Rob Sedgwick

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The inconsistencies bothered Straus. He hired a student to write computer programs to detect unusual spikes, dips, or gaps in their collection of prices. Working in a small, windowless office next to Ax and down a spiral staircase from Simons, Straus began the painstaking work of checking his prices against yearbooks produced by commodity exchanges, futures tables, and archives of the Wall Street Journal and other newspapers, as well as other sources. No one had told Straus to worry so much about the prices, but he had transformed into a data purist, foraging and cleaning data the rest of the ...more
The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution
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