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Orlin Grabbe - Year Entered 1966

Orlin Grabbe

Article in Wikipedia on his life and work

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06/30/15 11:40 PM #1    

Richard Houghton (Scott) (1969)

I recall working with Orlin, who was editor of the Portfolio my year at AC (1969-'70), on the AC cartoon strip that year, with Orlin providing some of the gags. (The G. in G&H, not the pure-cane sugar, as one strip pointed out.)

He was a very intelligent fellow, and I was sorry to hear he passed away seven years ago, much too young in my opinion. Condolences to all who knew him; relatives, family and friends.

03/02/16 09:12 AM #2    

Gary Alexander (1963)

I want to recall a side of Orlin most people didn't follow -- what he did after leaving AC.  He got a top-flight economics education and wrote one of the best (THE best, in my view) textbooks on International Finance. He worked for a major New York investment banker in complicated financial derivatives, and in his later years he developed a secret cyber currency, way before Bitcoins.  I invited him to speak at the Eris Society in Aspen in 1993.  He came back the next year, too.  (That's a society of mischief makers named after Eris, the Greek goddess of mischief, or discord.)  He "went dark" in his later years and disappeared mysteriously, but he provided a lot of entertaining conversations with me during the 1990s.

03/05/16 12:50 AM #3    

Garry de Jager (B W 1966)

Orlin was from an incredible family as far as the number of children who obtained recognized PhD qualifications.

Whilst still working for the WCG / AC organization, he wrote a paper challenging many of the standard doctrines of the WCG eg US&BC among others.  It had a profound effect on many later papers that were circulated.

He switched his academic interests to Finance, was accepted at the prestegious Wharton Business School, and develped special interests in international finance and option theory.  He was the first to publish the correct formula for pricing options on foreign exchange.  He established a finance software company, and personally software to value all the options on the Philadelphia FX exchange -- which the exchange used to calculate the end of day value for each and every option held by all investors.

I arranged for him to visit the Sydney firm I worked for to perform a full techical audit of our financial formulae.  Later he became interested in a number of esoteric activities, and quietly disappeared from the headlines.

"An impressive intellect, very impressive practical skills, and awesome perspective in financial matters"


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