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brcmthrowaway 8 hours ago

Well, Jane Street cracked it

jbritton 4 hours ago | parent | next [-]

I recently had a conversation with Claude Fable about Renaissance Technologies. Claude says their closed fund has found a very tiny edge and their profit comes from millions of trades on that edge. Their public fund with more money doesn’t find enough edge to beat the S&P500 index.

8 hours ago | parent | prev | next [-]
[deleted]
nyeah 7 hours ago | parent | prev [-]

Not by just feeding in a lot of old time series.