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I agree with most of what you say; Reagan, smart hedge fund guys, unwinding our old banking system, etc. etc.

I agree that it's a lazy answer to blame mathematicians.

Hedge fund folks can be lazy, too. Morally lazy. Many are unwilling to employ intellectual rigor evaluating the morality of their own actions, or the actions of their industry en-masse -- inellectual rigor that they so effectively employ looking for trading opportunities.

The "I'm acting in an economically rational fashion with an invisible group of trading partners losing on the backend of my trade; this is capitalism, what's your beef?" attitude combined with willful ignorance when it comes to industry-wide ethics or morality actually does have a lot to do with what's happening in the market. The CFA Level 1 exam doesn't even have a "Duties to society/the market" concept in it. It's just not part of the industry.

Compare how hedge funds today act to JP Morgan in the early 20th century.

Hedge Funds: "We have billions of other people's money, and no market responsibility whatsoever. None. That's not what we do. What we do is arbitrage and thereby create goodness. Why do you not see the goodness we create by moving this money around in a way that makes us rich?"

JP Morgan: "Oh, shit, the economy is going down. I am sitting these MoFo head bankers down in a room until we get this fixed. And, I'll do it again in a few years if it happens again. DO NOT LEAVE THE ROOM. WE ALL MUST FIX THE MARKETS."

Being able to move the market just because 'someone else gave us leverage' does NOT remove one's own responsibility. Spreading out blame among industry partners for market crashes does not absolve one's own responsibility for participating in actions that might have made the crashes worse.*

Anyway, I encourage you to think more broadly and consider societal outcomes in your (possibly) high influence job. You mention nuance -- a more nuanced approach to your own industry's role might do you good, both career-wise and personally. As an example, your tobacco farmer analogy is specious: a poorish Virginia family weighing public health against survival is one thing, but the analogy would have us imagine these poor quant fund managers will be starving if they aren't allowed to play with their computer models and deploy billions using them -- this is the only skill they have! Society weeps. (And covets their jobs..)

Perhaps the best thing to do would be to imagine you'll have to answer to JPM in heaven someday for every trade; I wonder what complaints he might have for each of us. I may announce my WWJPMD bracelets on Zero Hedge soon; I'll keep you posted.

* I don't particularly blame hedge funds for the last few years -- that would be silly -- although it's also pretty hard to say that HFT had nothing to do with those little 'hiccups' a few weeks ago, just like it's pretty hard to say that unwinding debt leverage issues had nothing to do with the commodities death spiral in 2008.




Morality usually boils down to shouting matches, so I'll avoid getting into that, sorry. And my job is certainly not high-influence. :)

My tobacco analogy was not trying to say that without tobacco the farmers would starve. Rather, it was about pointing out that quants are merely providing a service that people want. Quants aren't the evil lobbyists, or the ineffective regulators, or the guys peddling to kids. There is nothing illegal about what quants are doing, so anything else is morality, which again I'm not touching.




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