No joke. C source code from a employee in 2001 in Ren tech. I also found a bunch of research papers from another researcher at the firm. This is of James Simmons fame
Just follow these research names of RenTech via Linked In. This shows what kind of projects they worked on before joining the hedge fund.
Tyler Olsen from MIT
Blaze is an open-source, high-performance C++ math library for dense and sparse arithmetic. With its state-of-the-art Smart Expression Template implementation Blaze combines the elegance and ease of use of a domain-specific language with HPC-grade performance, making it one of the most intuitive and fastest C++ math libraries available. https://bitbucket.org/blaze-lib/blaze/src
New R section created with models, strategies, algo, and research papersNew R section created with models, strategies, algo, and research papers
I have switched everything in terms of strategy development to focus on R which is open source and free. Many members have been concerned about the expensive licensing of Matlab so I made this switch. Be on the look for various research papers and models
If you are new to R, I have posted some How to’s with R including how to install it and get introduced.
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