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02:03 Duality’s strategy and why it uses ML 11:02 How Duality uses machine learning 15:33 Interpretability and overfitting 29:40 Spot flawed ML strategies 36:46 Mean field games 52:05 Lessons from Jim Simons 54:22 Physics and finance risk.net/cutting-edge/7… #quant #ml

visualize 3D order book for fun: 3dorderbook.com

cooking

MOER youtube.com/watch?v=8VsZr5…

Market is almost efficient. This is good. It means that the drivers are almost priced in, thus, the market data *just* needs to be untangled and analyzed in order to back out some of the (abstract) drivers. I don't even need to know what are the drivers, as long as they predict.

oh well

Evaluating a model on training data is like asking your mom if you look good.

my quant

I remember having this as alarm clock