Markets

Markets are the most effective and resilient mechanism we have found to solve a hard problem: how should society allocate resources in the face of incomplete information and uncertain outcomes?

Here are some writings and resources on markets:




Placing trades, trading places. Straight out of university, I spent a decade at Simplex Asset Management, a hedge fund spun out of the legendary Salomon Brothers bond arbitrage desk. I was a programmer, quant analyst, bond trader, and the youngest ever portfolio manager at Simplex; while there, I built one of the industry’s first automated (“high-frequency”) trading systems for bond arbitrage. Thanks to this experience, I have expert-level knowledge of capital markets, quant finance and hedge fund strategies.