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Robert Arvanitis's avatar

Arrow and Debreu posited the idea of complete markets, where every state of the world could be traded. https://en.wikipedia.org/wiki/Complete_market That's an aspiration, not a possibility.

But enough states can be approximated that we benefit from the widest "wisdom of crowds" in history.

Your idea of compute vs. chips has merit, but will face the same challenge as mortgage backed securities, 50 years ago. With MBS, it immediately ran into "cheapest to deliver." That means the lowest value collateral always appeared, no matter how detailed the definitions.

For chips, we should discuss better metrics/ Best we can do is minimize the variance and structure offsets.

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