I can add a little more to this. Before founding Two Sigma, Siegel co-founded an online bookmarking company - blink.com (http://www.adweek.com/news/advertising/

I can add a little more to this. Before founding Two Sigma, Siegel co-founded an online bookmarking company - blink.com (http://www.adweek.com/news/advertising/iq-news-cool-tool-think-blink-38487 http://www.adweek.com/news/advertising/iq-news-cool-tool-thi...). It was pretty good for its time, but ultimately died soon after the 2001 bust. He could probably have gone back to Shaw (or a similar fund) after that - which would have been the safe move - but, luckily for him, didn't.