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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 12:06 pm

QuoteOriginally posted by: outrunbut nobody is doing that anymore since the 80s, right, so that's not a secret sauce either: e.g. the Kootsookos paper form the 90s is all simple math, not exactly a secret.(smiling wide)Who said that RenTec does it by a paper by Kootsookos?(C) 1988, "Die Hard-1":Joseph Takagi: You want money? What kind of terrorists are you?Hans Gruber: Who said we were terrorists?
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 12:47 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunbut nobody is doing that anymore since the 80s, right, so that's not a secret sauce either: e.g. the Kootsookos paper form the 90s is all simple math, not exactly a secret.(smiling wide)Who said that RenTec does it by a paper by Kootsookos?What makes you think that you do know what RenTec does internally?I did it for the music 10+ years ago, in very general form, half-way. This is very exotic combination of very old methods. They are very limited. In simply words, in modern math world there are NO OTHER methods. (I am a first person in modern "everything digital" world, who explained where and why Nyquist-Kotelnikov sampling theorem is incorrect. In russian, in old 1993-1999.)Much later, digging into trading math methods I have found an integview with Simons, where he very, very briefly, indirectly admits that they use EXACTLY those old methods. Poor James! He clearly underestimates other mathematicians, who is carefully watching his interviews. Taking a look into their job (wanted) list you also can figure out what methods they use.Again, this is not ONE method.The big secret of RenTec is how to combine them.
 
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daveangel
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 12:50 pm

QuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: outrunbut nobody is doing that anymore since the 80s, right, so that's not a secret sauce either: e.g. the Kootsookos paper form the 90s is all simple math, not exactly a secret.(smiling wide)Who said that RenTec does it by a paper by Kootsookos?What makes you think that you do know what RenTec does internally?I did it for the music 10+ years ago, in very general form, half-way. This is very exotic combination of very old methods. They are very limited. In simply words, in modern math world there are NO OTHER methods. (I am a first person in modern "everything digital" world, who explained where and why Nyquist-Kotelnikov sampling theorem is incorrect. In russian, in old 1993-1999.)Much later, digging into trading math methods I have found an integview with Simons, where he very, very briefly, indirectly admits that they use EXACTLY those old methods. Poor James! He clearly underestimates other mathematicians, who is carefully watching his interviews. Taking a look into their job (wanted) list you also can figure out what methods they use.Again, this is not ONE method.The big secret of RenTec is how to combine them.how do you know he is not bullshitting ?
knowledge comes, wisdom lingers
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:00 pm

QuoteOriginally posted by: daveangelhow do you know he is not bullshitting ?He was absolutely sure that it is impossible to re-engineer their methods, to be precise their main method.But this is not their invention. The semi-random market prices being filtered are tending to look like periodic waves. This was figured out by E. Slutzky long ago. These periodic waves can be extracted by several methods. Then they can be predicted. This is a model of a (futures) market. There is no other way in modern math to predict prices with RenTec's comparable returns figures.
 
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daveangel
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:14 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelhow do you know he is not bullshitting ?He was absolutely sure that it is impossible to re-engineer their methods, to be precise their main method.But this is not their invention. The semi-random market prices being filtered are tending to look like periodic waves. This was figured out by E. Slutzky long ago. These periodic waves can be extracted by several methods. Then they can be predicted. This is a model of a (futures) market. There is no other way in modern math to predict prices with RenTec's comparable returns figures.How can you say "There is no other way in modern math" without knowing *all* of modern math?Quote There is no other way in modern math to predict prices with RenTec's comparable returns figures.this makes no sense.I have no faith in Russian-Ukrainian-ex-Soviet economists.
knowledge comes, wisdom lingers
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:17 pm

QuoteOriginally posted by: outrunQuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelhow do you know he is not bullshitting ?He was absolutely sure that it is impossible to re-engineer their methods, to be precise their main method.But this is not their invention. The semi-random market prices being filtered are tending to look like periodic waves. This was figured out by E. Slutzky long ago. These periodic waves can be extracted by several methods. Then they can be predicted. This is a model of a (futures) market. There is no other way in modern math to predict prices with RenTec's comparable returns figures.How can you say "There is no other way in modern math" without knowing *all* of modern math?Who said I am not knowing all modern math methods regarding DSP?RenTec uses EXACT, let me repeat EXACT model of filtered smoothed random quotes.
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:20 pm

QuoteOriginally posted by: daveangelthis makes no sense.I have no faith in Russian-Ukrainian-ex-Soviet economists.I suppose you better trust on everything by Simons on TV, while he is saying nothing about their math?
 
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daveangel
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:21 pm

QuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelthis makes no sense.I have no faith in Russian-Ukrainian-ex-Soviet economists.I suppose you better trust on everything by Simons on TV, while he is saying nothing about their math?don't know why you think one statement implies the other. i have never seen rentec's puported returns. if you have them kindly share them and tell us how they were generated. which specific trade or trades or strategy generated them
Last edited by daveangel on November 16th, 2015, 11:00 pm, edited 1 time in total.
knowledge comes, wisdom lingers
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 1:29 pm

QuoteOriginally posted by: daveangelQuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelthis makes no sense.I have no faith in Russian-Ukrainian-ex-Soviet economists.I suppose you better trust on everything by Simons on TV, while he is saying nothing about their math?don't know why you think one statement implies the other. i have never seen rentec's puported returns. if you have them kindly share them and tell us how they were generated. which specific trade or trades or strategy generated themAre you kidding me?"Knowledge of some principles easily compensates the lack of knowledge of some facts"(C) Claude Helvetius.Even the shareholders of RenTec can not demand from Simons this kind of information.The only person who in his mind can demand this kind of info is... James Simons .....James, is that You?!What an honour for all of us - your personal participation in this conversation!O-o-ps, (whisper) you are trying to hide your secret from the public. I promise, Mr. Simons, - I will tell nobody the rest of the RenTec secrets. Our secret keyword will be "Karl", - you know what it means.
Last edited by AlexEro on November 16th, 2015, 11:00 pm, edited 1 time in total.
 
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daveangel
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 2:31 pm

QuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelQuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelthis makes no sense.I have no faith in Russian-Ukrainian-ex-Soviet economists.I suppose you better trust on everything by Simons on TV, while he is saying nothing about their math?don't know why you think one statement implies the other. i have never seen rentec's puported returns. if you have them kindly share them and tell us how they were generated. which specific trade or trades or strategy generated themAre you kidding me?"Knowledge of some principles easily compensates the lack of knowledge of some facts"(C) Claude Helvetius.Even the shareholders of RenTec can not demand from Simons this kind of information.The only person who in his mind can demand this kind of info is... James Simons .....James, is that You?!What an honour for all of us - your personal participation in this conversation!O-o-ps, (whisper) you are trying to hide your secret from the public. I promise, Mr. Simons, - I will tell nobody the rest of the RenTec secrets. Our secret keyword will be "Karl", - you know what it means.So you have no idea of rentec's returns yet you claim you can recreate them or better them ?
knowledge comes, wisdom lingers
 
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AlexEro
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 2:48 pm

QuoteOriginally posted by: daveangelSo you have no idea of rentec's returns yet you claim you can recreate them or better them ? Mr. Simons, the returns of your Medallion fund is no secret:buffett-vs.RenTec
 
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daveangel
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RenTech: using artificial intelligence to morph one trading strategy into another?

November 17th, 2015, 3:15 pm

QuoteOriginally posted by: AlexEroQuoteOriginally posted by: daveangelSo you have no idea of rentec's returns yet you claim you can recreate them or better them ? Mr. Simons, the returns of your Medallion fund is no secret:buffett-vs.RenTecdo you believe everything you see on the internet ?
knowledge comes, wisdom lingers