Found in 3 comments on Hacker News
mlevental · 2019-05-22 · Original thread
I saw this guy speak at the yale club or something in midtown (NYC) in 2017 on risk modeling. at the time he was arguing that what the industry needed was a return to fundamentals and more intervention from traders ie the algos had run away. I haven't read the article but seeing as how he was one of the first mathematical quants on the street I wonder if this from 2003 is contrary to his opinion from 2017.

Here's his book. I haven't read it but it's probably interesting.

paddy_m · 2008-12-09 · Original thread
Check out "My Life as a Quant" by Emanuel Derman and this book about Fischer Black's (of Black Scholes) work in finance.

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