Tools of the trade: Claude Cowork with skills and Obsidian: a very powerful combination. Since the files are local and simple markdown, there are no sync issues.
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Arto Thurlin 🚢
988 posts
Arto Thurlin 🚢
@art_thu
PhD in Finance | Quant Asset Manager | I write about Quant and Systematic Trading| @[email protected] https://t.co/BfHnWSwlbj
London, UK Katılım Haziran 2009
1.2K Takip Edilen461 Takipçiler
A no-brainer for anyone interested in this field.
The Thalesians@thalesians
🚨 LONDON | IN-PERSON | LIMITED SEATS 🚨 A Weekend with Rob Carver: Backtesting Properly 📍 Imperial 🗓 Sat 7 – Sun 8 March 2026 This is not: ❌ AI hype ❌ ML buzzwords ❌ “Here’s my secret strategy” nonsense meetup.com/thalesians/eve… #Quant #SystematicTrading #London
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Kospi200 volatility is very high. Why? This is a compelling story. Structured products and flow generated by them. IV is still close to 50 1 month out. russell-clark.com/p/what-the-hel…
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Online ML Finance seminar today. Should be worth a listen! sites.google.com/view/mlfinance…
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Self-recommending
a16z crypto@a16zcrypto
Our latest State of Crypto report is here. The main theme for the year is the maturation of the crypto industry: • Traditional financial institutions and fintechs launched crypto products • DeFi and stablecoins went mainstream • Blockchains got faster and cheaper • The regulatory shift in the U.S. revived builder confidence Find the full 2025 State of Crypto report here: a16zcrypto.com/posts/article/… See below for a few highlights.
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Thanks everyone who came to my commodities panel with Paul @bilokon and Oudom Dy @quantstrats - covered many topics to how each commodity is different, regime shifts (eg batteries) and much more! (Thanks @art_thu for the photos!)
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Great talk from Paul @bilokon discussing the path from static alpha models -> adaptive, learning systems -> autonomous market ecosystems @quantstrats
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A new book: "Deep Learning in Quantitative Trading"
#description" target="_blank" rel="nofollow noopener">cambridge.org/in/universityp…
Code available here: github.com/zcakhaa/Deep-L…
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Food for thought. Thanks for sharing @__paleologo
Gappy (Giuseppe Paleologo)@__paleologo
Here are the slides I used at MIT today for the talk "Buy-Side Equity Quant Analysis: Tools and Open Problems". The talk is very high-level, and reuses some problems I described at a Fordham's conference last year. There is little new, but... ok, there's little new on this topic in my brain. tinyurl.com/bam-mit-2025
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#CBOE #VIX Index Decomposition Tool
An intriguing method to analyze changes in the #VIX. The August 2024 spike and this year's "Liberation Day" in April appeared similar. However, sentiment remained notably more bullish during the April spike.
White paper:
cboe.com/insights/posts…
Podcast with the inimitable @jam_croissant:
toptradersunplugged.com/podcast/volati…
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@HariPKrishnan2 Lots of food for thought here, including the conference. thank you!
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1/ The Demise of a Tail Hedge? Today's thread was partially motivated by a panel I'll be joining in September: enteringthefall.simplify.us
As usual, we've relied heavily upon the Allasso backtesting and analytics engine: allas.so/ohk
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Trading agent. Paper and code.
arxiv.org/abs/2412.20138
code here:
github.com/TauricResearch…
I was able to get this up and running in < 10 minutes!
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Stoikov market making using the Hummingbot trading engine @_hummingbot.
papers.ssrn.com/sol3/papers.cf…
Unfortunately, the paper does not include code. Hummingbot of course already have an earlier implementation of the Avellaneda & Stoikov paper: hummingbot.org/strategies/ave…
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