digging gold in footnote – 3

February 3, 2010

Ben Rosen, MS analyst, VC, first one to spreadsheet (VISICALC), his blog here

Vernon Smith, ’02 Noble Laureate for experimental economics, reflection on behavior, work, wiki / Charles plott Smith’s college at Caltech(?) foundation paper, exp econ handbook with Veron.

Ross Miller, GE quant finance head, authors of Paving Wall Street: Experimental Economics and the Quest for the Perfet Market ( ordered from amazon on 2/2/10)

Blake LeBaron, Agent based market model, work, a good summary

Terrence Hendershott, CIFT stuff, Haas a.p.  some paper shares my interest: e.g. mm inventory, mm algo etc. etc.  / SEE ALSO David Easley (Cornell), Taron Ramadori (Oxford)

Dimitris Bertsimas/Andew Lo: Books: cont time method and mkt microstr(Lo), stat method non standard finance(Lo). Course materials and paper could be interesting as well. The transaction cost paper is HERE.

Robert Almgren, another cost pioneer in Courant, the optimal trading paper is HERE, the idea is more close to real environment by taking risk preference into consideration.

IBM article, the trader is dead, long live the trader 06

2015 Prognostication: Bearingpoint, 1 2 Datamonitor 1,

SEC: TRW(?), General Dynamics, BAE system, Northrop Grumman, [ different kind: AICC (10b ’17) , China Poly Group, China New Era Group. ]

NYSE: abasco service report in 57 to automate the trading floor. abasco acquired by Raytheon (5th defence contractor).


WOMBAT Fin Software: acquired by NYSE in 08, Adnan Khashoggi of low-latency finance(means infrastructure i guess).

Wall Street and Technology: the magazine


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