Monday, May 16, 2011

Shannon Theory and the yield curve on Mar 6 2009

Dynamic Yield Curve Move the cursor to the crash bottom, Mar 6, 2009. See the curve scruntch up? Groups of human were crowded into more trades than could fit. The finance network needed to drop rank, merge adjacent stages. The queues for trades were clogged, newer,  newer quant sizes needed to establish.

Sounds a like like subatomic physics no?

No comments: