23 Feb 2025 11 min read weekly

DPS 周刊 186 - DeepSeek 创始人的偶像 - Jim Simons

时值 DeepSeek 大放异彩之时，它背后的公司其实是一家量化基金公司幻方量化。而他的创始人梁文锋曾经视文艺复兴基金的创始人 Jim Simons 为偶像，也为他的传记 The Man Who Solved the Market 的中文版作序。

早在2019年我就把这本书列入想读清单里，直到最近才把它读完。读完只有一个感想：天才到哪都是天才，天才到哪都能吸引天才。

他与 Elwyn Berlekamp 的合作：

Working with Elwyn Berlekamp, a game theorist, Simons built a computer model capable of digesting torrents of data and selecting ideal trades, a scientific and systematic approach partly aimed at removing emotion from the investment process.

Simons invited Berlekamp to fly to Huntington Beach a couple times a month to learn to trade for himself and see if his expertise in statistical information theory might be useful to Axcom.

If Simons wants you to work for us, he’ll have to pay for you,” Ax told Berlekamp by way of introduction. “I know I’m not.”

The system Berlekamp, Straus, and Laufer developed spotted barely perceptible patterns in various markets that had no apparent explanation.

与 Lenny Baum 的合作：

“One day in 1977, Simons reached out to Baum, asking if he would spend a day at Monemetrics’ office on Long Island helping Simons set up a trading system to speculate on currencies.”

“When Simons and Baum developed their hypothetical trading model at the IDA, they, too, had described the market as a Markov-like process.”

“Once I got Lenny involved, I could see the possibilities of building models,” Simons later said.

与 James Ax 的合作：

“Early on, Simons targeted a Cornell University mathematician named James Ax, who, a year earlier, had won the prestigious Cole Prize in number theory.”

“To make sure he and Baum were on the right track, Simons asked James Ax, his prized recruit at Stony Brook, to come by and check out their strategies.”

“Ax and Straus established a new company called Axcom Limited.”

James Ax 也不是等闲之辈，早年发现了 Ax-Kochen 定理。他曾经一度帮助 Jim Simmons 投资。后期退出之后，跑去找老同事 Simon Kochen 合作，然后发了一篇量子力学的论文。

Jim Simons 和华人学者真是有不解之缘：

去 SUNY 组建数学系之前，物理系刚刚由杨振宁组建；
组建数学系的时候大肆招募人才，甚至找到了丘成桐当助理教授，不过却没给丘 tenure，导致丘后来跳去了斯坦福
早年想从师陈省身未果，但是1974年和陈省身合著论文，发现了 Chern-Simons form。

When Simons returned to MIT to begin his graduate studies, his advisor suggested he finish his PhD at the University of California, Berkeley, so he could work with a professor named Shiing-Shen Chern, a former math prodigy from China and a leading differential geometer and topologist.

In 1974, Chern and Simons published ‘Characteristic Forms and
Geometric Invariants,’ a paper that introduced Chern-Simons invariants—an invariant is a property that remains unchanged, even while undergoing particular kinds of transformations—which proved useful in various areas of mathematics.

In 1976, at the age of thirty-seven, Simons was awarded the American Mathematical Society’s Oswald Veblen Prize in Geometry, the highest honor in the field, for his work with Chern and his earlier research in minimal varieties.