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It’s the Smartest Computer In the Room. Beware.

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By Michiko Kakutani

  • Jan. 26, 2012

The title of Robert Harris’s new thriller, “The Fear Index,” comes from the volatility index, or VIX — also known as the “fear index” — which measures expectations of violent swings in the market, as Wall Street watchers know from the harrowing meltdown of 2008. This fleet-footed, if sometimes hokey, novel takes place in the rarefied world of hedge funds, featuring one that has achieved huge returns by short-selling and using trading algorithms that “thrive on panic.”

It’s an energetically researched tale based on one of the back stories to the crash of 2008: bankers’ hiring of physicists to devise hugely complex trading programs that few really understand, and those new strategies running dangerously amok. It’s also a familiar story of hubris and its fallout.

In fact, “The Fear Index” — like such recent novels as Kevin Guilfoile’s “Cast of Shadows” (2005) and Laurence Gonzales’s “Lucy” (2010) — is a variation on that ever-popular template, Mary Shelley’s “Frankenstein.” Once again, we’re introduced to a scientist who dares to play God by creating a new form of life (in this case, a computer program named VIXAL that evolves into a form of artificial intelligence). Once again, that new being leaves a spiral of havoc in its wake.

To underscore the Frankenstein parallels, Mr. Harris sets his novel in Geneva, where Mary Shelley conceived the idea for the original, and uses as an epigraph to his opening chapter a quotation from that earlier novel: “Learn from me, if not by my precepts, at least by my example, how dangerous is the acquirement of knowledge, and how much happier that man is who believes his native town to be the world, than he who aspires to become greater than his nature will allow.”

Weaving copious research into a breathless narrative, much as he did in his historical best sellers, “Fatherland” and “Pompeii,” Mr. Harris in the opening chapters does an agile job of limning the elite world inhabited by Dr. Alexander Hoffmann. He is a brilliant scientist who helped create computer systems used to analyze data generated by the giant particle accelerator known as the Large Hadron Collider near Geneva and who is now the brains behind a wildly successful hedge fund that uses secret algorithms, based on his earlier work on “emergent machine reasoning.”

Once given a task, Hoffmann’s program can, in theory, “operate independently and teach itself at a rate far beyond the capacity of human beings.” One incarnation correlates “recent market fluctuations with the frequency rate of fear-related words in the media — terror, alarm, panic, horror, dismay, dread, scare, anthrax, nuclear.”

fear index book review

Along the way Mr. Harris introduces us to the quantitative analysts, or “quants,” at Hoffmann Investment Technologies, who have helped their boss’s machine deliver the fund’s astonishing 83 percent returns: geeks who are a far cry from the macho masters of the universe depicted in so many Wall Street novels and movies. He also introduces us to the phenomenally rich investors, who have allowed the company’s slick frontman, Hugo Quarry, to talk them into handing over their millions to a computer program.

Expounding upon themes that will be familiar to his loyal readers, Mr. Harris explores both the promises and perils of technology, and, as in his first novel, “Fatherland” — which imagined what might have happened if Nazi Germany had won World War II — he expertly conjures a paranoid world where everyone seems to be watching everyone else.

Hoffmann, who bears more than a passing resemblance to Tom Jericho, the gifted and high-strung World War II code breaker in Mr. Harris’s “Enigma,” suffers a head injury when he surprises an intruder in his house. After this harrowing encounter, he begins to suspect that someone is not only stalking him, but also perhaps impersonating him. His e-mail and bank account may have been hacked and used to make mysterious purchases; the security codes at his home appear to have been stolen; and his office, too, seems to be under surveillance.

Mr. Harris intermittently manages the delicate balancing act of making the reader wonder whether the VIXAL algorithm, like HAL in “2001: A Space Odyssey,” has in fact gone rogue, or whether Hoffmann is losing his grip — perhaps his head injury has affected his thinking; perhaps he’s having a nervous breakdown, as he did years ago.

At one point Hoffman muses that “VIXAL was purely mechanical and possessed no emotion or conscience” — that it “had no purpose other than the self-interested pursuit of survival through the accumulation of money,” but if “left to itself, in accordance with Darwinian logic,” it would “seek to expand until it dominated the entire earth.” One could “no more pass moral judgment on it,” he thinks, “than one could on a shark. It was simply behaving like a hedge fund.”

Oddly enough, Mr. Harris turns out to be considerably more adept at making the complicated fiscal strategies employed by hedge funds comprehensible to the reader than he is at persuading us that VIXAL could have actually made the leap to artificial intelligence. There is a series of scenes that cleverly dovetail events in the story with the “flash crash” of May 6, 2010 (when the Dow fell more than 600 points in a matter of minutes), but the later sections of the novel feel increasingly silly and contrived, like excerpts from a bad Michael Crichton novel.

In the end, VIXAL seems less like a plausible villain than like a metaphor for the greed and heedlessness that overtook Wall Street around the turn of the millennium and that resulted in the calamities of 2008 and their continuing reverberations.

THE FEAR INDEX

By Robert Harris

286 pages. Alfred A. Knopf. $25.95.

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  1. Book Review: 'The Fear Index' by Robert Harris

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  2. Book review: 'The Fear Index'

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