Comment by robswc

I have done a lot of research on RenTech. AFAIK, their early stuff isn't that much of a secret. Lots of Markov modeling and NLP-related stuff... but ultimately I believe it just came down to being one of the few firms actually even attempting statistical modeling with market data. (You had Ed Thorp too!)

You can easily find the backgrounds of people that were hired/worked there. Also, some amount of leakage over the years, bits and pieces, little clues... Deriving an approximation of "this was their strategy" with any amount of precision would almost be impossible. There is probably only a handful of people in the world who could tell you if you're hot or cold.

Very interesting thought experiment though...

> the hard part less the math and more the data and execution?

Ironically, this _was_ the part they had some trouble getting right. Programming was not nearly as ubiquitous back then.