tag:blogger.com,1999:blog-18079728.post1163702901679500785..comments2023-11-02T07:30:03.967-07:00Comments on Cassandra Does Tokyo: (No arms, no legs),But Not Dead Yet..."Cassandra"http://www.blogger.com/profile/17412381249313151515noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-18079728.post-52039662909776799502007-08-15T15:23:00.000-07:002007-08-15T15:23:00.000-07:00cassanddra -- the last comment was from bsetsercassanddra -- the last comment was from bsetserAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-18079728.post-24116954669011578322007-08-15T15:22:00.000-07:002007-08-15T15:22:00.000-07:00tis true, your world is very different from my wor...tis true, your world is very different from my world. equities are not my thing -- i don't even pay as much attention to the indexes as i should (my background is on the policy side, and focused on currency and fixed income markets).<BR/><BR/>but i wonder if you might be able to share a bit about why specifically the tail end of the week was wacky. <BR/><BR/>I gather that things the quants wereAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-18079728.post-38827626828378921932007-08-14T04:45:00.000-07:002007-08-14T04:45:00.000-07:00Hi Brad, You live in the arcane macro world of wat...Hi Brad, <BR/>You live in the arcane macro world of watching reserves and inferring the where, why and how...indeed a most important pursuit. <BR/><BR/>I inhabit the micro-world equities, their price moves, inferring the where, why and how to attribute cause and effect to all the plausible (and occasionally less-plausible) "factors" at my disposible. <BR/><BR/>Wednesday and Thursday & of course "Cassandra"https://www.blogger.com/profile/17412381249313151515noreply@blogger.comtag:blogger.com,1999:blog-18079728.post-444367379745045952007-08-13T20:44:00.000-07:002007-08-13T20:44:00.000-07:00cassandra -- you clearly were right; all the quant...cassandra -- you clearly were right; all the quants seem to have reported much smaller losses after friday. but i am curious why you were convinced friday would be a much better day for the quants than for the broader market? i.e. you presumably have a sense of what a typical quant portfolio looks like in order to infer that friday's moves would really help them. <BR/><BR/>bsetserAnonymousnoreply@blogger.com