quantespresso (@quantespresso) 's Twitter Profile
quantespresso

@quantespresso

quantitative something

ID: 1735292389693022208

calendar_today14-12-2023 13:35:34

33 Tweet

111 Followers

329 Following

Rob Carver (@investingidiocy) 's Twitter Profile Photo

Blackthorne: We use an AI algo to find features in the data, and then we use KNN to fit the spline between feature and future risk adjusted returns, then a neural network to allocate weights across features optimising the omega ratio. Mariko: The anjin is overfitting.

Blackthorne: We use an AI algo to find features in the data, and then we use KNN to fit the spline between feature and future risk adjusted returns, then a neural network to allocate weights across features optimising the omega ratio.  

Mariko: The anjin is overfitting.
James Surowiecki (@jamessurowiecki) 's Twitter Profile Photo

This is truly amazing. The Deputy White House Press Secretary is claiming that I'm wrong, and that the "tariff rates" on Trump's chart were calculated by "literally" measuring every country's tariffs and non-tariff trade barriers. To prove it, he screenshots the formula the USTR

This is truly amazing. The Deputy White House Press Secretary is claiming that I'm wrong, and that the "tariff rates" on Trump's chart were calculated by "literally" measuring every country's tariffs and non-tariff trade barriers.

To prove it, he screenshots the formula the USTR
quantespresso (@quantespresso) 's Twitter Profile Photo

Jim Simons once hinted that signal symmetricity kills alpha. Here’s the rank-flip hack. Take your Bloomberg factor z-scores. Sort each column. Multiply the bottom 50 % by –1. Re-optimize. Watch IR jump from 0.3 → 1.2 across 3,000 names.