
0xquant | 🔛⛓️
@mevquant
DeFi Quant. Maths&CS. Stat Arb, ML, MM, HFT & MEV. Interested in Conformal Prediction, Causality & Quantum Computing in Finance as well as ZKP's 🦇🔊
ID: 1265128938541592576
26-05-2020 03:53:47
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Time series forecasting models often fail due to a deep misunderstanding of both the theory and implementation, whether traditional or ML-based. Just got Valeriy M., PhD, MBA, CQF’s book and can’t wait to dive in! 🔍






just came across github.com/iritkatriel/co… by Irit Katriel. An excellent deep dive into the CPython compilation pipeline internals in her talk: youtube.com/watch?v=DfXhyw… covering new optimizations under the hood 🐍




The Arcadia Finance hack resulted in over $2M in losses due to a long chain of an arbitrary call. The attacker exploited the rebalancing process by crafting arbitrary swap data for rebalancing. This allowed the rebalancer to make calls to any account, which could then re-enter the








