[R-SIG-Finance] an obvious question

Tony Plate tplate at acm.org
Tue Apr 15 08:59:02 CEST 2008


If you're not so concerned with the "that are in R" part of your question, the poster child for such success is Jim Simon's Medallion fund at Rennaissance: http://www.bloomberg.com/apps/news?pid=20601213&sid=aq33M3X795vQ&refer=home

-- Tony Plate

zubin wrote:
> Hello, this may be a question that cannot be answered.  But using 
> advanced data mining algorithms that are in R and merging with real time 
> data feeds - is anyone out there actually making any excess  returns 
> (adjusted for risk) in the markets?
> 
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