quanter @autodidactquant
ucla’22 Joined August 2024-
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🚨 Nepal bans Instagram, YouTube, X, Facebook, and 23 other social media platforms.
A new episode of Signals and Threads just dropped! This one is an interview with @ChrisLattner, talking about Mojo, a new-ish language for GPU programming that's aiming to be an alternative to the CUDA stack. signalsandthreads.com/why-ml-needs-a…
Jeff Bezos' first interview.
We're growing the PyTorch team at @nvidia & I'm excited to invite talented engineers to join my group. Work on the PyTorch compiler to optimize DL models on single GPU or massive clusters. Based in Helsinki 🇫🇮: sauna in the office, green spaces, sea beaches (one in 20min walk!)
Harvard University is first to solve problem K. #icpcbaku
i will personally onboard anyone that wants to give opennote a shot at cal.com/abh1a/journals… for any use case, whether its learning, technical docs, knowledge work, etc.
week 6 of crypto hft market making! week PnL: +$278 overall PnL: $2550 after some pain i've released improvements that i expect to have a meaningful impact on PnL, although might take 2-3 weeks to measure it's effect in the meantime i'll explore some new edges! 😍
Simultaneously marvelling at how useful GPT5 Thinking is on a not-math/coding personal project, while also wishing for an AI winter, if its even possible. Not because I think OpenAI etc are overvalued! but because of the endless slop on the timeline. Like 2021 "blockchain" grift!
Transforming human knowledge, sensors and actuators from human-first and human-legible to LLM-first and LLM-legible is a beautiful space with so much potential and so much can be done... One example I'm obsessed with recently - for every textbook pdf/epub, there is a perfect…
A truly useful tool originating in academic finance are portfolio separation theorems. They go beyond the old mutual fund separation theorems. You can superimpose portfolios, and subtract them. Some important operations in finance are linear, and many nonlinear ones are at least…
Introducing DeepConf: Deep Think with Confidence 🚀 First method to achieve 99.9% on AIME 2025 with open-source models! Using GPT-OSS-120B even without tools, we reached this almost-perfect accuracy while saving up to 85% generated tokens. It also delivers many strong…
stooq.com/db/h/ Stooq, a Polish broker (!), offers free historical intraday and daily quotes for U.S. and other markets, in big zip files. The 5-minute data goes back 5 months, the hourly data 16 months, and daily data since inception.
I've just finished my 8th interview with a (large) company. I asked my interviewer what are the characteristics and behaviours of a successful senior engineer at the company for "getting things done" and having impact. He said "Your job as an engineer is to put management into a…
Terry Tao almost failed out of his PhD for playing too much Civ. Happens to the best of us…literally 😂
serious question: would Jane Street really, truly hire Terrence Tao today if he asked for a job? What job exactly?
serious question: would Jane Street really, truly hire Terrence Tao today if he asked for a job? What job exactly? https://t.co/Y59PTjkvHb
This is really exciting and impressive, and this stuff is in my area of mathematics research (convex optimization). I have a nuanced take. 🧵 (1/9)
This is really exciting and impressive, and this stuff is in my area of mathematics research (convex optimization). I have a nuanced take. 🧵 (1/9)
Seriously, yes. Not just because is a great mathematician. Time incompatibility aside, Jean-Pierre Serre, Kurt Godel and Alexander Grothendieck are more consequential mathematicians and yet would be unhireable. But Tao is famously curious, versatile, fast, and personable.…
Seriously, yes. Not just because is a great mathematician. Time incompatibility aside, Jean-Pierre Serre, Kurt Godel and Alexander Grothendieck are more consequential mathematicians and yet would be unhireable. But Tao is famously curious, versatile, fast, and personable.…
Some U.S. public libraries subscribe to Hoopla hoopladigital.com, which lets you borrow ebooks. A few quant finance authors with books there are Giuseppe Paleologo, Jim Gatheral, Emanuel Derman, Paul Wilmott, Yacine Aït-Sahalia, Stephen J. Taylor, Christian Francq,…
Pro tip: run a regression and then swap the coefficients with the p-values. I've seen this produce R^2 values significantly greater than 100%
Pro tip: run a regression and then swap the coefficients with the p-values. I've seen this produce R^2 values significantly greater than 100%
@GiraffeNoExist Thanks. I browse SSRN, read the free newsletter New Economics Papers: Econometric Time Series ideas.repec.org/n/nep-ets/ and other NEP newsletters, get table of contents alerts from finance journals, and search Google Scholar for the latest papers on topics such as "realized…
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