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Acknowledgments
ОглавлениеThis book wouldn't be possible without the author's interaction with many colleagues in academia and coworkers, competitors, and friends in the financial industry. The role of the early mentors, Vladimir Yankov (in physics) and Aaron Sosnick (in finance), was especially valuable in forming the author's ways of thinking about challenging problems and asking better questions.
Special thanks to all my superiors in the industry for prudently hiring or dismissing me, as appropriate for each occasion, and to all my peers and direct reports for the opportunity to learn from them.
I would like to thank Marco Avellaneda and Jean-Philippe Bouchaud for encouraging me to write up this material, as well as Aaron for discouraging it. A few fellow quants including, but not limited to, Colin Rust and Alexander Barzykin provided valuable comments and critique on various parts of the book draft. Their feedback is gratefully acknowledged.
Warm regards to those interviewers and interviewees who made the endless Q&A sessions more fun than they are supposed to be.
And thank you, Angela, for food, books, love, and understanding.
The time needed to write this book was an unexpected byproduct of the spread of the SARS-CoV-2 virus, which may have caused a temporary loss of smell, taste, or job, but hopefully not of sense of humor.