Source: https://www.linkedin.com/feed/update/urn%3Ali%3Ashare%3A7005419260189564928
Bridgewater Associates: Has the #Logic of the #Machine Changed? Bridgewater erases most of year’s gains after two-month rout: https://lnkd.in/gQ-_rSsh : Bridgewater Associates erased most of the #returns it notched through this year’s first three quarters, ruining what was shaping up to be the hedge fund giant’s best annual performance in more than a decade. #Bridgewater’s #macro-#trading peers have made #money for most of this year by #betting on rising #interest #rates, a strong #dollar and falling #stocks. Those #trends reversed in recent weeks as the #FederalReserve #signaled that it would slow the pace of #monetary #tightening. (Did #Fed do so really?: The #Fed Can’t #Communicate What It Doesn’t #Know https://lnkd.in/gR8Sc-4k .)
What Happened: #QuantumUncertainty #QuantumRisk:
#FutureOfRisk is [Already] #Quantum, Are You Prepared?:
https://lnkd.in/dJACCYBK: #Forthcoming 2022 #Journal #Paper #QuantumUncertainty #QuantumMinds: https://lnkd.in/gcp_yHe : https://lnkd.in/gPJfiNcv
What is the Solution: #QuantumUncertainty Needs #QuantumMinds:
#Princeton-$Trillion #WallStreet #HedgeFunds #Quant #Finance-#Trading #AI-#Crypto-#Quantum-#Risk #Computing SME: R&D Impact Among #QuantFinance #NobelLaureates such as #BlackScholes: https://lnkd.in/gcp_yHe :
Welcome to post-WWW World of #True #Uncertainty Since 1993:
Beyond #Data #Driven #Prediction #Models: FutureOfFinance.org :
Beyond #Prediction to #AnticipationOfSurprise: #GoldmanSachs.
“It is this true uncertainty, and not risk, as has been argued, which forms the basis of a valid theory of #profit and accounts for the divergence between actual and theoretical #competition…” – Frank H. Knight in his classic Risk, Uncertainty & Profit
“In the exponentially growing realms of the ‘invisible’ risks, those used to the pre-WWW era of ‘visible’ #risks will be increasingly challenged to ‘see’ with their #minds what they shall not be able to see with their #eyes.”
Bayesian VaR Models Advancing beyond VaR Model Risks
Exposed by the Global Financial Crisis of 2008-2009:
https://lnkd.in/eN56sAS :
“The only Constant used to be Change… Even it is not Constant anymore….”
– Dr. Yogesh Malhotra, circa 2011 based on published research circa 1993-2008.
Forthcoming 2023 #Journal #Paper: #Bayesian #VaR #Models #HedgeFunds #JPMorgan :
JP Morgan Funds of Funds Alternative Assets Portfolio Optimization With VaR, ES, CVAR, ARCH/GARCH and EVT Stress Testing: Beyond ‘Bayesian vs. VaR’ Dilemma to Empirical Model Risk Management: How to Manage Risk (After Risk Management Has Failed) for Hedge Funds
: https://lnkd.in/eYBKP9G
Our Latest #HedgeFunds #VentureCapital #PrivateEquity #Keynote:
https://lnkd.in/drkwCYmg
Our Related CFA Institute Keynote: J.P. Morgan Goldman Sachs:
https://lnkd.in/eECH92x
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Global Risk Management Network LLC: Silicon Valley-Wall Street-Pentagon Digital CEO-CTO-CFO Networks
