YouTube : Quant, The Alchemists of Wall Street

세계적인 퀀트로 알려져 있는 willmott, Derman 등이 나와서
Quant의 역할과 금융시장에서의 위치 등에 대해 설명한다.

Quants are the math wizards and computer programmers in the engine room of our global financial system who designed the financial products that almost crashed Wall st. The credit crunch has shown how the global financial system has become increasingly dependent on mathematical models trying to quantify human (economic) behaviour. Now the quants are at the heart of yet another technological revolution in finance: trading at the speed of light.

What are the risks of treating the economy and its markets as a complex machine? Will we be able to keep control of this model-based financial system, or have we created a monster?

A story about greed, fear and randomness from the insides of Wall Street.