3 ms·
AFAIK, 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 s
by nextos 1y ago
AFAIK, 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