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Math Whiz Trades Without Humans

99 pointsby monsieurpngover 5 years ago

4 comments

b0b10101over 5 years ago
&gt; XTX -- the name refers to a mathematical formula used in its trading algorithms<p>Wow so they do linear regressions?? Incredible.<p>But in all seriousness, for how long are we going to dress up statistics as some new cool and exciting methods? Are VC&#x27;s and bosses really this easily fooled?
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badfrogover 5 years ago
What&#x27;s the actual story here? This can&#x27;t be the first trading firm that doesn&#x27;t have human traders?
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tobmltover 5 years ago
X transpose X inverse, X Transpose Y, it&#x27;s the best linear unbiased estimator (B.L.U.E. eh hem), and let me tell you whyyy,<p>Because ...<p>ah crap it&#x27;s been to long, did anybody else learn this song in grad school for econometrics (or similar) when studying Gauss Markov theory?<p>Here&#x27;s to Professor Jackson at Auburn for this memory I can never quite remember the second line of, and yet I can never quite forget the whole thing...
hikefast32over 5 years ago
‘Member long term capital management?<p>I ‘member.