Summary
A young London trader and Cambridge physics graduate, David Harding argued in this 1994 paper that finance could use scientific method to find and exploit market inefficiencies.
He went on to found Winton Capital and become one of Europe’s most successful money managers. This is where the idea was first set down.
Source
- Title
- Making Money from Mathematical Models
- Author
- David Harding
- Year
- 1994
- Published by
- Philosophical Transactions of the Royal Society A
- Length
- 6 pages
- File
- PDF · 927 KB