Excited to start my #MachineLearning #QuantResearch internship with Quantitative Brokers. I will be working with Chief Scientist, Robert Almgren and Head of Research, Shankar Narayanan. Looking forward to using Online Learning, Bandits and Regret analysis for problems in #Quant #Trading

Cosma Shalizi has posted some delightfully curmudgeonly hot takes on attention and transformers: bactra.org/notebooks/nn-a…

This is a letter Feynman wrote to a former student who wrote congratulating him for the Nobel. I’ve posted it before but I really find it worth it to read especially as a student or early stage research person.

Picked up this little gem of a book from a shelf at Quantitative Brokers. It is a lighter read compared to other similar books. #quant #quantBook #quantTrading

Arkadi Nemirovski is now writing a book on **Linear Optimization**. Introduction to Linear Optimization a.co/d/2DmdXOB

Econometrics in Central Park

How do I explain to Neurips reviewers that there is no point in experimental validation of adversarial online/bandit algorithm? Any advice Gergely Neu Francesco Orabona ?

my latest blog post in the Online Portfolio Selection series - the Soft Bayes algorithm. I give a quick summary various portfolio selection strategies. Plus, check out my experiments with real-world datasets to compare these methods. sudeepraja.github.io/OPS6/

Probably just selling options to the retail flow.