Self Made Quant @self_made_quant

24, Current Financial Analyst. Building q4quant studio: Sharing quant finance in an understandable way. 🏗️ Quant Roadmap Working in progress. selfmadequant.com 🇦🇺 Melbourne / 🇭🇰 HK Joined March 2025

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Self Made Quant @self_made_quant

3 days ago

x.com/i/article/2113…

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Self Made Quant @self_made_quant

a week ago

🧪 Try the factor audit lab. 📥 Get the code, guide and full deep dive: selfmadequant.com/resources/ai-p… 📄 Read FactorBench in the Directory: directory.selfmadequant.com/resource/facto…

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Self Made Quant @self_made_quant

a week ago

Our mini-project turns that workflow into Python: eight transparent factors, a duplicate candidate, frozen selection, exposure diagnostics and long-only/long-short portfolios across a cost grid. Default data are synthetic; you can supply a market-data CSV.

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Self Made Quant @self_made_quant

a week ago

AI can generate thousands of stock signals. How many still help once combined into a portfolio? FactorBench tackles the comparison problem: nine automated miners across five equity markets, evaluated under a common path from factors to portfolios.

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Self Made Quant @self_made_quant

a week ago

🧪 Put the reading to work: try the factor audit mini-project. Freeze a candidate pool, check overlap and compare portfolios after costs. 📥 Get the guide, deep dive and Python lab: selfmadequant.com/resources/ai-p…

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Self Made Quant @self_made_quant

a week ago

5. Multi-Period Trading via Convex Optimization Turn forecasts into trades with explicit risk, costs and constraints. 📄 directory.selfmadequant.com/resource/multi…

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Self Made Quant @self_made_quant

a week ago

AI signals still have to work inside a portfolio. Five papers connecting factor discovery, screening, risk and trading costs. Each paper and its Directory link below. 📚 Save the collection: directory.selfmadequant.com/collections/ai…

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Self Made Quant @self_made_quant

2 weeks ago

x.com/i/article/2109…

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Self Made Quant @self_made_quant

8 months ago

🔚 That wraps up the thread. If you found this valuable, Give the first tweet a like or RT so more quants can find it. 📌 Bookmark it to revisit later. Got thoughts, questions, or your own take? 💬 Reply — I read every comment. — Stay sharp, stay statistical. 📈🧠

Self Made Quant @self_made_quant

8 months ago

The Kelly Criterion is important in the quant world. You’re guessing your risk without this formula #quant #quantfin

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Self Made Quant @self_made_quant

8 months ago

If full Kelly says invest f*, then half Kelly says invest half of it. This allows more room for noise in real-life markets by giving up some growth rate. In the real world, full Kelly often implies impractical aggressiveness. So quants scale f* down by using half Kelly because full Kelly is too sensitive to small errors and can oversize.