She's a disgruntled nobody. She probably looked me up online, found out who my father was, and concocted this sob story. Julian grabbed his phone. I'm calling security. I want her arrested for harassment and corporate espionage.
Call them, Maya said calmly. But before they get here, ask yourself one question. Can you solve equation 4.2 without me? Julian froze. His thumb hovered over the screen.
Mr. Henderson, Maya said, turning to the investor, if you invest in Thorne Vanguard today, you will lose your principal by Friday. But the math on that whiteboard, the corrected version that works, it's valid. I can see that, Henderson said. It's brilliant. I'm willing to prove it, Maya said.
Not on a whiteboard, in the market. Julian slammed his hand on the table. You will do no such thing. This is my equipment, my proprietary data. Actually, the Zurich investor spoke up.
His accent thick and heavy. The terminal belongs to the firm, Julian. But the capital, the $50 million we were about to sign over, that is still ours until the ink is dry. The Swiss investor pulled a laptop from his briefcase. He opened a trading interface.
We have a live testing environment, the investor said. We can input the parameters right now. The market closes in 30 minutes. He looked at Julian, then at Maya. Julian says the waitress is guessing.
The waitress says Julian is a thief. The investor smiled thinly. I enjoy a wager. Let us see who is right. This is insane, Julian hissed.
You're going to let a waitress trade with your demo account. I'm going to let the author of the code run the code, Henderson corrected. He looked at Maya. Ms. Linn, if you can generate a positive alpha in the next 20 minutes using your formula, I will not only believe you, I will hire you on the spot, and I will launch an investigation into the plagiarism claims against you. And if she fails, Julian asked, a cruel smile returning to his face.
If I fail, Maya said, I will sign a non-disclosure agreement stating that I lied, and I will never speak of this again. You can sue me for everything I don't have and I don't have. Deal, Julian said, instantly. He knew the market was volatile today. The Fed had just released interest rate minutes.
No algorithm could survive the choppy waters of the last 30 minutes of trading, unless it was perfect. And he refused to believe she was perfect. Maya walked over to the Swiss investor's laptop. She sat down. The leather chair was soft, a stark contrast to the hard stools in the kitchen.
She cracked her knuckles. She wasn't just fighting for a job. She was fighting for her name. She was fighting for the four years of her life that the Thorn family had stolen. She opened the terminal.
She pulled up the command line. Her fingers flew across the keyboard. She didn't use the mouse. She coded the volatility patch directly into the execution script. Inputting the Heston-Linn parameters, she muttered to herself.