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量化投资大师詹姆斯·西蒙斯 James Simons 资料汇总帖
[专题系列] 纽约时报：量化投资大师詹姆斯·西蒙斯 — Seeker, Doer, Giver, Ponderer，
专访：量化投资大师詹姆斯·西蒙斯
量化投资大师詹姆斯·西蒙斯演讲：数学，常识和运气(上）
量化投资大师詹姆斯·西蒙斯演讲：数学，常识和运气（下）
这里分享的是Institutional Investor在2000年做的一次专访（文章很长，见附件），我认为其中透露的关于“文艺复兴”的内幕信息比其它专访要多很多。快来看看吧！
November 2000
The Secret World of Jim Simons
How does this prize-winning mathematician and former code breaker rack up his astonishing returns?
By Hal Lux
How does this prize-winning mathematician and former code breaker rack up his astonishing returns? Try a little luck--and a firm full of Ph.D.s.
Last April the State University of New York at Stony Brook held a gala reception at the Waldorf-Astoria Hotel in midtown Manhattan to celebrate raising a record 1 million -- a tidy sum for a state school. After cocktails a balding, white-haired man rose from his seat on the dais to thank the sellout crowd, which included such celebrities as Oscar-winning movie director Martin Scorsese, for its generosity.
"I told my wife, 'We raised 1 million for Stony Brook,'" said the speaker, hedge fund manager James Simons. "She said, 'Gross or net?'"
Chances are you haven't heard of Jim Simons, which is just fine by him. Nor are you alone. Many on Wall Street, including competitors in his specialty, quantitative trading, haven't heard of Simons or of his operation, Renaissance Technologies Corp., either. And that's simply extraordinary -- because, gross or net, Simons may very well be the best money manager on earth.
An extreme judgment? Perhaps. Certainly, there has been no end of claimants to the title. And one after another, over the past few years, these celebrated managers have either blown up or folded their tents. After big reverses, Julian Robertson closed down Tiger Management, and George Soros scaled back the activities of his Quantum Fund this year. John Meriwether's Long-Term Capital Management nearly took down the financial world in 1998.
Simons, by contrast, just keeps getting better. Consider his performance over the past decade. Since its inception in March 1988, Simons' flagship $3.3 billion Medallion fund, has amassed annual returns of 35.6 percent, compared with 17.9 percent for the Standard & Poor's 500 index. For the 11 full years ended December 1999, Medallion's cumulative returns are an eye-popping 2,478.6 percent. Among all offshore funds over that same period, according to the database run by veteran hedge fund observer Antoine Bernheim, the next-best performer was Soros' Quantum Fund, with a 1,710.1 percent return.
（原文太长，现已免费附件方式分享，下载地址回复可见）
本帖隐藏的内容
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