Max
Max is the protagonist of the film. He is a genius mathematician who has become obsessed with finding a number sequence that will allow him to accurately predict the stock market. His obsession has driven him into a maddening state of paranoia, anger, and isolation. Max begins to turn to nature when he sees that creation itself has a number sequence that is within the design of all of nature. Max begins to work with Lenny, an Orthodox Jew to decode the Torah and also takes help from Wall Street traders. In the end, both parties seek only what is in Max's head. They don't value him for who he is, just what they need from him. His mental condition worsens until he drills a hole in his head to alleviate the pressure of what he knows.
Sol
Sol is a retired mathematician who has become a sort of mentor to Max. He and Max play Go, a game of chaos and infinite moves designed to enhance the minds of men of numbers. Sol had stumbled onto a sequence of numbers years ago that became the same sequence Max finds. It is the number that relates to the name of God and which predicts the stock market. But after seeing that this number was produced while a computer was crashing he discovered that the machine, by using this number had awakened to a sort of reality and awareness that baffled him to the point he had to give up his profession. he seeks to protect Max from the same fate he has.
Lenny
Lenny is an Orthodox Jew whom Max meets in a coffee shop. He wants to enlist Max to help him, his Rabbi, and other Jews to find a 216-letter word which is said to be the true name of God. This word would allow the Jewish people to have the keys to Heaven and unlock the Messianic era in history. Lenny can convince Max to come on board once he shows him how the Torah was written with a divine numbering system.
Devi
Devi is Max's neighbor. We can clearly see that she is interested in Max who doesn't pay any attention to her even though she brings him food and blatantly hits on him. Devi also appears after Max has seizures and passes out. She is the one who is helping him recover once he's passed out, but he doesn't allow her to get any closer to him than just being a neighbor.