Serving the Quantitative Finance Community

Search found 9 matches

by snowde
December 16th, 2021, 11:42 am
Forum: Careers Forum
Topic: are recruiters truthful?
Replies: 5
Views: 9746

Re: are recruiters truthful?

I have witnessed that their is now a mix between demand and supply side recruiting through very appealing and glitzy job posts being posted on recruiters personal profile, Selby Jennings standing out as the leader of this method.
by snowde
December 16th, 2021, 11:39 am
Forum: Careers Forum
Topic: Buy Side Data Scientists
Replies: 2
Views: 15190

Re: Buy Side Data Scientists

There a wide range of institutions with buy-side data-science experts, I can list and rate a few here. ADIA Global Science Lab ★★★★★ Arabesque ★★★★★ Capital Fund Management ★★★★★ DE Shaw ★★★★★ Goldman CoreAI Research ★★★★★ JP Morgan AI Research ★★★★★ Millennium ★★★★★ MAN Group ★★★★★ Two Sigma ★★★★★ ...
by snowde
December 16th, 2021, 11:31 am
Forum: Programming and Software Forum
Topic: Julia in finance
Replies: 8
Views: 12113

Re: Julia in finance

I think this article is really telling, its an excellent exposition of some of the problems with Julia https://viralinstruction.com/posts/badjulia/
by snowde
December 16th, 2021, 11:27 am
Forum: Numerical Methods Forum
Topic: 100 millions time faster than ODE methods
Replies: 43
Views: 32359

Re: 100 millions time faster than ODE methods

One of my colleagues at The Turing has taken this even further with Neural-SDEs https://arxiv.org/abs/2007.04154
by snowde
December 16th, 2021, 11:24 am
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 879
Views: 213373

Re: End of bitcoin?

In my opinion the electricity consumption poses a much larger threat to Bitcoin as opposed to exchanges, governments, and institutions, energy usage has become a cultural issue, and culture is the important dynamic at play for the acceptance of currency. You can track the energy usage here,  https:/...
by snowde
December 16th, 2021, 11:19 am
Forum: Technical Forum
Topic: If you are bored with Deep Networks
Replies: 534
Views: 160148

Re: If you are bored with Deep Networks

There has recently been some good research done in Yandex showing that compressed neural networks could in fact beet gradient boosting models like XGboost, it's worth a read https://github.com/yandex-research/rtdl
by snowde
December 16th, 2021, 11:17 am
Forum: Technical Forum
Topic: Is the type of mathematics found in finance limited?
Replies: 112
Views: 62544

Re: Is the type of mathematics found in finance limited?

The mathematics of finance is a constantly growing field, using ArXiv data one can see mathematical finance in turquoise as a burgeoning field.
Image
by snowde
December 16th, 2021, 11:13 am
Forum: General Forum
Topic: Renaissance technology
Replies: 29
Views: 205230

Re: Renaissance technology

Professor Bradford Cornell wrote about the 'impossibility' of RenTech's success here , saying that "Over the period from the start of trading in 1988 to 2018, $100 invested in Medallion would have grown to $398.7 million, representing a compound return of 63.3%." and "to date, there i...
by snowde
December 15th, 2021, 9:35 am
Forum: Book And Research Paper Forum
Topic: Quant Finance Research Aggregator (Biggest yet)
Replies: 1
Views: 7661

Quant Finance Research Aggregator (Biggest yet)

ML-Quant Research I wanted an easy way to get a pulse on hundreds of Quant research insights produced every day. The dashboard helps me check Twitter, LinkedIn, ArXiv, GitHub, Journals and hundreds of blogs every day, and I thought some of you would like it too https://www.ml-quant.com/ After attem...