Here's the rare Alex Gerko interview. He discusses his 45 Sharpe strat at Deutsche (just 500 lines of MATLAB), his time at GSA, founding XTX, and musings on ML, latency games, and HFT literature.
Gappy (Giuseppe Paleologo)
Gappy (Giuseppe Paleologo)2.7. klo 21.59
I was about to retweet the long interview to Gerko but it has been taken down already. If you find it, recommended. Interesting, direct. GSA has/had good people. XTX too.
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