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"The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution" discusses the lineage of Shaw, Tartaglia, and his predecessors briefly. I think so
by ericjang 6y ago
"The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution" discusses the lineage of Shaw, Tartaglia, and his predecessors briefly. I think some more academic texts on Pairs Trading and Stat Arb will mention the PDT team as well.
- faizshah 6y agoThe only other book that covers this as far as I know is The Quants by Patterson.
- scottlocklin 6y agoEd Thorp talks about it a little. https://www.valuewalk.com/2016/09/1850840/ https://www.valuewalk.com/2016/09/1850840/