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no way, does it mean I can finally do a phd in astrophysics?

Really good one, shedding light on Fama-French factors in terms of what really drives them. Basically, value is macro news, CMA is all about commodity shocks (energy), SMB is FX news and sentiment ("unknown" factor), and RMW is micro news. Insightful stuff.

Trading leveraged L/S strats with these thoroughly backtested deep RL systems

I’d like to hire this guy to be my quant version Mira Murati

HABEMUS PAPAM!

The new pope as a math whizz might help quants and traders get into heaven. 🤞

Markov + adaptive moving averages, what else

Oh, EWM.std() > x, there you go

Alan Turing: laid foundation of modern computer science, cracked enigma saving millions of lives, proposed the Turing test for machine intelligence UK government:

Imagine becoming a quant after maths, what a disgrace

Funny that terrible predictors can make way more money than models that sometimes are even spot on. Guess trend is your friend, always, even when you use the likes of FourTheta or exponential smoothing. Also, am sorry but usually quantile reg > ols :( Re trees, interestingly,

As always good stuff and the code is included! Basically, an interesting study/implementation showing that monthly rebalancing + macro filters improves sharpe vs. pure price momentum, by avoiding false signals during choppy or regime-shift periods.

My favourite part about Cursor is that I often end up with “sigh… I’ll do it myself”

Buckle up guys, I'm going long straddle for the next several weeks and then will do 100% SPY. Can’t wait to pick up my brand new Aston Martin, maybe I should take a mortgage

Does anyone know when Forbes will put the guy on the front cover?

Have been reading a bit about early Christianity, stuff is way more interesting than you think. Like ambiguous role of Judas, apostles after the resurrection, the tragism of Pontius Pilate, etc. Basically, moments where New Testament slightly diverges from historical accounts.

Escorts sharpe is always at least 0.69 no matter the regime; latency and reinvested profits play a huge role in making it double-digit.

Great one, the example portfolio performance I'd rather disregard but generally the findings are pretty amazing.