Yannick Kälber

122 posts

Yannick Kälber banner
Yannick Kälber

Yannick Kälber

@YannickKae

Portfolio Manager @ Universal Investment - Derivatives & Quant Solutions

Munich & Frankfurt, Germany Katılım Ocak 2018
1.1K Takip Edilen2.9K Takipçiler
Yannick Kälber
Yannick Kälber@YannickKae·
@RealEmirHan Bale was the perfect cast for Bruce Wayne. He had the charisma of old-money, while still being masculine enough to embody Batman. Affleck on the other hand lacks this elegance. He feels more rugged.
English
0
0
3
502
Emir Han
Emir Han@RealEmirHan·
Zack Snyder thinks only real Batman is Ben Affleck because “Christian Bale is still, like, you know, 5’10”. “I wanted Affleck, because, to me, Batman’s a big dude. Affleck’s 6’4”, you know? He’s a legit big dude. When he comes out in costume he’s scary.”
English
437
328
7.2K
1.1M
Yannick Kälber
Yannick Kälber@YannickKae·
@trikcode There is a professor, Roland Tichy’s brother at KIT, who is famous for keeping everything in German (e.g. Brandmauer instead of fire wall), which is a bit bizarre. „Keeping it German“ seems to be a Tichy family trait…
English
0
0
0
25
Yannick Kälber
Yannick Kälber@YannickKae·
@trikcode Most German universities teach at least their master's programs entirely in English. Since the majority of computer science literature & online content is in English anyway, Germans also learn & code in English.
English
1
0
0
263
Wise
Wise@trikcode·
Honest question. People who English is not their first language… how do they code?? Do Germans code in German? Do Arabs code in Arabic??
English
1K
47
4.7K
1.5M
Yannick Kälber
Yannick Kälber@YannickKae·
I kind of feel sorry for Jürgen Schmidhuber and his crusade to point out under every LinkedIn post that his academic work wasn't referenced and that he already had Yann LeCun's idea back in 2014.
English
0
0
2
241
Yannick Kälber
Yannick Kälber@YannickKae·
@W98AB recently saw this music video with EsDeeKid and Timothee Chalamet and I have to admit, this accent goes hard on him.
English
6
0
2
127
Gappy (Giuseppe Paleologo)
Gappy (Giuseppe Paleologo)@__paleologo·
PSA (obvious, but just in case): no one uses Black-Litterman. Don’t waste time on this. Don’t teach this (I am working on a course for Columbia and will work to remove it). Don’t do complicated things.
English
22
10
311
36.3K
Yannick Kälber
Yannick Kälber@YannickKae·
@istwine @istwine found another point: The admissible region is in fact the exterior of a ball in Mahalanobis space. And this boils down to a simple lower bound on the regression's R^2.
English
0
0
2
111
Yannick Kälber
Yannick Kälber@YannickKae·
Extended it to multiple signals: functor.network/user/3370/entr… Thanks again to @istwine, who carefully read through it & correctly pointed out that the admissible region for rho is not a half-space ('cause the norm vector itself would have been function of rho).
Yannick Kälber@YannickKae

I’ve written a short note providing a more general & detailed derivation of @macrocephalopod’s heuristic from this nice thread. If you’ve ever wondered about why "3 * beta", for example, here you go. functor.network/user/3370/entr…

English
1
1
7
713
Yannick Kälber
Yannick Kälber@YannickKae·
@__paleologo Agree, but, as with romantic partners, everyone looks for different things. I have a friend for whom visuals are the most important criterion in movies, or at least one of the most important. For me, that's quite secondary.
English
0
0
0
157
Gappy (Giuseppe Paleologo)
Gappy (Giuseppe Paleologo)@__paleologo·
Since we are on TV series… “A knight of the seven kingdoms” >> “House of the Dragon”. Proof that story, writing and acting beat everything else.
English
4
2
113
11K
Yannick Kälber
Yannick Kälber@YannickKae·
@joshuarolson Parents who sacrifice their kids' privacy for likes from (anon) strangers, need to touch some gras & rethink their priorities.
English
0
0
2
91
Josh Olson
Josh Olson@joshuarolson·
"Hey, Josh, why don't you ever post stuff about your kid?" TRULY great PSA. Irish, of course.
English
206
8.4K
65.9K
3.2M
Yannick Kälber
Yannick Kälber@YannickKae·
@W98AB Good question. Never noticed specifically weird formulations or answers when prompting in German. I'll have a look.
English
6
0
4
33
Bill
Bill@W98AB·
@YannickKae how does it handle german and niche german topics? I tried to use AI for some german bond market stuff last year, found it was a bit shit
English
1
0
2
219
Bill
Bill@W98AB·
Is AI good in languages that arent english? Serious Q for the people using AI who consume serious amounts of content in other languages
English
11
0
8
1.1K
Yannick Kälber
Yannick Kälber@YannickKae·
Every 2nd post on LinkedIn uses the formulation: "Not y, not x, but z." Not me, not a human, but an AI wrote this slop.
English
1
0
3
185
Yannick Kälber
Yannick Kälber@YannickKae·
@istwine @macrocephalopod Thanks for reading! True, I'll change it to an inequality. I'm rewriting the article to generalize it to multiple signals anyway.
English
1
0
3
80
istwine
istwine@istwine·
@YannickKae @macrocephalopod If you set k=0 (trade all positive signals), the formula checks x=0 and calculates 0 return (fail). But the actual strategy (buying all x>0) captures the entire positive tail of the distribution, which is highly profitable.
English
1
0
1
83
Yannick Kälber retweetledi
Quantocracy
Quantocracy@Quantocracy·
New Contributor: A Linear Regression's Predictions are a Relevance-Wtd Avg of Past Outcomes [Yannick Kalber] dlvr.it/TQzZfV
English
0
1
5
1.2K