an obvious question

[zubin-2]

Hello, this may be a question that cannot be answered.  But using
advanced data mining algorithms that are in R and merging with real time
data feeds - is anyone out there actually making any excess  returns
(adjusted for risk) in the markets?

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[Tony Plate]

If you're not so concerned with the "that are in R" part of your question, the poster child for such success is Jim Simon's Medallion fund at Rennaissance: http://www.bloomberg.com/apps/news?pid=20601213&sid=aq33M3X795vQ&refer=home

-- Tony Plate

zubin wrote:

> Hello, this may be a question that cannot be answered.  But using
> advanced data mining algorithms that are in R and merging with real time
> data feeds - is anyone out there actually making any excess  returns
> (adjusted for risk) in the markets?
>
> _______________________________________________
> R-SIG-Finance@... mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
>

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