Yannick Kälber
122 posts

Yannick Kälber
@YannickKae
Portfolio Manager @ Universal Investment - Derivatives & Quant Solutions
Munich & Frankfurt, Germany Katılım Ocak 2018
1.1K Takip Edilen2.9K Takipçiler

@YannickKae @W98AB I’m from Berlin, tell me more about it 😂
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@W98AB @volatilitysmile Germans aren't just known for cars & dark history from a century ago, but also for techno & fetish.
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@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.
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@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…
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@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.
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Ironically Germans probably work the least, but they do work efficiently. Greece rating themselves the most hardworking and most corrupt is probably accurate tbh
eigenrobot@eigenrobot
this is my favorite survey
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@W98AB recently saw this music video with EsDeeKid and Timothee Chalamet and I have to admit, this accent goes hard on him.
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@J_lacasse89 @__paleologo 👍🏽, it seems to be common among investment consultants.
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@__paleologo surprisingly a number of investment consultants still use it
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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…
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@__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.
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@joshuarolson Parents who sacrifice their kids' privacy for likes from (anon) strangers, need to touch some gras & rethink their priorities.
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@W98AB Good question. Never noticed specifically weird formulations or answers when prompting in German.
I'll have a look.
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@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
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@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.
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@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.
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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…
cephalopod@macrocephalopod
Correlation between your signal and future returns is an important metric in quant trading. But what is a “good” correlation? Here’s a simple way to think about it.
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Yannick Kälber retweetledi

New Contributor: A Linear Regression's Predictions are a Relevance-Wtd Avg of Past Outcomes [Yannick Kalber] dlvr.it/TQzZfV
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