Follow up to previous Tweet- note this one is a little more exotic: Assuming many haven't bought/read, so a vote for one that you HAVE bought would endorse is warranted. 1 is Bouchaud et al., 2 by Gatheral, 3 is Derman/Miller (Wiley), 4 is Bergomi
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The last time I tried to read something by bouchaud it started off with correlation matrices and then suddenly we started talking about gas??pic.twitter.com/RzFQMF6aYP
Ah yes “econophysics”. I thought we stopped doing that in the early 2010s?
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When I read Bouchard I'm never quite 100% sure which one of us is most confused.
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Your answer for Trades, Quotes and Prices? "Yes"pic.twitter.com/jnIw8VM4O0
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