2. Mark Putrino, “Gann and Gann Analysis,” Technical Analysis of Stocks & Com modities, September 2017.
3. Brian Stelter, “Gerald Tsai, Innovative Investor, Dies at 79,” New York Times, July 11, 2008; John Brooks, The GoGo Years: The Drama and Crashing Finale of Wall Street’s Bullish 60s (New York: Weybright and Talley, 1973).
4. Andrew W. Lo and Jasmina Hasanhodzic, The Evolution of Technical Analysis: Fi nancial Prediction from Babylonian Tablets to Bloomberg Terminals (Hoboken, NJ: John Wiley & Sons, 2010).
5. Douglas Bauer, “Prince of the Pit,” New York Times, April 25, 1976.
6. Emanuel Derman, My Life as a Quant: Reflections on Physics and Finance(Hoboken, NJ: John Wiley & Sons, 2004).
7. Edward O. ftorp, A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market (New York: Random House, 2017).
8. Scott Patterson, The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It (New York: Crown Business, 2010).
9. Patterson, The Quants.
10. Michelle Celarier, “How a Misfit Group of Computer Geeks and English Majors Transformed Wall Street,” New York, January 18, 2018, http://nymag.com/intel ligencer/2018/01/deshawthefirstgreatquanthedgefund.html.
11. Hal Lux, “Secretive D. E. Shaw & Co. Opens Doors for Customers’ Business,” Investment Dealers’ Digest, November 15, 1993.
12. G. Bruce Knecht, “Wall Street Whiz Finds Niche Selling Books on the Internet,” Wall Street Journal, May 16, 1996.
第8章 只用单一的交易模型
1. Ingfei Chen, “A Cryptologist Takes a Crack at Deciphering DNA’s Deep Secrets,” New York Times, December 12, 2006.
2. John F. Greer Jr., “Simons Doesn’t Say,” Financial World, October 21, 1996.
第9章 挖角IBM，招揽最优秀的人才
1. Peter Lynch, “Pros: Peter Lynch,” interview with Frontline, PBS, May 1996, www.pbs.org/wgbh/pages/frontline/shows/betting/pros/lynch.html; and Peter Lynch with John Rothchild, One Up on Wall Street (New York: Simon & Schuster, 2000).
2. Sebastian Mallaby, More Money Than God: Hedge Funds and the Making of a New Elite (New York: Penguin Press, 2010).
3. Michael Coleman, “Influential Conservative Is Sandia, UNM Grad,” Albuquerque Journal, November 5, 2017, https://www.abqjournal.com/1088165/influentialconservativeissandiaunmgradrobertmercertrumpfundraiserbreitbartinvestorhasnmroots.html.
4. Robert Mercer, “A Computational Life” (speech, Association for Computational Linguistics Lifetime Achievement Award, Baltimore, Maryland, June 25, 2014).
5. Stephen Miller, “CoInventor of MoneyMarket Account Helped Serve Small In vestors’ Interest,” Wall Street Journal, August 16, 2008.
6. FengHsiung Hsu, Behind Deep Blue: Building the Computer That Defeated the World Chess Champion (Princeton, NJ: Princeton University Press, 2002).
第10章 拯救Nova基金
1. Peter Brown and Robert Mercer, “Oh, Yes, Everything’s Right on Schedule, Fred” (lecture, Twenty Years of Bitext Workshop, Empirical Methods in Natural Lan guage Processing Conference, Seattle, Washington, October 2013), http://cs.jhu.edu/~post/bitext.
第11章 永远不要完全相信一个模型
1. Hal Lux, “The Secret World of Jim Simons,” Institutional Investor, November 1, 2000, https://www.institutionalinvestor.com/article/b151340bp779jn/thesecretworldofjimsimons.
2. Robert Mercer interviewed by Sharon McGrayne for her book, The Theory Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Subma rines, and Emerged Triumphant from Two Centuries of Controversy (New Haven, CT: Yale University Press, 2011).
3. Brown and Mercer, “Oh, Yes, Everything’s Right on Schedule, Fred.”
4. Jason Zweig, “Data Mining Isn’t a Good Bet for StockMarket Predictions,” Wall Street Journal, August 8, 2009.
5. Lux, “The Secret World of Jim Simons.”
6. Robert Lipsyte, “Five Years Later, A Female Kicker’s Memorable Victory,” New York Times, October 19, 2000.
7. Roger Lowenstein, When Genius Failed: The Rise and Fall of LongTerm Capital Management (New York: Random House, 2000).
8. Suzanne Woolley, “Failed Wizards of Wall Street,” BusinessWeek, September 21, 1998.
9. Timothy L. O’Brien, “Shaw, SelfStyled Cautious Operator, Reveals It Has a Big Appetite for Risk,” New York Times, October 15, 1998.
10. Abuse of Structured Financial Products: Misusing Basket Options to Avoid Taxes and Leverage Limits: Hearings before the Permanent Subcommittee on Investigations of the Committee on Homeland Security and Governmental Affairs, 113th Congress (2014) (statement of Peter Brown, Chief Executive Officer, Renaissance Technologies).
第12章 大奖章基金清退外部持有人
1. McGrayne, The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centu ries of Controversy.
2. Lux, “fte Secret World of Jim Simons.”
3. Abuse of Structured Financial Products (statement of Peter Brown).
4. Katherine Burton, “Inside a Moneymaking Machine Like No Other,” Bloomberg, November 21, 2016.
5. George Gilder, Life after Google: The Fall of Big Data and the Rise of the Blockchain Economy (Washington, DC: Regnery Gateway, 2018).
6. Simon Van ZuylenWood, “The Controversial David Magerman,” Philadelphia Magazine, September 13, 2013.
7. Scott Patterson and Jenny Strasburg, “Pioneering Fund Stages Second Act,” Wall Street Journal, March 16, 2010.
8. Zachary Mider, “What Kind of Man Spends Millions to Elect Ted Cruz?” Bloomberg, January 20, 2016.
9. William J. Broad, “Seeker, Doer, Giver, Ponderer,” New York Times, July 7, 2014.
第13章 启动RIEF，做长期交易
1. Christine Williamson, “Renaissance Believes Size Does Matter,” Pensions & Invest ments, November 27, 2006.
2. Patterson, The Quants.
3. Brian Stelter, “Gerald Tsai, Innovative Investor, Dies at 79,” New York Times, July 11, 2008; John Brooks, The GoGo Years: The Drama and Crashing Finale of Wall Street’s Bullish 60s (New York: Weybright and Talley, 1973).
4. Andrew W. Lo and Jasmina Hasanhodzic, The Evolution of Technical Analysis: Fi nancial Prediction from Babylonian Tablets to Bloomberg Terminals (Hoboken, NJ: John Wiley & Sons, 2010).
5. Douglas Bauer, “Prince of the Pit,” New York Times, April 25, 1976.
6. Emanuel Derman, My Life as a Quant: Reflections on Physics and Finance(Hoboken, NJ: John Wiley & Sons, 2004).
7. Edward O. ftorp, A Man for All Markets: From Las Vegas to Wall Street, How I Beat the Dealer and the Market (New York: Random House, 2017).
8. Scott Patterson, The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It (New York: Crown Business, 2010).
9. Patterson, The Quants.
10. Michelle Celarier, “How a Misfit Group of Computer Geeks and English Majors Transformed Wall Street,” New York, January 18, 2018, http://nymag.com/intel ligencer/2018/01/deshawthefirstgreatquanthedgefund.html.
11. Hal Lux, “Secretive D. E. Shaw & Co. Opens Doors for Customers’ Business,” Investment Dealers’ Digest, November 15, 1993.
12. G. Bruce Knecht, “Wall Street Whiz Finds Niche Selling Books on the Internet,” Wall Street Journal, May 16, 1996.
第8章 只用单一的交易模型
1. Ingfei Chen, “A Cryptologist Takes a Crack at Deciphering DNA’s Deep Secrets,” New York Times, December 12, 2006.
2. John F. Greer Jr., “Simons Doesn’t Say,” Financial World, October 21, 1996.
第9章 挖角IBM，招揽最优秀的人才
1. Peter Lynch, “Pros: Peter Lynch,” interview with Frontline, PBS, May 1996, www.pbs.org/wgbh/pages/frontline/shows/betting/pros/lynch.html; and Peter Lynch with John Rothchild, One Up on Wall Street (New York: Simon & Schuster, 2000).
2. Sebastian Mallaby, More Money Than God: Hedge Funds and the Making of a New Elite (New York: Penguin Press, 2010).
3. Michael Coleman, “Influential Conservative Is Sandia, UNM Grad,” Albuquerque Journal, November 5, 2017, https://www.abqjournal.com/1088165/influentialconservativeissandiaunmgradrobertmercertrumpfundraiserbreitbartinvestorhasnmroots.html.
4. Robert Mercer, “A Computational Life” (speech, Association for Computational Linguistics Lifetime Achievement Award, Baltimore, Maryland, June 25, 2014).
5. Stephen Miller, “CoInventor of MoneyMarket Account Helped Serve Small In vestors’ Interest,” Wall Street Journal, August 16, 2008.
6. FengHsiung Hsu, Behind Deep Blue: Building the Computer That Defeated the World Chess Champion (Princeton, NJ: Princeton University Press, 2002).
第10章 拯救Nova基金
1. Peter Brown and Robert Mercer, “Oh, Yes, Everything’s Right on Schedule, Fred” (lecture, Twenty Years of Bitext Workshop, Empirical Methods in Natural Lan guage Processing Conference, Seattle, Washington, October 2013), http://cs.jhu.edu/~post/bitext.
第11章 永远不要完全相信一个模型
1. Hal Lux, “The Secret World of Jim Simons,” Institutional Investor, November 1, 2000, https://www.institutionalinvestor.com/article/b151340bp779jn/thesecretworldofjimsimons.
2. Robert Mercer interviewed by Sharon McGrayne for her book, The Theory Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Subma rines, and Emerged Triumphant from Two Centuries of Controversy (New Haven, CT: Yale University Press, 2011).
3. Brown and Mercer, “Oh, Yes, Everything’s Right on Schedule, Fred.”
4. Jason Zweig, “Data Mining Isn’t a Good Bet for StockMarket Predictions,” Wall Street Journal, August 8, 2009.
5. Lux, “The Secret World of Jim Simons.”
6. Robert Lipsyte, “Five Years Later, A Female Kicker’s Memorable Victory,” New York Times, October 19, 2000.
7. Roger Lowenstein, When Genius Failed: The Rise and Fall of LongTerm Capital Management (New York: Random House, 2000).
8. Suzanne Woolley, “Failed Wizards of Wall Street,” BusinessWeek, September 21, 1998.
9. Timothy L. O’Brien, “Shaw, SelfStyled Cautious Operator, Reveals It Has a Big Appetite for Risk,” New York Times, October 15, 1998.
10. Abuse of Structured Financial Products: Misusing Basket Options to Avoid Taxes and Leverage Limits: Hearings before the Permanent Subcommittee on Investigations of the Committee on Homeland Security and Governmental Affairs, 113th Congress (2014) (statement of Peter Brown, Chief Executive Officer, Renaissance Technologies).
第12章 大奖章基金清退外部持有人
1. McGrayne, The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centu ries of Controversy.
2. Lux, “fte Secret World of Jim Simons.”
3. Abuse of Structured Financial Products (statement of Peter Brown).
4. Katherine Burton, “Inside a Moneymaking Machine Like No Other,” Bloomberg, November 21, 2016.
5. George Gilder, Life after Google: The Fall of Big Data and the Rise of the Blockchain Economy (Washington, DC: Regnery Gateway, 2018).
6. Simon Van ZuylenWood, “The Controversial David Magerman,” Philadelphia Magazine, September 13, 2013.
7. Scott Patterson and Jenny Strasburg, “Pioneering Fund Stages Second Act,” Wall Street Journal, March 16, 2010.
8. Zachary Mider, “What Kind of Man Spends Millions to Elect Ted Cruz?” Bloomberg, January 20, 2016.
9. William J. Broad, “Seeker, Doer, Giver, Ponderer,” New York Times, July 7, 2014.
第13章 启动RIEF，做长期交易
1. Christine Williamson, “Renaissance Believes Size Does Matter,” Pensions & Invest ments, November 27, 2006.
2. Patterson, The Quants.