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October 19, 2011


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Perverse question: I wonder how much of the shenanigans which led to our Great Recession were aided and abetted by R? Was it the quants who did the deed, or were they just following orders? Did R's flexible programming allow quants to do things they couldn't (and shouldn't) have with other stat packs, or were standard techniques used (R or SAS or SPSS or Stat or ...)?

Should finance quants be a bit more circumspect going forward? Has Mr. Teetor found that he, and his clients, are doing so?

@Robert, I'm sure Paul has his own perspectives on this topic, but it's something we've written about here on the blog, for example in this post.


Good piece, and not a Johnny-come-lately one, either.

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