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I trade billions during the day and play piano at night. Mathematics and music are both about finding patterns in chaos.
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The Volcker Rule forced us out of Morgan Stanley. It was the best thing that ever happened to PDT.
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Risk management is not about avoiding risk. It is about understanding exactly how much risk you are taking at every moment.
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Statistical arbitrage is not about predicting the future. It is about pricing the present more accurately than everyone else.