Crypto Folio
8.3K posts

Crypto Folio
@FolioCrypto
Astrophysicist turned crypto quant. Quant/Dev @SplitCapital Formerly acquired by @CL207
Somewhere over the rainbow Katılım Mayıs 2019
1.1K Takip Edilen1.8K Takipçiler

Paging my team members who unconditionally love HMMs: I have good news.
You too, one day, will be able to smoke cigarettes.
PyQuant News 🐍@pyquantnews
RenTec uses Hidden Markov Models in trading. The technique generated 60% returns per year over 30 years. One of the co-founders of RenTec's name is in the algorithm! Here's how it works:
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@DeGatchi it's the definition of dot product.
A dot B = Sigma a_i b_i = a1b1+a2b2+a3b3+...+anbn
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