21 Oct 2024, 12:36 UTC445 views1 reactionsread 8 August 2026 Human Incentives Over Sophisticated Models: Insights from Recent Findings on Risk Management
__paleologo @ twitter
orig
The critique centers on the flawed analysis of financial incentives rather than misaligned risk models. The author argues that human behavior driven by poor incentives led to significant errors in judgment. The referenced report is characterized as akin to a Russian absurdist novel, lacking depth…
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21 Oct 2024, 08:36 UTC433 views0 reactionsread 8 August 2026 Reflecting on My First Day in the FX Market: A Journey Beginning with Harlow Meyer Savage
salr_nyc @ twitter
orig
December 12, 1988 marked my entry into the FX market, kicking off with a successful navigation of the essentials, including finding the toilets and attending the company Christmas party.
Reflecting on that time, I remember the HFT operators actively engaging at the Harlow Meyer Savage USDJPY desk in 2…
21 Oct 2024, 04:36 UTC325 viewsread 8 August 2026 Understanding the Fed Dot Plot: A Critical Look at Economic Projections and Their Accuracy
gametheorizing @ twitter
orig
The Fed's Economic Projections often miss the mark, illustrating that their members struggle to accurately predict their future decisions. This reflects a broader societal issue, where honesty and transparency are compromised for the sake of managing expectations. The Summary of Economic Project…
11 Oct 2024, 03:14 UTC309 views0 reactionsread 8 August 2026 Exploring the Predictive Power of Private Equity Data on Public Equity Returns
quantseeker @ twitter
orig
Recent findings indicate that private equity deal data from FactSet can be a valuable predictor of public equity returns, encompassing both general market performance and specific sector outcomes. This underscores the interconnectedness of private and public market dynamics, implying that savvy investors can l…
9 Oct 2024, 07:14 UTC269 views3 reactionsread 8 August 2026 Understanding the Different Types of PCA: A Simplified Guide
PtrPomorski @ twitter
orig
PCA can often create confusion, but it’s crucial to distinguish between its variants. First, standard PCA is exclusively linear. KernelPCA introduces non-linearity by utilizing a selected kernel, expanding analytical capabilities. For massive datasets, IncrementalPCA serves as a linear PCA alternative that processes data in chu…
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9 Oct 2024, 03:14 UTC205 viewsread 8 August 2026 Enhancing Feature Diversity: Insights from Early Quantitative Experimentation
BeatzXBT @ twitter
orig
Diving into advanced feature engineering, I've leveraged new datasets to diversify my models, though the performance hasn’t yet yielded significant alpha. Shared code for reproducibility; though it's pretty basic, it's user-friendly. My initial features from 6 months ago laid the groundwork for subsequent iteratio…
8 Oct 2024, 23:14 UTC173 viewsread 8 August 2026 Understanding Assumptions and Best Practices for Candlestick Close Prices
crypto_hades @ twitter
orig
1. When calculating candlestick close prices, relying solely on the last trade price can lead to inaccuracies, especially in low liquidity environments like trading shitcoins.
2. Consider alternatives such as midprice, microprice, VWAP, or TWAP for a more accurate representation of close prices, as outdated last t…
6 Oct 2024, 03:14 UTC165 views0 reactionsread 8 August 2026 Exploring the Viability of Low Win Rate Strategies in High Frequency Trading
larpcapitalwc @ twitter
orig
There’s substantial potential for decent risk premia in low win rate strategies, provided you execute a high volume of trades. Picture holding a strategy with a mere 10% win rate and only one trade per day; it’s a psychological challenge. After enduring 20 consecutive losses, maintaining confidence to keep tra…
5 Oct 2024, 23:14 UTC275 views6 reactionsread 8 August 2026 Exploring the Top Craft Beers for Quantitative Analysis in Flavor Profiles
therobotjames @ twitter
orig
Garage beers and shed beers dominate the craft beer conversation right now—both are praised for their quality and distinct character. The community is unanimously on board, with shed beers often considered their close cousins. There's a clear consensus that trying these beers can be a transformative experience, …
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5 Oct 2024, 19:14 UTC176 viewsread 8 August 2026 Enhancing Mean Reversion Strategies: Adjusting Lookback Periods and Volatility Thresholds
GoshawkTrades @ twitter
orig
Mean reversion strategies can falter during sudden volatility spikes. A straightforward adjustment, such as shortening the lookback period or setting a minimum volatility threshold, can enhance performance significantly. This tweak has been beneficial for improving various strategies. We've assist…
4 Oct 2024, 11:14 UTC132 views3 reactionsread 8 August 2026 Leveraging Rust in Delta 1 MM System: A Timely Production Rollout Amidst Market Challenges
0xLoris @ twitter
orig
We're officially integrating Rust into our Delta 1 mm system after a year of pushing through the bear market. We deployed at 3:50 PM on a Friday before a long weekend. Big thanks to the team for their hard work to make this happen. Zig looks promising, while Redis isn’t hindering our performance. We pr…
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1 Oct 2024, 22:18 UTC141 viewsread 8 August 2026 Embracing the Basics: The Value of Starting from the Fundamentals in Quant Finance
quantymacro @ twitter
orig
I find value in embracing the basics; they’re the foundation for deeper understanding. Critics labeling my insights as "too basic" miss the point—it's a signal of growth potential. Sticking to fundamentals at this stage sets me up to tackle more complex topics down the line. If I'm already advanced and sti…
Showing the 12 most recent of 20 posts we hold for @quant_feed. View and reaction counts are the latest single reading for each post, not a live figure, and a recent post is still accumulating both. A view count marked ≈ was rounded by Telegram before we ever saw it — t.me prints views in full below 1,000 and to three significant figures above, so ≈1,200,000 means somewhere between 1,150,000 and 1,249,999. Unmarked counts are exact. Text is reproduced from the public post preview and truncated for length.