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programs

Morgan Stanley’s Process Driven Trading

07.11.11 | Comment?

With a Sharpe ratio of 3 to 4, PDT recorded a risk-adjusted performance of 10 times the returns of the Standard & Poor’s 500 index. Amazing for a brash, yoga practicing quant, Peter Muller, its creator. The curtain has fallen for the day of the quant and they like Muller are seeking independent paths away from the broken systems that correct long term market prediction. (Source)

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