atakan @a_devrent

FE, QR | inefficient markets enjoyer github.com/adevrent ndarray Joined August 2016

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Scott Phillips @ScottPh77711570

2 days ago

A thread on building better algorithmic trading systems for crypto from first principles 1/

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Stat Arb @quant_arb

12 months ago

Market Making 101 - Marks A thread 🧵 …

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Stat Arb @quant_arb

a year ago

‼️ Quant Roadmap 2024/25 Ultimate Edition 🚨 Containing: - Hundreds of resources - GBs of free data - Guidance on strategies - Much more! [link below!]

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It is with great sadness that the Simons Foundation announces the death of its co-founder and chair emeritus, James Harris Simons. Jim was an award-winning mathematician, a legendary investor and a generous philanthropist. simonsfoundation.org/2024/05/10/sim…

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cephalopod @macrocephalopod

a year ago

The same math explains why asset prices modelled as stochastic differential equations lead to option prices that can be modelled with partial differential equations (e.g. the Black Scholes equation)

Gabriel Peyré @gabrielpeyre

a year ago

The same math explains why asset prices modelled as stochastic differential equations lead to option prices that can be modelled with partial differential equations (e.g. the Black Scholes equation)

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pedma @pedma7

2 years ago

Today I am writing my 30th article on trading strategies. Over the the years, I've researched 100's of trading strategies. One of the most frequent questions in my DM's is: - Where to find trading strategies in crypto? Here's my top resources to find strategies: 🧵

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PyQuant News 🐍 @pyquantnews

2 years ago

How to do multi-factor interest rate analysis with Python, step-by-step (bookmark this one for later):

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Stat Arb @quant_arb

2 years ago

🔔🚨 Quantitative Developer Role In Our HFT Team: Fantastic Developer with an Interest in Finance: (Quant Developer or QD want-to-be) Did you grow up tinkering with computers? Taught yourself to program at a young age, and now wish to approach analytical problem-solving with a…

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Conks @conksresearch

2 years ago

The excess cash era is ending, with trillions of reserves once trapped in the Fed's RRP being deployed into financial assets and the banking system. As the RRP hits zero, the status quo in repo markets will transform. The return to an "excess collateral" era awaits us... 1/

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cephalopod @macrocephalopod

2 years ago

A useful little quant trick - 1. Many things in finance decay like a power law (volumes, volatility, impact etc) 2. Power laws are a pain to work with 3. Power laws over finite timeframes are very well approximate by sums of exponentials 4. So just use EMAs for everything 🚀

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atakan @a_devrent

2 years ago

A Probabilistic View of Linear Regression An excellent text explaining linear regression functions from a probability theory standpoint. bjlkeng.io/posts/a-probab…

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Stat Arb @quant_arb

2 years ago

🔔Hiring for a role on our new crypto options market making team: What you’ll bring: ⁃ An educational background in Statistics, Mathematics, Engineering, Computer Science or similar ⁃ Programming experience in Python/C++/Rust ⁃ In-depth understanding of the…

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Chaumian @chaumian

2 years ago

hey i have an idea. since all these decentralization maxis are struggling to actually build a system that runs on a decentralized network of "stakers", why not just hand out the concentrated wealth? no one gives a shit abt decentralization & they never did.

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Stat Arb @quant_arb

2 years ago

Looking to hire for a role. Please share this about / message if interested. Quantitative Developer Role: • Advanced degree in a quantitative field such as physics, applied mathematics, or engineering. • Knowledge of quantitative finance, including trading strategies…

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Stat Arb @quant_arb

2 years ago

A full thread of all my textbook recommendations. There will be 3 sections. Research, Options, & Programming. ...

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qm @quantymacro

2 years ago

1) what

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cephalopod @macrocephalopod

3 years ago

Couple of thoughs about trend following is probably the most straightforward systematic trading strategy to implement - you're just buying the stuff that's been going up and selling the stuff that's been going down.

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atakan @a_devrent

2 years ago

Very valuable.

Corey Hoffstein 🏴‍☠️ @choffstein

2 years ago

Very valuable.

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Kris Sidial🇺🇸 @Ksidiii

2 years ago

Junior derivatives trader interview question (Don’t worry, my questions aren’t as difficult as Benn’s haha): It’s been a very challenging week for your team. The senior trader on the desk has made a bunch of bad directional calls that have cost the team money. The head of the…

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Agustin Lebron @AgustinLebron3

2 years ago

🧵The LLM as a put option on cognitive tasks. Almost a year into the world's experience with ChatGPT, it's pretty clear that its biggest value is helping people with things they're not good at.