self taught hedge fund quantitative macro tradooor
Joined March 2023
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qm retweeted
@quantymacro hopes it's ridge regression
qm retweeted
I love it when people don’t admit they said some bullshit because they have tens of thousands of loyal followers and they don’t want to lose face in front of them. Fortunately humility, logical reasoning and accepting own mistakes aren’t important in quant research. Right?
qm retweeted
Some good stuff in here!
I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe
Lowkey-Advanced Ridge Regression (Part I)
as usual giving access to the lucky ones who RT
stolen content from @ryxcommar @AgustinLebron3 @JessicaNutt96 @negativecnvx
qm retweeted
Really thoughtful post (and appreciate the shouts) here and touches on a lot of stuff I don't know...
yes I finally wrote about it.
defo my longest article so far.
as usual giving access to some who RT
reference:
@__paleologo @KrisAbdelmessih @AgustinLebron3
qm retweeted
I read this, it's good, I guess my only comment would be that I would be careful about taking my opinions as facts because I know many successful PMs who do things completely differently to me and it clearly works for them 😅
qm retweeted
This is a nice post from @quantymacro on LASSO vs Ridge.
But what I really want to highlight is the use of simulation to gain intuition for how a thing works.
I’ve always thought this approach was severely underrated for developing intuition.
quantymacro.com/all-my-homie…
qm retweeted
this is good
new post dropped:
Should you combine positions or signals? (Part I): Having your cake and eating it too
quantymacro.com/combineposit…
🌎incorporating views on the signals in extracting assets' expected returns
🧙♀️integrating factor risk model
🤔trickiness of combining signals of different horizons
featuring stolen tweets from:
@therobotjames @robertmartin88 @macrocephalopod @experquisite
qm retweeted
very fair point, my bad. okay I’ll try to give a better pitch w/o PII. I’m a macro tradoorr at Citadel/MLP/P72. I’m building the FX book for the pod so I do everything from infra, strat research, port optimisation etc. We can talk about any of those topics :)
