Quants: The new alchemists

The weird and wacky world of quants provides me with plenty of amusement this week. It all started off when I was sent a story about one FX pointy head who made the bold claim: “My model is one of those which prints money”.

I had to track him down. “Do you know where he is now and what he was like?” I asked one of his former colleagues. “He was one weird dude. He used to have some odd website, which was all about him. Very strange indeed. I’ve no idea where he is now. The House of tall stories, I guess,” was the colleague’s response.

Five minutes later, I’d found pointy head. And it was in someone else’s house.

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