!(NoRisk) @risk_generator

insecure underachiever. Short-term strats & HFT, NN RL ML (non critical path). Rust, python. in a drawdown Joined June 2023

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!(NoRisk) @risk_generator

a year ago

I remember having this as alarm clock

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!(NoRisk) @risk_generator

a year ago

my quant

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Christoph Molnar 🦋 christophmolnar.bsky.social @ChristophMolnar

2 years ago

Evaluating a model on training data is like asking your mom if you look good.

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!(NoRisk) @risk_generator

2 years ago

hello try catch -- binance ws feeling playful. I also like the time drift of the binance snapshots.

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!(NoRisk) @risk_generator

2 years ago

oh well

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Market is almost efficient. This is good. It means that the drivers are almost priced in, thus, the market data *just* needs to be untangled and analyzed in order to back out some of the (abstract) drivers. I don't even need to know what are the drivers, as long as they predict.

Vertox @Vertox_DF

2 years ago

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major @xmgnr

2 years ago

MOER youtube.com/watch?v=8VsZr5…

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!(NoRisk) @risk_generator

2 years ago

cooking

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!(NoRisk) @risk_generator

2 years ago

visualize 3D order book for fun: 3dorderbook.com

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!(NoRisk) @risk_generator

2 years ago

02:03 Duality’s strategy and why it uses ML 11:02 How Duality uses machine learning 15:33 Interpretability and overfitting 29:40 Spot flawed ML strategies 36:46 Mean field games 52:05 Lessons from Jim Simons 54:22 Physics and finance risk.net/cutting-edge/7… #quant #ml