I'm not sure I would consider Philidor a Romanticist. I'm not even sure I would agree with the definition. I don't think Romanticists were short on strategy. Of course, in the 19th century theory was still in its infancy, but strategy, even connecting the endgame to the opening, seemed to be relatively developed. Romanticists seemed to be more drawn to the open game since that type of game is more prone to yeilding combinations, and Romanticists considered combinations the highest and most beautiful aspect of chess. Speilmann was a Romanticist who was able to play in the higher levels during the first half of the 20th century, a feat that would seem impossible for someone lacking in strategical ability.
Steinitz, while he certainly took a scientific approach, started as a Romanticist - and was a good one. But as far as being the first truly scientific player, I don't know. He took many of his ideas from Paulsen who predated him in that style by several years.
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I think "romantic chess " is more about a certain style of play than a particular time period. However, I guess there was a period of chess history in which there were more such players playing chess and thus the period may be referred to a romantic period in chess. Of todays top players I think Topalov is more of the romantic mold than say Kramnik. Who at that level still sacrifices a piece against his peers in important events ? He also regularly sacrifices a pawn or an exchange. Spassky was of a "universal" style in that he could play in any style and he was dangerous no matter which style he chose. He was certainly a romantic player when he played his kings gambits. I think the reference to Steinitz ushering in the modern age of chess didnt mean there were no romantic players after him, but only that the "romantics" and their style of play, were never again as prevalent/dominate as before Steinitz.
Nizamious did a recent articly on "the 10 greatest chess players" but I'm thinking about what people think about the 10 greatest ROMANTIC chess players. For those who are not familiar with the chess term "romantic," it refers to 18th century-ish style of play, which was more short-term tactics than long-term strategy. In my opinion the best romantic players were Paul Morphy, Francois-Andre Philidor and Adolph Anderssen. The first TRULY scientific player was probably Steinitz so he isn't included.