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A comment on Numerai, a hedge fund built by a community of anonymous data scientists. Parent comment

Re:Numerai, a hedge fund built by a community of anonymous d... by T-A on Tuesday June 21, 2016 @08:21PM (#11950623)
Depending on where you draw the line between statistics and machine learning, it could be argued to have originated with Bachelier's thesis in 1900 [1], or Thorp's adaptation of Kelly's work first to gambling and then to finance in the early 60s (he may have been first to use computers for this kind of thing) [2] or maybe with James Simons' Renaissance Technologies in the early 80s [3].

[1] https://en.wikipedia.org/wiki/Louis_Bachelier

[2] https://en.wikipedia.org/wiki/Edward_O._Thorp

[3] https://en.wikipedia.org/wiki/Renaissance_Technologies

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Re:Numerai, a hedge fund built by a community of anonymous d... by hkmurakami on Tuesday June 21, 2016 @08:58PM (#11950839)
Regarding Rentec, the only decent book on their history has been in "The Quants". Are there any others?

https://www.amazon.com/Quants-Whizzes-Conquered-Street-Destr...

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