The Best Quant Alive

[albo]

Recently I was involved in a discussion about who might the best quant alive. I would like to hear some opinions on this topic.

 

[BBB]

Jim Simons

 

[MRoss]

Jim Simons

 

[albo]

Jim Simons

A very reasonable answer. However, the fact that he had an entire team of brilliant scientists working for him, makes a lot of people think that he should be rather known as a successful leader, than a successful quant. I personally think that his career and achievements are admirable.

 

[MRoss]

Well the word was "best", not "smartest" or "most handsome". Tell me another quant so devoted to the success of American mathematics that he pledges $10,000 a year for every high school math teacher who applies to his program? Amazing quant and human.

 

[albo]

Well the word was "best", not "smartest" or "most handsome". Tell me another quant so devoted to the success of American mathematics that he pledges $10,000 a year for every high school math teacher who applies to his program? Amazing quant and human.

Very true. I agree with you. And even more exciting is the fact that people say their initial offer is $250,000 for those who succeed in the interview process. Amazing!

 

[DominiConnor]

...but not a very good economist...
If you wanted to do good, pretty much independent of what you meant by "good", that would not be an even vaguely optimal method.

 

[TobiAkin]

...and about Robert C. Merton...?

 

[albo]

...and about Robert C. Merton...?

Robert Merton is definitely one of the best quants alive. Everyone that is part of the Finance world (at least in the US) knows about his reputation and fame. However, I think the fall of LTCM, where Merton was one of the co-founders, truly questioned the abilities and skills of some of the best quants in the world, including Merton. However, he will always be remembered as a great professor, and a great finance practitioner.

 

[TobiAkin]

Robert Merton is definitely one of the best quants alive. Everyone that is part of the Finance world (at least in the US) knows about his reputation and fame. However, I think the fall of LTCM, where Merton was one of the co-founders, truly questioned the abilities and skills of some of the best quants in the world, including Merton. However, he will always be remembered as a great professor, and a great finance practitioner.

I dont believe LTCM crisis harms the reputation of Merton.

 

[DoubleTrouble]

When it comes to rates, I think Brigo and Mercurio are in their own league.

 

[gbruno]

N.N.T.

 

[IlyaKEightSix]

Don't forget about Ed Thorp either. That dude started all of this madness in the first place since the casinos kicked him out.

 

[MRoss]

Ed Thorp is awesome.

 

[Sushant]

Victor Niederhoffer, anyone? Quite a guy.

 

[benzbubblecat]

Surprised that nobody has said Derman or Wilmott...

 

[koupparis]

Or Carr ....

 

[MRoss]

Or Andy...

 

[Andy Nguyen]

Or Andy...

You mean Andy Lo of MIT?
I don't want to be on any list. Just glad to be alive.

 

[olgenue]

Benoit Mandelbrot