Nerds on Wall Street: Math, Machines, and Wired Markets

Acknowledgments

The most recent of the essays in this book were written in December 2008, while others go back to the start of electronic markets—a span of over 20 years, so there are a lot of people to thank.

In more or less chronological order, Karen Goldberg, of the MacArthur High School math department for letting me play with what passed for a computer there, Henry Kendall of MIT, for letting me play with a real one, Harry Lewis at Harvard, for suggesting that my empty course brackets be filled at the Business School; Bruno Augenstein and Willis Ware, at RAND Corporation, for getting me interested in real-time artificial intelligence; Steve Wyle at LISP Machines and Don Putnam and Lew Roth at Inference Corporation for encouragement and assistance to hammer the square peg of early artificial intelligence into the round hole of finance; Dale Prouty, Yossi Beinart, and Mark Wright of Integrated Analytics for rounding off the peg into MarketMind and later QuantEx; Ray Killian and Frank Baxter of Jefferies and ITG, for noticing that the rounded peg now did fit the finance hole.

All of the MarketMind and QuantEx users, observers, and tire kickers, who let me get an unusually broad exposure to investing and trading, particularly Evan Schulman, Blair Hull, David Shaw, Blake Grossman, Ron Kahn, Richard Rosenblatt, Steve Snider, Mike Epstein, Bill Pasqua, Chris Dean Andrew Lo, Robert Schwartz, and John Mulheren. Henry Lichstein for his push-the-envelope ideas on machine learning and ...