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Goldman Sachs ran on Emanuel Derman's models for 17 yearshe built them - Black-Derman-Toy, the stuff Wall Street still uses. his verdict on those models? don't trust them.physics has 3 laws that explain 99% of what happens. finance, he says (crediting MIT's Andy Lo), has 99 laws that explain about 3% - "and even that's an exaggeration."a physics model predicts where a rocket lands. a finance model predicts nothing - it just guesses a price from other prices. one honest law in all of finance: sam
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