Re:Financial Time Series Forecasting with Deep Learning: A L...
by zkid18 on Sunday December 08, 2019 @11:32PM
(#21740410)
Probably Edward Thorp is the "Father" of quantitative research.Since the late 1960s, Thorp has used his knowledge of probability and statistics in the stock market by discovering and exploiting a number of pricing anomalies in the securities markets, and he has made a significant fortune [1]
Re:Financial Time Series Forecasting with Deep Learning: A L...
by craze3 on Sunday December 08, 2019 @11:01PM
(#21740315)
Oh yes I remember reading this wiki before. I just didn't remember what the company was called. I even tried to research it by googling "renaissance time series prediction," and still couldn't find it.
I don't understand why I was downvoted? I don't think there was enough context for anyone (who's not in the field) to know what you meant, and I thought it would be useful for people like myself to get clued in.
Founded by Jim Simons, the "Father" of quantitative research. The firm is famous for their significant year-over-year returns and notorious for only hiring PhDs from mathematics/physics/computer science.
There is an interesting book on how Jim Simons created the company and built his team of academics from the ground up, "The Man Who Solved the Market"