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Tazerenix | 4 months ago

Simons himself completely disspells this idea in his interview on Numberphile.

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nextos|4 months 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.