Henry Laufer Was the Key Figure Behind Early Renaissance Models
Gregory Zuckerman · Gregory Zuckerman – Decoding Renaissance Medallion (Capital Allocators, EP.119) · Jan 6, 2020 · at 21:13
Author Greg Zuckerman explains the core mathematicians responsible for Renaissance Technologies' quantitative breakthroughs to Ted Seides.
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“Henry Laufer was the key guy. So he was a mathematician, a very quiet, humble, really super smart, well respected, and almost acclaimed in that field. And he's the one who came up with different approaches, things like days of the week, comparing what trades worked on what days of the week, what patterns are out there.”
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