
I started life after physics on Wall Street in 2005 doing risk analytics for a BIG bank. i.e. I started phynance life on the sell side. Soon after, I hopped coasts [...]