GreyZephyr @GreyZephyrDoom

Joined October 2011

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qm @quantymacro

2 months ago

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 🙏

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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.

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Scott Phillips @ScottPh77711570

3 months ago

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…

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Christopher D. Long 🇺🇦🏳️‍🌈🌹 @octonion

4 months ago

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/

Nik Oza @NikOza2

4 months ago

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qm @quantymacro

2 years ago

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…

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HangukQuant @HangukQuant

a year ago

🚨🚨🚨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!…