The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It

摘要

In this book, Scott Patterson, a Wall Street Journal staff reporter, chronicles the development and application of financial trading strategies based on mathematical models and other quantitative techniques. The story begins in the mid-1950s when a mathematician and physicist named Ed Thorp, who Patterson calls the "godfather of the quants," became interested in blackjack after reading an article in the Journal of the American Statistical Association that was based on analysis of the probabilities of thousands of blackjack hands.