Tristram Lett
The Hedgehog Blog
Tristram Lett is CIO of and a Partner at Integra Capital Management. He chairs its investment policy committee and also has the specific responsibility of managing the firm's Alpha Beta strategies.
How Transparency Killed Wall Street
October 4, 2010
“…substituting NMS and regulatory police for Dictum Meum Pactum was a bad trade…"
Removal of Uptick Rule: Perfect Storm
September 27, 2010
"It just may be that the suddenly electronic NYSE, stripped of its uptick rule, faced more efficiency than it could handle."
How the SEC Caused the Flash Crash
September 13, 2010
May 6th crash was a foreseeable concatenation of only a few elements..
Time to Kick VaR to the Curb
July 5, 2010
Or, how two moment mean-variance killed modern finance theory.
What is Alpha? And Does It Still Exist?
June 8, 2010
Think of it as the dark matter of the investment world.
Survival of the Eurozone: Stiglitz, Wade and Werner
June 7, 2010
Economists debate the future of Europe at Global ARC.
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