If you want me to write some quant related threads, please propose some topics below 👇 👇 👇
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Someone asked about validating strategies and I can’t find their comment now. Anyways for history sake - it’s here:
elPythonQuantador@ThePythonQuant
I’ve been asked to write a thread on how to validate systematic strategies. It can be difficult because each strategy is slightly different in nature, but a bit of maths can go a long way. Apologies if I’ve missed anything, and if so, please leave a comment! 🧵
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On some personality traits you come across in finance
elPythonQuantador@ThePythonQuant
Finance personalities are the most diverse: hands down. With diverse backgrounds, but acute aptitude, it’s full of personality. In this thread, I’ll explore some common personality types you might encounter and how to navigate interactions with them. A 🧵
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@ThePythonQuant Scaling things under various levels of uncertainty around what the distribution might look like
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@ThePythonQuant would be cool to hear about industry trends over the past 5 years (new techniques, migration to new asset classes, overall flows into asset class, talent pool with tech, use of alt data, frequency / market making, crypto, retail trading) -- know that's a bit broad / vague
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@ThePythonQuant Examples of transforming signals from, e.g., ML model (or whatever), to positions. Literally, the moment you get a signal from somewhere, what do you do with it.
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@ThePythonQuant How do I forecast when the voices in my head will leave me alone
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@ThePythonQuant What is your process to decide that it’s time to switch a strategy “off”?
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@ThePythonQuant Vol surface fitting for illiquid products with very few reference points
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@ThePythonQuant What kind of (risk-adj)returns are considered good for mid-freq. hedge fund quant trading? e.g. SR 0.5, 1, 1.5...(Assuming not too high a skew, because that would complicate the question.)
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@ThePythonQuant Hello Sir Plss Give Some Tips For Beginners how to dive in to quant if uh are new to everything #plshelp
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@ThePythonQuant Tell us about how you ended up doing hft. What you started with, what helped most/least along the way.
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