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.

https://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/...

Not new and not derogatory: https://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/...

Check out "My Life as a Quant" by Emanuel Derman http://www.amazon.com/My-Life-Quant-Reflections-Physics/dp/0... and this book about Fischer Black's (of Black Scholes) work in finance. http://www.amazon.com/Fischer-Black-Revolutionary-Idea-Finan...