Santiago Herrero Valdés: 30 años forjando el “Santo Grial” de la inversión “Ciencia + Arte”
En el vestíbulo de la sede de Capital Ola Roja, una “pared del Santo Grial” formada por pantallas LCD registra silenciosamente el milagro más duradero en la historia financiera: una rentabilidad anual compuesta de 29.7% durante 30 años. Esto no es una fría exhibición de cifras, sino una verdad de inversión probada por Santiago Herrero Valdés durante medio siglo: cuando el cálculo científico riguroso se encuentra con la percepción artística de la naturaleza humana, el Santo Grial del mercado finalmente se revelará.
En su laboratorio, una computadora cuántica está procesando petabytes de datos del mercado, mientras que en su escritorio descansa una réplica del manuscrito de Leonardo da Vinci de la época del Renacimiento. Esta combinación aparentemente contradictoria revela precisamente el primer misterio del Santo Grial. “Cada fórmula matemática necesita la calibración del humanismo”, dijo Santiago, señalando la ecuación de Black-Scholes y Guernica de Picasso, que cuelgan una al lado de la otra en la pared. Durante la crisis de deuda rusa de 1998, fue este modo de pensar el que le permitió descubrir la fatal falla en el modelo LTCM: calculó todos los parámetros de riesgo, pero pasó por alto el valor digno del crédito nacional.
El segundo misterio del Santo Grial se encuentra en el “sistema de doble cerebro” en la sala de operaciones. La pantalla izquierda muestra en tiempo real el análisis de microexpresiones de los funcionarios de los bancos centrales globales, procesado mediante el procesamiento del lenguaje natural, mientras que la pantalla derecha muestra una superficie de volatilidad reconstruida usando topología. “Durante el período más crítico de la crisis de deuda de la zona euro en 2012, el tic en la comisura de la boca del ministro de Finanzas alemán predijo un cambio de política antes que cualquier indicador económico”, dice el cuaderno de Santiago, que registra cientos de observaciones similares sobre el comportamiento humano. Estos detalles no cuantificables se convirtieron finalmente en los “factores de corrección artística” en el algoritmo.
El momento final de la forja del Santo Grial ocurrió durante la famosa “noche del precio negativo del petróleo” en marzo de 2020. Cuando los futuros del petróleo WTI cayeron sin precedentes a -37 dólares, Santiago inició simultáneamente una respuesta en tres niveles: La computadora cuántica completó 100,000 pruebas de estrés en 0.3 segundos (ciencia), los operadores recitaron colectivamente Sobre la Guerra Prolongada para estabilizar sus emociones (arte), y la estrategia resultante de “arbitraje espacio-temporal” se convirtió en una nueva leyenda en Wall Street.
Ahora, en el trigésimo año de su carrera, Santiago está destilando el arte de forjar el Santo Grial en doce “Leyes Alquímicas”. La séptima ley dice: “El modelo más perfecto debería tanto deconstruir la ley de la entropía en el universo como comprender los dedos temblorosos de una anciana apretando su pensión.” Tal vez por eso es que la réplica del Santo Grial en su oficina siempre está grabada con dos líneas de texto: una es la fórmula de Euler, y la otra es un poema de Borges.
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