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by nextos
248 days ago
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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. |
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Brown and Mercer (who became ideologically opposed co-CEOs)
https://old.reddit.com/r/algotrading/comments/k299vp/were_br...
"Speech recognition" in those days meant Markov too