If you can still find a copy. They were big on chaos theory, game theory, and machine learning. The Predictors: How a Band of Maverick Physicists Used Chaos Theory to Trade Their Way to a Fortune on Wall Street. Macmillan, 2000 Just looked at Amazon are there is an ample supply of used copies.
%% SOME of it is bad baloney, so dont eat that part. Stag[big game] hunt or rabbit hunt problem is more full of holes than any target range. Its not really a problem@ all, dont shoot rabbits on deer hunt; nor is deer hunting a group sport unless the hunters want it that way. Trading , like hunting cant really be predicted; but a huge # of things can help. Most any wildlife[deer, doves , rabbits] move better early + late; reading helps. Helps the hunters, not the wildlife LOL
%% Games could help. Flo Littauer books could help more , maybe. SCHW video Instinet President I think noted Palk Tudor Jones , K Griffin Citadel /good ''work '' habbits + childlike curiousity LOL
From what I understand of it, it's a great explanatory model for trading, but it's not going to provide you with specific strategies you can use.
Rumor has it Renaissance wasn’t profitable until they hired someone that brought game theory to the table.
vwma is a rudimentary math zero sum technique, if you take a swing you can find an eq price at which sum of all longs = sum of all shorts... but then we all know it does not work but they we know that some outfits are still trading it so go ahead knock yourselves out
Interesting. I don't remember that coming up in the Jim Simons bio. I'm no expert on it at all, but it just seems like the ultimate metaphor for trading, so it might provide some creative inspiration, but again where are the concrete strategies gonna come from?