Published in the Wilmott Magazine in May 2008 under the title “Stress Test,” this piece looks at the incredible levels of endurance and resilience demanded of quantitative and trading professionals. It is anthology of my columns on work-life issues that appeared in the Today paper, adapted to the risky and rewarding lives of quants and other front office professionals.
Published in The journal of the Philosophical Society of England. The Philosopher, Vol. LXXXXVI No. 1 (Spring 2008), pp 3-7
This article examines the role of light in perception, physics and philosophy. Based on the similarities between metaphysical and spiritual or philosophical views on space and time, the article sheds new light on modern physics — the special theory of relativity, in particular.
How to retain quant talent? Published in the Wilmott Magazine, March 2008.
The trouble with quants is that it is hard to keep them anchored to their moorings. Their talent is in high demand for a variety of reasons. The primary reason is the increasing sophistication of the banking clients, who demand increasingly more structured products with specific hedging and speculative motives. Servicing their demand calls for a small army of quants supporting the trading desks and systems. […]
This article that appeared in the Jan 2008 issue of the Wilmott Magazine explores the fascinating numerical phenomenal of the first digits in real-life numbers.
[…] The calculated creativity in tax returns seldom pays off. Your calculations of expected pain and suffering are never consistent with the frequency with which IRS audits you. The probability of an audit is, in fact, much higher if you try to inflate your tax deductions. You can blame Benford for this skew in probability stacked against your favor. […]
The Asian Tsunami two and a half years ago unleashed tremendous amount energy on the coastal regions around the Indian ocean. What do you think would’ve have happened to this energy if there had been no water to carry it away from the earthquake?
A whacky look at the life of a quant in Singapore. Published in the Wilmott Magazine in Nov 2007.
[…] Among the highly skilled workforce are scattered a hundred or so typically timid and self-effacing souls with bulging foreheads and dreamy eyes behind thick glasses. They are the Singaporean quants, and this short article is their story. […]
This post is my translation of an excellent short story by one of the most gifted storytellers of our time, O.V.Vijayan. The translation from Malayalam is a feeble effort, because such distant translations are not merely between languages, but cultures. Enjoy!
The Story So Far a “live” biography of mine. It will be updated, amended and republished whenever I can find time to get creative.
I posted this question that was bothering me when I read that they found a galaxy at about 13 billion light years away. My understanding of that statement is: At distance of 13 billion light years, there was a galaxy 13 billion years ago, so that we can see the light from it now. Wouldn’t that mean that the universe is at least 26 billion years old? It must have taken the galaxy about 13 billion years to reach where it appears to be, and the light from it must take another 13 billion years to reach us.
Posting an old discussion on SFN. The Twin Paradox is usually explained away by arguing that the traveling twin feels the motion because of his acceleration/deceleration, and therefore ages slower. […]
Another discussion from an on-line forum, this post looks at space and time. […]The first question we need to ask ourselves is why space and time seem coupled? The answer is actually too simple to spot, and it is in your definition of time. Space and time mix through our concept of velocity and our brain’s ability to sense motion. There is an even deeper connection, which is that space is a cognitive representation of the photons inputs to our eyes, but we will get to it later.[…]
Here is a geometric interpretation of Lorentz transformation (or how to go from SR to GR).