4 ms·
Simons himself completely disspells this idea in his interview on Numberphile.
by Tazerenix 1y ago
Simons himself completely disspells this idea in his interview on Numberphile.
- nextos 1y agoAFAIK, one of the early hires at RenTech was Leonard Baum, famous for the Baum–Welch Algorithm. RenTech is quite secretive, but this supports the rumors that simple graphical models for time series were behind some of their trading strategies.
- gsf_emergency_4 1y agoTwo other data points for this are Brown and Mercer (who became ideologically opposed co-CEOs) https://old.reddit.com/r/algotrading/comments/k299vp/were_brown_and_mercer_the_reason_for_rentechs/ https://old.reddit.com/r/algotrading/comments/k299vp/were_br... "Speech recognition" in those days meant Markov too