stealthystacker @stealthystacker

Ex-BlackRock | Quant Joined March 2024

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wallstreetbets @wallstreetbets

11 months ago

💀💀

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qm @quantymacro

11 months ago

Variance Penalty In Portfolio Optimisation I never studied optimisation properly, so I try to write about portfolio optimisation in a way that's approachable for audience who also might not have the proper background as usual giving access to some who RT

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qm @quantymacro

11 months ago

Infinity or -4: Gambling With Ridge Regression before you abandon Ridge for XGB, you might wanna do this as always giving access to lucky ones who RT featuring @macrocephalopod's exclusive leaked ̷O̷F̷ DM - ceph's advanced regression quant iv questions ref @__paleologo

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Orwell & Goode @OrwellNGoode

11 months ago

LinkedIn shitposts go hard

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Shaun Maguire @shaunmmaguire

a year ago

x.com/i/article/1828…

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Rich Falk-Wallace @richfalkwallace

a year ago

Risk models increasingly drive the behavior of fundamental long short equity investors. @__paleologo's 'Advanced Portfolio Management' is the most efficient primer to understand the internals of what is happening. Chapter 1-4 bullets, with math & comments. Let know if you'd…

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qm @quantymacro

2 years ago

new post dropped: All my homies hate LASSO (it's meant to be free so everyone who RT will get access 😃) 🔮how good is LASSO at recovering sparsity? 💡 lesson from a macro HF PM in building +150 forecasting models 🏰 (lack of) invariance of regularisation featuring stolen…

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qm @quantymacro

a year ago

yes I finally wrote about it. defo my longest article so far. as usual giving access to some who RT reference: @__paleologo @KrisAbdelmessih @AgustinLebron3

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qm @quantymacro

a year ago

I know two discretionary macro PMs both ~40y old learning Python on the side. and some of you busy bookmarking 102828 books but never even finished a single tutorial. gotta pick it up my brothers. if not next year you’ll be at the same spot wishing you did start today.