GreyZephyr @GreyZephyrDoom
Joined October 2011-
Tweets167
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Following3K
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Likes911
new post: trying to be somewhat creative with linear regressions apologies for the delay/inactivity. was busy touching grass and chilling. will post another one soon to make up for it 🙏
diagnosing ML models for noob modelers sorry friends for the delay I have been taking a break from anything maths related. turns out there are more to life. as usual giving access to some who RT. but if not that's fine too. life is too short.
Can my frens do @therobotjames and I a favor pls (r/t if you can) We are opening up our trading systems as a vault on the HyperEVM, but we have no conception of normal people risk tolerances These are 10 randomly generated equity curves at Sharpe 2 (we should be comfortably…
It's interesting to dive into different mathematical formulations for why a wisdom of the crowd theory might work. One example is to consider the crowd's average guess G vs the true value T. Then we have (G-T)^2 = 1/n [sum (G_i - T)^2] - 1/n [sum (G_i - G)^2]. 1/
It's interesting to dive into different mathematical formulations for why a wisdom of the crowd theory might work. One example is to consider the crowd's average guess G vs the true value T. Then we have (G-T)^2 = 1/n [sum (G_i - T)^2] - 1/n [sum (G_i - G)^2]. 1/
new post dropped: All my homies hate LASSO (it's meant to be free so everyone who RT will get access 😃) 🔮how good is LASSO at recovering sparsity? 💡 lesson from a macro HF PM in building +150 forecasting models 🏰 (lack of) invariance of regularisation featuring stolen…
🚨🚨🚨alright it's hangukquant's birthday, so I am going to do a GIVEAWAY. super long since i done one - about 20k worth of quant content to give out. here are the prizes with (# winners) I will allocate. last time I did this I got 500 signups, good luck!…
Groklaw legal site shuts over fears of NSA email snooping - by me at theguardian.com theguardian.com/technology/201…

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