The objective of the algorithm is to know you well and exploit you

Giving a #lightningtalk on intra-day pair trading, at the Bloomberg Quant seminar tomorrow, register here: onlinexperiences.com/scripts/Server…

Charles-Albert Lehalle had a great talk last night at the #cfemseminar: "An Attempt to Understand Natural Language Processing” + a lightning talk by Silvia Ruiz on NLP in finance youtu.be/Z2iVy1cWRc0

Giving a talk Thursday 4/15 at 9:30am at the NYU Brooklyn Quant Experience Lecture Series. My talk is on the microstructure of cointegrated assets #microstructure #tradingsignals #tradingstrategy #financialmarkets #cointegration engineering.nyu.edu/events/2021/04…

Last week I talked about the microstructure of cointegrated assets at the Brooklyn Quant Experience Lecture Series #microprice #cointegration #DataScience youtu.be/LJtEtTS_1ZE

Next week, I'm giving a talk at Oxford's Frontiers in Quantitative Finance Seminar. The title? Market Microstructure for Cointegrated Assets #cointegration #marketmicrostructure #quantfinance Register here: zoom.us/meeting/regist…

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Want to collect free intraday #level1 data? I used #interactivebrokers to do this on my latest paper and Interactive Brokers featured us on their #quantblog. This includes a #jupyternotebook to get you started! tradersinsight.news/category/ibkr-…

Are We at the Dawn of A&R Data Wars? music-tomorrow.com/2021/07/are-we…

Wrote a paper on #music #recsys available on all your favorite research platforms #arXiv arxiv.org/abs/2109.07692 and #ssrn papers.ssrn.com/sol3/papers.cf… I recommend it 😁! With Hongyi Wen a Cornell Tech PhD Digital Life Initiative @ Cornell Tech Fellow

Thanks Mondo.NYC for including Piki Music in this panel at the intersection of music and technology. Excited about collaborating further with these communities!

Where finance meets music blog.chartmetric.com/how-to-invest-…

My cat’s job is to get me followers on twitter. She gets paid 1 meal for every like, so if you want her to be fatter, you know what to do

Go out there and dislike art - dislike a lot of art. That’s ok, because along the way, you will find art that you like Jessica Backus

Free market data!

Register for tomorrow's seminar by Yuyu Fan (Alliance Bernstein) on Leveraging Text Mining to Extract Insights from Earnings Call Transcripts events.cornell.edu/event/ubs_cfem…

If you really want to extract the most value from dislikes, check out the Piki Music interface

Pitchfork used to be a bunch of snooty critics, now they are a social media team sharing pop on social media for attention

"The algorithm is the gatekeeper, now." Sadly, even the engineers who wrote the algorithm don't understand how it works