It’s an uncomfortable feeling not knowing whether a 5% drawdown will turn into a 25% bear market, but some things in life are unknowable. Actually, most things are. All we can do is construct and calibrate our portfolios so that we can optimize risk-adjusted returns without…
Ok... so let's talk about options greeks calculation and how most vol practitioners go about it...
Let's start with the obvious - black-Scholes greeks are contaminated with several flaws, among them two (or three) unrealistic assumptions.
Ok... so let's talk about options greeks calculation and how most vol practitioners go about it...
Let's start with the obvious - black-Scholes greeks are contaminated with several flaws, among them two (or three) unrealistic assumptions.
Lambda functions clearly explained!
If you've ever found yourself wading through lines of Python code, thinking, "There has to be a shorter way," then you're in for a treat.
Today, I'll guide you through lambda functions, providing a step-by-step explanation with code examples:
These five videos are an absolute masterclass for investors.
1. Aswath Damodaran - Corporate Finance class
This covers everything you need to know about how a company should manage its money. Essential listening.
m.youtube.com/playlist?list=…
If you use it right, Twitter is the most powerful information platform in the world.
Unfortunately, most people get lost in the noise.
Here are 8 threads for Python and quant finance to get you started today (#4 is a game changer):
One of the best tutorials you'll find online!
This one is about Momentum in Stochastic Gradient Descent.
But this tutorial is interactive, and will teach you from basic principles.
Check it out: distill.pub/2017/momentum/
Here are 10 things I wish I knew when I graduated college.
1. No one will create a roadmap for your life. You must have a personal vision.
2. Networking and hyper-targeted job applications is a far better strategy than just sending resumes and pasting cover letters everywhere.
EOY portfolio. 2022 was fun!
Top 5 = 49.6%
Top 10 = 76.9%
This *excludes* ~20% cash from sale proceeds. I'll redeploy this cash patiently over time.
Goal in Q4 was to consolidate the port by cutting redundancies and companies I wasn't closely following or need to study more.
I've read hundreds of Data Science books, and even wrote one too.
Sadly, most Data Science books aren't worth your time.
That's why I curated a list of the 5 Best Data Science Books every Data Scientist should read 🧵👇
Jupyter Notebook is the most powerful tool Python developers have.
But most people don’t know the hidden features.
Need a quick web app?
Or to create REST APIs?
Here's the 6 ways to use Jupyter notebook you never knew existed:
317 Followers 901 FollowingThe ambition should be farther and the goal should be closer. Instead of lying in place and dreaming, it is better to gradually get closer to the dream.💖💖💖
10K Followers 2K FollowingI trade options across several asset classes. The Forrest Gump of macro. I don't give investment advice, just my personal opinions. DMs open.
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22K Followers 752 FollowingDigestible summaries of the latest astronomy research. Written by an international team of grad students for undergrads! Supported by the @AAS_Office. #scicomm
16K Followers 3K FollowingAstronomer with the European Space Agency. Leading the MIRI team for JWST at the Space Telescope Science Institute in Baltimore. Opinions are my own 🇧🇪🇬🇧
47K Followers 459 FollowingSeparate skill from luck. Maximize the former, minimize the latter, using empirical evidence and thinking from first principles. Sister acct: @yogappygappy.