MacroJazz

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MacroJazz

MacroJazz

@MacroJazzQuant

Quant Trading & Research

London Katılım Ağustos 2011
1.1K Takip Edilen208 Takipçiler
MacroJazz
MacroJazz@MacroJazzQuant·
@RupertLowe10 Would you form a coalition with the conservatives if you had too?
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Rupert Lowe MP
Rupert Lowe MP@RupertLowe10·
Restore Britain is making an immediate impact - historic for a party launched less than two weeks ago. This will go much, much higher.
Rupert Lowe MP tweet media
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Circe
Circe@vocalcry·
Gun to my head I cannot name a single Kid Rock song
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Suffragent
Suffragent@Suffragent_·
NEW‼️1,189 men invaded England in just THREE days: 🟥13 December: 737 🟥14 December: 52 🟥17 December: 400 All will get 'free' accommodation, food, clothes, phones & pre-loaded credit cards. Merry Christmas!🎅
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PeterSweden
PeterSweden@PeterSweden7·
Sweden used to be one of the safest countries in the world. Now it is is not. Malmö is ranked as dangerous as Baghdad. The number of reported r*pes has increased by over 2300% in the last 50 years. We now have 65 no-go zones. Something went very wrong.
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Rob Dyrdek
Rob Dyrdek@robdyrdek·
In 2015 I built a spreadsheet that would change my perspective on time forever. I realized time had a clear structure and everything unfolded in this structure. This Rhythm of Existence capacity planner is the genesis of what existence.io would become 10 years later.
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Gappy (Giuseppe Paleologo)
Gappy (Giuseppe Paleologo)@__paleologo·
Jim Simons: Life and Philanthropy. A new short documentary. 1/2
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Olivier Blanchard
Olivier Blanchard@ojblanchard1·
A wide set of opinions on the probability of a global debt crisis. international-economy.com I am less worried than some. Debt crises in some countries for sure, especially among the poorer ones, but also in some more advanced. But global crisis, no.
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Nishant Kumar
Nishant Kumar@nishantkumar07·
The world’s biggest hedge funds made the most of trading opportunities sparked by Donald Trump’s reelection last month, keeping the industry on track to post its strongest returns in at least four years. bloomberg.com/news/articles/… via @business
Nishant Kumar tweet media
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Quant Science
Quant Science@quantscience_·
2. Quantitative Momentum A practitioner's guide to building a momentum-based stock selection system. This book will guide you towards momentum factor portfolio construction.
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Quant Science
Quant Science@quantscience_·
2 books every algorithmic trader needs:
Quant Science tweet media
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Joe Weisenthal
Joe Weisenthal@TheStalwart·
The math that explains how multi-strat funds make money. One of our best yet on the topic. @tracyalloway and I talk to Dan Morillo, co-founder of Freestone Grove and former head of Equity Quant Research at Citadel, on why pod shops keep raking in $$. bloomberg.com/news/articles/…
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cephalopod
cephalopod@macrocephalopod·
One more post about RenTech because it gives me an excuse to talk about Sharpe ratio, autocorrelation and scalability. One thing that’s a bit surprising about RenTech returns is that their Sharpe ratio is “only” about 2.1 gross and 1.9 net.
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