7 ms·

Does the book cover anything about how the fund actually works? It's understandable that they'd want to keep a tight lid on it, but I'm so curious

• paulpauper 2y ago
  no. One can infer it involves analyzing data, but for obvious reasons the ingredients for possibly reconstructing it are omitted.
• mgfist 2y ago
  The book covers some earlier aspects of the strategy. And I think the "spirit" of the strategies exists today, though tangibly very different and not actionable.
• richrichie 2y ago
  I believe they were doing ML based trading. Their edge was data collection, cleaning and standardisation and the ability to trade a lot at very cheap borrowing cost. This was way before computers became a thing in trading or ML became a thing.
• chronic640201 2y ago
  > Does the book cover anything about how the fund actually works? Basically, no.