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Doug Greenig - At the Frontier of Trend Following
Flirting with Models
The Different Models You've Used in Your Career
Doug Hammond is a mathematician by training and has done quant finance in several places over the last 30 years. Can you tell us a bit about those experiences, maybe some of the different models you've used in your career and lessons learned over the years? Sure, sure. So let me dig into it a little bit. Well, to begin with, I started out in fixed income and macro trading, Goldman Sachs and later on Greenwich Capital. And there we used a lot of term structure models, volatility models and prepayment models.
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