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The Players
Peter Muller, outspokenly eccentric manager of Morgan Stanley’s secretive hedge fund PDT. A whip-smart mathematician who occasionally took to New York’s subways to play his keyboard for commuters, in 2007 Muller had just returned to his hedge fund after a long sabbatical, with grand plans of expanding operations and juicing returns even further.
Ken Griffin, tough-as-nails manager of Chicago hedge fund Citadel Investment Group, one of the largest and most successful funds in the world. In the years before the crash, Griffin’s indulgences included the purchase of an $80 million Jasper Johns painting and a Paris wedding at the Palace of Versailles.
Cliff Asness, sharp-tongued, hot-tempered founder of AQR Capital Management, a hedge fund with nearly $40 billion in assets under management at the time of the crash. Mere days before the crash, Asness’s hedge fund was on the verge of filing the final papers for an initial public offering.
Boaz Weinstein, chess “life master,” card counter, and powerful derivatives trader at Deutsche Bank, who built his internal hedge fund, Saba (Hebrew for “wise grandfather”), into one of the most powerful credit-trading funds on the planet, juggling $30 billion worth of positions.
Jim Simons, the reclusive, highly secretive billionaire manager of Renaissance Technologies, the most successful hedge fund in history, whose mysterious investment techniques are driven by scientists poached from the fields of cryptoanalysis and computerized speech recognition.
Ed Thorp, godfather of the quants. As a math professor in the 1950s, Thorp deployed his mathematical skills to crack blackjack, unifying the key themes of gambling and investing, and later became the first math genius to figure out how to use similar skills to make millions on Wall Street.
Aaron Brown, the quant who used his math smarts to thoroughly humiliate Wall Street’s old guard at their trademark game of Liar’s Poker, and whose career provided him with a front-row view of the explosion of the mortgage-backed securities industry.
Paul Wilmott, quant guru extraordinaire and founder of the mathematical finance program at Oxford University. In 2000, Wilmott began warning of a mathematician-led market meltdown.
Benoit Mandelbrot, mathematician who as early as the 1960s warned of the dangers wild market swings pose to quant models—but was soon forgotten in the world of quants as little more than a footnote in their long march to a seemingly inevitable victory.
“We have involved ourselves in a colossal muddle, having blundered in the control of a delicate machine, the working of which we do not understand. The result is that our possibilities of wealth may run to waste for a time—perhaps for a long time.”
—JOHN MAYNARD KEYNES,
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