b***k
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cba8 (noman) 于 (Wed Dec 10 11:52:02 2008) 提到:
定律
任何model赖以生成的小概率事件都会被证明是大概率事件，这证明model终究会失败，
每当financial market distressed 的时候，最先倒下的都是quant。
After all, financial market is human behavior based market, ever changing
probability distribution will make quant seeking everything for nothing,……
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Andreas (有業盡勤) 于 (Wed Dec 10 11:53:24 2008) 提到:
the very wrong idea is that model is all the evidence to make decision |
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