For those of you unable to get a copy of Tudor's video, may want to consider getting this excellent video 'Trillion dollar bet' produced by Nova. Among other things this documentary looks at the fall of LTCM, lots of good interviews with quants. From Amazon Review: The film traces the evolution of theories of tracking the stock market by following minute variations in prices over time and the purported ability of the stock trackers to predict movement in the markets. Such a theory, if accurate, would permit investors to profit from such fluctuations at practically no risk, an exciting possibility. And for LTCM in its first years in the 1990s, the theory seemed to yield astonishing results, until the collapse of the Russian ruble in the summer of 1998 threw a monkey wrench into the works and threated the stability of stock markets around the world. This is an exciting story for those with an interest in investing and a modicum of economics background. http://www.amazon.com/exec/obidos/t.../103-0020290-6988662?v=glance#product-details