christopher heiser <christopher AT heiser DOT net>
Date Published: August 21st, 2007
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Quant Funds And The Stock Plunge

Here's a story that should get a lot more coverage than it's getting at present. It appears that a lack of diversity among algorithms that drive the computer-controlled 'quantitative funds' caused very similar reactions to highly volatile market conditions.

Seems inevitable that these types of things will occur again, and perhaps with even greater consequence.

by Christopher Heiser on August 21 04:25
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