Giuseppe Paleologo (aka gappy) @__paleologo
Stanford, IBM Research, Citadel, Millennium, Hudson River Trading, fut.Balyasny. Advanced Portfolio Management:https://t.co/tS7IHSR0Ng. Working on a book. New York City Joined July 2021-
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I believe I am intergenerationally friendly but DoggoLingo is where I draw the line. If you call me “smol quanto fren” I will take out my Hattori Hanzō sword. P.S.: this is mostly meant for my children but not only
It's 10PM. I have been listening all day non-stop (with meetings intervals) to Justice's "Hyperdrama". If you into French Electropop (Daft Punk, M83, Air...) this is your drug. youtube.com/watch?v=3V6rjy…
Does anyone have the MSCI MAC (MultiAsset Class) Model research notes? I am in limbo, without access for six months.
A big perk of being on gardening leave is that I spend ~2hrs/day talking to undergrads/ grads/ professionals on zoom, mostly advising but also learning technical stuff. And being of help is just the best feeling ever, and it's not always possible on the job, for obvious reasons.
A recruiting firm asked a HF friend of mine to be paid in order *not to poach* employees from this employees. Has it happened to any of you? It's not extortion, but it's not right either. I never thought highly of them. Now I will never use them.
one of the most important things I know about deep learning I learned from this paper: "Pretraining Without Attention" this what I found so surprising: these people developed an architecture very different from Transformers called BiGS, spent months and months optimizing it and…
HT: CXO Advisory. And good luck training the models in a non-anticipative manner. papers.ssrn.com/sol3/papers.cf…
Weird, it's only on Amazon UK. And check out the "products related to this item". Beautiful. The title "Bitcoin will go to zero" is ballsy.
(Repost): "Elements of Quantitative Investing". Chapter 2: Topics: - stylized properties of returns - computing returns, on what prices? Roll model, EWMA of prices - GARCH - Realized Vol -EWMA and Harvey-Shephard models for rolling vols dropbox.com/scl/fi/9v8nbjb…
It is a very good question. I keep a variant in my mind, The Paradox of the Hedge Fund Manager. It works like this. Hedge fund managers excel at making time/money allocations. They work hard. They become rich. Then they usually get divorced. They are middle-aged. Time becomes a…
It is a very good question. I keep a variant in my mind, The Paradox of the Hedge Fund Manager. It works like this. Hedge fund managers excel at making time/money allocations. They work hard. They become rich. Then they usually get divorced. They are middle-aged. Time becomes a…
I can almost hear Gengis Khan, at the gates of the besieged city, tell his soldiers “I think that we should go off and figure out…” and hen enter the city, and scrape all its resources, and train a huge language model.
I can almost hear Gengis Khan, at the gates of the besieged city, tell his soldiers “I think that we should go off and figure out…” and hen enter the city, and scrape all its resources, and train a huge language model.
I am unsure whether to add the Empirical Bayes approach to backtesting. It makes too many unrealistic assumptions: prior distribution; no correlation or constant pairwise correlation, etc. Anyway, here is a skeleton of the approach. Your mileage may be better than mine.
This is interesting, and would be worth trying to replicate and extend the results. (HT: N. Cohen, Schonfeld) papers.ssrn.com/sol3/Papers.cf…
Mailroom Capital @MailroomCapital
1K Followers 2K Following Real Estate - Former Equity Analyst - Consumer/Generalist - Opinions are my own - Not my employers
hunter @huntrr
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Josh Kaminer @JKaminer3
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Aniket @iamaniketroy
11 Followers 462 Following
William_Y @Emituofo3
144 Followers 999 Following Heavenly Father, I thank you for all the Good you have Done in my life, but also for the bitterness and sorrow; by that you also drawn me to you. Amen
luckycat @luckyca66355138
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Lukas Bos @bos_lukas
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Viktor Szathmáry @phraktle
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An Oops @an_oops7
32 Followers 90 Following
vvidalis @vvidalis
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Shaun Ong @s_0ng
4 Followers 256 Following
juju @jujuyasso
0 Followers 13 Following
Taylor Smith @TaylorASmith_
364 Followers 5K Following I will show you fear in a handful of dust. Member of the follow-back gang
J-Shea @justinmshea
380 Followers 3K Following Assistant Prof, Prop trading member, Quant Finance dev, Data Science consultant, Impartial spectator.
kevin huang @kevinhu82403595
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Nicholas Liskij @nliskij
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temu kenny @temukenny401
2 Followers 7 Following
r @r8795261793148
0 Followers 11 Following
Gautham Elango @gautham_elango
634 Followers 2K Following
Charles Vorbach @charles_vorbach
100 Followers 2K Following Converting electricity into heat. AV as a byproduct?
Joe Stephan @MathStatJoe
92 Followers 169 Following Analytics entrepreneur interested in new applications for data
Simon Charlow @SimonCharlow
771 Followers 973 Following
Maxwell Austin @MaxwellA52609
0 Followers 4 Following
realseanyewest @realseanyewest1
104 Followers 357 Following
Luciano Wulff @lucianowulff
172 Followers 537 Following Trading, IT Security, Rock Climbing and Natural Wine.
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BigStepper @powerofso
36 Followers 838 Following
Noah Silverman, PhD @noah_phd
725 Followers 622 Following Playing with the intersection of math, technology, finance, artificial intelligence, cryptocurrency, gambling, algorithms, and risk.
Mats Kjelle @matskje
50 Followers 134 Following finans og datavitenskap v. @wharton / @penn. kristiansander
HFTguy @OrthogonalAlpha
12K Followers 651 Following Portfolio Manager with 15 years experience building and managing systematic HFT trading desks. Former Headlands/DRW
Todd K Barker @ToddKBarker
63 Followers 716 Following
Charles @charleskwan
45 Followers 806 Following
Victorious Cake 💕�.. @victoriouscake
7K Followers 1K Following not investment advice, personal views
Sri @yantrashikshaka
493 Followers 918 Following Optimist | sarvē janāḥ sukhinō bhavantu | @code maxi |
noodle @nattox12
0 Followers 36 Following
Sebastian Pedro Bea, .. @sebastianbea
335 Followers 1K Following 🇺🇸 husband, father, Olympic Silver. Always searching for my second Land Rover (one to drive, one to fix). President Coinbase AM, fmr BLK SAE.
Bigsal @swarthyandpasty
42 Followers 82 Following
Alejandro Carderera @ACarderera
198 Followers 586 Following ML Ph.D. student at the Georgia Institute of Technology.
Jake @jerkill32
681 Followers 480 Following
AndreaSmity @SmityAndre82456
2 Followers 13 Following
Billy Binion @billybinion
27K Followers 844 Following Associate editor @reason. Yes, this is my real name.
poemakontsa @poemakontsa
4K Followers 980 Following Last Faun. For love is flesh, it is a flower flooded with blood. Did you think it was just a little chat across a table? Either love is a shrine or a scar
History of Khorâsan .. @BiruniKhorasan
67K Followers 2K Following Focus on Central Asia´s Islamic Persianate and Pre-Islamic Heritage. Tâjik/Herâti/Pârsizabân/Musalmân/Khorâsâni
Sergey Levine @svlevine
80K Followers 122 Following Associate Professor at UC Berkeley Co-founder, Physical Intelligence
Dan Roy @roydanroy
45K Followers 2K Following ML / AI researcher, emphasis on theory. Research Director and Canada CIFAR AI Chair, @VectorInst Professor, @UofT (Statistics/CS)
Sam Power @sp_monte_carlo
17K Followers 7K Following Lecturer in Maths & Stats at Bristol. Interested in probabilistic + numerical computation, statistical modelling + inference. (he / him)
Michael Bronstein @mmbronstein
43K Followers 4K Following #DeepMind Professor of #AI @UniofOxford / Fellow @ExeterCollegeOx / ML Lead @ProjectCETI / https://t.co/kZpGpDzYeV
Kevin Patrick Murphy @sirbayes
42K Followers 334 Following Research Scientist at Google Brain / Deepmind. Interested in Bayesian Machine Learning.
Steven Brunton @eigensteve
45K Followers 1K Following Teaches math to engineers: https://t.co/TJ5i3Pg678 Professor @UW researching #MachineLearning for #Dynamics and #Control, especially for #FluidDynamics.
Andrew Chen @achenfinance
4K Followers 510 Following Financial economist @federalreserve. Ph.D. @FisherOSU. Into asset pricing, publication bias, meta-science. https://t.co/d4vMeEAZZy. Views are my own.
AntiCarry @carry_anti
76 Followers 834 Following Health Technology Fitness & Wellness Business & Finance
Beatrice Loayza @bealoayza
11K Followers 1K Following writing, usually about cinema @nytimes @4_columns @filmcomment @thenation etc // formerly, editor @criterion // [email protected]
Nando de Freitas 🏳.. @NandoDF
97K Followers 659 Following I research intelligence to understand it and to harness it wisely. Part of AlphaGo tuning, AlphaCode, learning to learn, Lyria, Imagen2, Gato, rGemma
Alejandro Lopez-Lira @alejandroll10
4K Followers 2K Following Finance @UF PhD @Wharton Research in #ML #AI #fintech #ChatGPT
Alex Bellos @alexbellos
28K Followers 564 Following Maths, computer science, puzzles, football, Brazil. Latest books: The Language Lover's Puzzle Book, Football School Encyclopedia
Allen Downey @AllenDowney
17K Followers 1K Following Author of Probably Overthinking It, Think Python, and Think Bayes. Emeritus Prof at Olin College, consultant with PyMC Labs.
Andrea Montanari @Andrea__M
6K Followers 238 Following Professor, Statistics and Mathematics, Stanford University.
Poetic Outlaws @OutlawsPoetic
85K Followers 471 Following The outlaws of poetry and the written word.
Jeff Koons Hater (not.. @BigBreakfastLob
860 Followers 3K Following E Pluribus Unum. 中文. Français. Systematic investment enjoyoor. There is no premium without risk. Philosophy, Politics, Econ History. @OxfordESH
Grant Sanderson @3blue1brown
365K Followers 362 Following Pi creature caretaker. Contact/faq: https://t.co/brZwdQfdif
BaffledBiologist @BlaseBio
126 Followers 64 Following Why do people put "not investment advice" in their bios? Is there actually legal precedent, or do they just do copy others? Not investment advice.
Marc Rubinstein @MarcRuby
26K Followers 518 Following Former hedge fund manager; writes top 10 finance Substack https://t.co/UiByE4lqSg and contributor to Bloomberg @opinion.
Ewan Morrison @MrEwanMorrison
27K Followers 9K Following Writer & Hubris Analyst. Agents: Fiction & Non Fiction: @MWHamilton Screen: Nick Marston @TheCBG
Letitia 🌿 resist�.. @letitiaheart
392 Followers 587 Following Be a lamp, or a lifeboat, or a ladder. Help someone’s soul heal. Walk out of your house like a shepherd - Rumi Human being/she/her
Dr. Shadi Bartsch @ShadiBartsch
7K Followers 460 Following Classics professor at UChicago. I lead IFK, a discipline-agnostic group who bring together humanistic and scientific ideas.
hiddenliburua @hiddenliburua
8K Followers 2K Following Livres, vieux papiers, rat de bibliothèque, curiosités, cinéma, bouquins, magazines, vieux trucs, musique, textes, images et autres machins. Team 1972
out of context dogs @contextdogs
1.7M Followers 783 Following follow us for daily dog Content 🐶| Dm for credit and removals | art by @sillynubcat
ethelred @aethelred
292 Followers 68 Following National Parks, games, politics, film, sci-fi/fantasy. If I don't follow, it's not because I don't like you. I struggle to stay on top of my feed. he/him
Criterion Channel @criterionchannl
180K Followers 863 Following Classics and discoveries from around the world, thematically programmed with special features, on a streaming service brought to you by @Criterion.
Grant Stenger (hiring.. @GrantStenger
4K Followers 5K Following Kinetic CEO | @janestreetgroup @polychain @numerai
Catriona @catrionateaches
1K Followers 1 Following Aiming to post one thing a day from my maths lessons. This is a highlights reel - lots (most?) of my lessons are dull.
David Bailey @tessellationfan
515 Followers 30 Following Tessellation enthusiast. All aspects: Escher-like (especially so), Escher research, mathematical, historical and applications in real life.
Jordan Ellenberg @JSEllenberg
28K Followers 919 Following Math professor at Wisconsin. Number enthusiast. Author of HOW NOT TO BE WRONG and SHAPE (May 2021)
A young Ian McKellen, 1969.
happy #smallpoemsunday 💜 if you feel so inclined, you can post a small poem you wrote +/or a small poem you love by someone else :) here’s a small poem by me + a small poem by David Ignatow—& if you’d like to hear some more small poems, I’ll be reading a few this afternoon! ☀️
Interesting C-Span can get this on camera
Xi Jinping meets Blinken. Xi to aide: when is he leaving? Aide: tonight Xi: good. Xi body language: ok, let’s get this over with
@__paleologo On point for stochastic discount factor 👌
the fuck it of branches, Molly Brodak
I guess the First Welfare Theorem was never a “robust theory” and all those correlations of the @WorldBank Doing Business Index with GDP per capita never provided any empirical evidence backing the “claims” of “neoliberalism”; at least according to @JosephEStiglitz
Forty-odd years after neoliberalism took hold it’s clear it doesn’t work. In fact, it never had either a robust theory or the data to back up its claims. Time to introduce a new, more freeing capitalism that allows all people to live up to their potential. That’s what I do in my…
First quant book I've actually been able to read and enjoy @__paleologo
@__paleologo It seems once again that homo economius is too much to expect from high performance conditioned apes
@__paleologo I wonder how their destinies would change if they knew that divorce is part of the game. Which usually takes them out for 5-10 years and changes priorities.
@__paleologo the biggest (content) downside of KDP besides not having the services of a publisher (editing, typesetting etc) is really just that publishers can probably get much much nicer printing and binding done
blackthorne: i mostly trade based on order flow but i watch the book too, and I’m introducing more TA into my process, and stay alert for offsides positioning that might present an asymmetric opportunity mariko: the anjin is a retail trader
@orrdavid @mg10012 @__paleologo The only way that I know how to do that tractably is with a factor model with stable factor loadings but with time-varying factor volatilities, from which the time-varying correlations arise. Trying to decipher the time varying correlations directly is too difficult for me.
@__paleologo Told x to send me notifications about your posts. First thing I get is a non quant post. Elon is trolling me 😂
@__paleologo ferrari issues aside, i'm very much looking forward to this. thanks
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