AK
@AlekseiKaplin
Cannot confirm or deny #NAFO exists. Nothing to see here!
Если не будет успешный - я с вас бургер требую Если будет успешный - вы с меня Договорились? :)
Good reading material roycheng.cn/files/riskMode… alacra.com/alacra/help/ba… top1000funds.com/wp-content/upl… alacra.com/alacra/help/ba… twosigma.com/wp-content/upl…
Hey, Probably the last post of the perp/perp funding arb. I think I got shit figured out to a level I'm comfortable with: 1. Margin is pretty stable, and I can stomach large moves in the market as a whole or individual tickers.
Post mortem of a (almost) 1 million dollar profit HFT strategy In the summer of 2023 I started posting some monthly screenshots of this (at the time) 40+ sharpe ratio HFT strategy. I used to only publish % returns, but if you ever wondered what the $ amounts were, there you go:
Attention devs: the xAI API just got A LOT smarter. With Live Search, Grok can now search through realtime data from 𝕏, the internet 🌐, trending news, and more. The Live Search API is now FREE in beta for a limited time. Start building here: docs.x.ai/docs/guides/li…
Detailed breakdown of "A Hidden Markov Model for Statistical Arbitrage in International Crude Oil Futures Markets" with Python code implementation Original paper - arxiv.org/pdf/2309.00875 Like, Retweet and comment "Done", to receive the code for the strategy
Based on my tweets about examples of research you may do. I present my latest article:
Two articles released in one day. Had these WIP for a while.
quant fund janitor intern ML interview q that I like: does bagging always improve performance? for regression, bagging *almost* always does, but for classification, it can make things worse if the classifier is bad! it’s half magic :) ref: Elements of Statistical Learning
Just bootstrap the data for the tree model, it’s the closest thing to magic
Friday quant fund janitor intern interview question (London based, TC £400k, housing with air con provided 💨): if you fit a Decision Tree to learn the function, how many splits do you need for the training error to be zero? what do you notice about the tree structure?
Sure thing: GateIO Bitget KuCoin ByBit BinanceUS HTX Kraken Coinbase Gemini Okx BloFin CryptoCom Poloniex CoinEx HyperLiquid & of course, Binance :) I'm looking into these as well: Paradex BitMart Drift dYdX
Сделаю. Вечером расстравлю и принесу. Заодно пусть ваши нукеры успокоятся. P.S. Если вы действительно не понимаете что сделали - это одно.
That’s about all the territorial integrity Ukraine is willing to give up