i dont know for sure but i strongly suspect they dont because it would be terrible, possibly fatal pr if it got out but i bet they could https://twitter.com/spakhm/status/1322960936173367296 …
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When I say "people" I mean people who didn't see it coming and are looking backward for signs. Some people genuinely did see it coming, but it wasn't because of quant model hiccups.
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Yes, but the income growth streak broke in late 06 iirc, US home prices contracted for the first time in early(?) 07, the eurodollars started really moving in the summer-ish of 2007 coinciding with quant hickup.
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