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James Simons: former mathematician and now billionaire hedge fund manager

26 pointsby getpalmost 17 years ago

3 comments

gaikaalmost 17 years ago
His fund suffered loses recently, making it all suspicious that the math was just good old "sweeping the risk under the rug" kind:<p>You buy a decent assets that give you 7% return, but have a 2% chance of default. You borrow at 5% and leverage to the max. As long as your assets perform, you have returns that beat the market consistently with high probability. But with a low probability you lose a lot more, and you just hope that this doesn't happen while you rake all the fees and gains.
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byrneseyeviewalmost 17 years ago
Another profile:<p><a href="http://www.bloomberg.com/apps/news?pid=20601109&#38;refer=home&#38;sid=ayjImYcoCiH8" rel="nofollow">http://www.bloomberg.com/apps/news?pid=20601109&#38;refer=ho...</a><p>For folks interested in understanding his strategies, here is a thread by some quants:<p><a href="http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=4851" rel="nofollow">http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=48...</a>
zandorgalmost 17 years ago
Can quants see into the future or is it just luck or market-custom algorithms?<p>Out of amusement I love it saying he's no longer a mathematician, because now he's a hedge fund manager! He must have given that up to play the market.