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JWMP is the successor to LTCM, built using the same models with less leverage. They also blew up in 2007-2009. It's cool, I just submitted a paper on LTCM yest
by CamelCaseName 9y ago
JWMP is the successor to LTCM, built using the same models with less leverage. They also blew up in 2007-2009.
It's cool, I just submitted a paper on LTCM yesterday. AMA?
- pjmorris 9y agoWill you be writing the third book in the Meriwether trilogy? :)