一个大牛写的关于hedge的经典书, 做trader必看. 看看他的介绍:

As a trader, Taleb has said he took a skeptical and anti-mathematical approach to risk and uncertainty and had a severe distrust of models and statisticians and a contempt for finance academics, especially economists. He has held the following positions: Managing director and proprietary trader at UBS. Worldwide chief proprietary arbitrage derivatives trader for currencies, commodities and non-dollar fixed income at CS-First Boston. Chief currency derivatives trader for Banque Indosuez. Managing Director and worldwide head of financial option arbitrage at CIBC-Wood Gundy. Derivatives arbitrage trader at Bankers Trust, proprietary trader at BNP Paribas, as well as independent option market maker on the Chicago Mercantile Exchange. Founder of Empirica LLC after which Taleb retired from trading and became a full-time author and scholar in 2004.[24] Taleb is currently Principal/Senior Scientific Adviser at Universa Investments, the Santa Monica, California, fund owned and managed by former Empirica partner Mark Spitznagel.

In an article in The Times, Bryan Appleyard described Taleb as "now the hottest thinker in the world".[44] The Nobel Laureate Daniel Kahneman proposed the inclusion of Taleb's name among the world's top intellectuals, citing "Taleb has changed the way many people think about uncertainty, particularly in the financial markets. His book, The Black Swan, is an original and audacious analysis of the ways in which humans try to make sense of unexpected events."

http://en.wikipedia.org/wiki/Nassim_Nicholas_Taleb
http://www.fooledbyrandomness.com/