GNN Note – If you are familiar with this story you know that between October 2015 through approximately early 2017 there was approximately 56 bankers that died under mysterious circumstances. – nail gun suicide, seriously?!? or banker prime of life throws himself out window Why? – this is to say nothing of all the dead doctors – last count 89


You may recall that many months ago there was a spate of bankers dying under suspicious circumstances, while jogging, or “falling” (or being pushed) in front of trains, falling onto piked fences, jumping off of roofs, being shot in their cars, and so on. That pattern of strange deaths followed a spate of similar unusual deaths of so-called “homeopathic” doctors, which followed, years before that, a kill-off of biologists and geneticists, and if we want to go all the way back to the Reagan era, a spate of mysterious and suspicious deaths of high energy physicists.

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Mr. S.D. noticed this article by Pam Martens, however, and passed it along, and yes, there’s been another odd banker death:

JPMorgan Managing Director Dies Suddenly; Has Links to Other JPM Deaths

The interesting thing about this death (and the article covering the story) is that it puts us in a better position to speculate about what may be going on. The death itself concerns Mr. Douglas Arthur Carucci.  And like many of the other suspicious banker deaths, he was involved in the information systems end of the banking business:

A 2015 bio that Carucci provided for a talk he was giving at the Indian Institute of Technology in Bombay, India, described his career as follows:

“Head of CEM Electronic Trading Technology at JP Morgan Chase, covering FX [foreign exchange], Commodities, and Emerging Markets. Mr. Carucci is responsible for a global team of engineers developing low latency trading technology. He began his career on Wall Street developing options trading systems while in high school and in the AMEX options pits while attending college. He spent 10 years building proprietary trading systems for FX and Interest Rates derivatives on Wall Street. Mr. Carucci served as Managing Director and Partner at Citadel Investment Group in Chicago for 10 years where he led the architecture and development of analytics and risk management systems across all business lines. He launched Citadel’s European Options Market Making and High Frequency trading business in London. He joined Sun Trading LLC in 2009 as head of Volatility Trading and lead the firm’s Quantitative Research group. Mr. Carucci received his degree in Finance from Baruch, City University of New York.”

While there has been nearly a complete news blackout on Carucci’s death, he shared common links to two other high profile deaths of JPMorgan Chase computer executives which were widely covered by global media outlets. Carucci knew a great deal about JPMorgan Chase’s technology infrastructure – putting him in a rarefied category at the bank – and he had previously worked in London. Both of those traits were also present in Julian Knott and Gabriel McGee – men whom it is likely that Carucci knew and/or interacted with prior to their own “tragic” deaths. (Italicized emphases added)

I have blogged, and talked, about my suspicions about the flash crashes, and other strange market behavior, and my chief concerns about algorithmic trading have boiled down to two points: (1) with volume and speed of trading that computerized trading makes possible, markets are no longer genuinely reflective of actual human trading, and this in turn affects the pricing mechanisms and risk assessments that humans use to calculate and weigh their investment alternatives; it badly skews the information; and (2) such computer algorithmic trading makes it possible to execute massive trades in a short amount of time, making lots of money for those able to execute such trades, massively increasingly liquidity in the system for the few able to do so. I will now share another high octane speculation I’ve had about the flash crashes, and that I’ve never shared before: what if they were tests to see how far algorithmic trading systems could go or be pressed before the automatic safeguards kicked in and trades were voided? Put differently, how far could markets be manipulated before such manipulation became “visible” to the human technocrats designing the architecture?

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