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290 hits
Apr 03, 2002 7:15 pm re: INTECH investments- anyone know them?
Hans Chung
Ken,

That sounds like Monte Carlo. I think the founder of a company called "financial engines" received a nobel prize for similar tech/math. I think they are still around.

I think this brings up a fundamental question about stock market modelling. If math is based in logical reasoning and rational behaviour assumptions, then is it truly possible to model the stock market that has irrational behaviour?

On the other hand, we also have the discussion of
using historical performance as an indicator of variables related to future performance. Is this valid? Maybe partially in that the buyers and sellers of a given stock usually track just a few stocks and those buyers and sellers are likely to have consistent buying patterns.

This still begs the question of whether stocks truly behave randomly, or similar enough to random motion/evolution that they can be modeled as random (in a rational amount of time for a regular investor)

Just a few thoughts. Fire away at me now.


> Ken Berger wrote:
> This company has supposedly had great success applying math models to trading systems, something I'm keen on exploring more. They were recently bought by Berger Financial (no I'm not related).
>
>"INTECH's system capitalizes on the random nature of stock price movement rather than relying on estimates of future stock performance".

Private Reply to Hans Chung (new win)





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