Paul Bilokon

Announcing the alpha release of torchtune! torchtune is a PyTorch-native library for fine-tuning LLMs. It combines hackable memory-efficient fine-tuning recipes with integrations into your favorite tools. Get started fine-tuning today! Details: hubs.la/Q02t214F0

A terrific #Quant conference put together by #SQA and #CFA societies in NYC. Yours truly on an #altdata panel discussing #flows, #HFT, #AbleMarkets, #AI, #unsupervisedlearning benefits and more. #fintwit

Deep Learning with Reinforcement Learning on Order Books pm-research.com/content/iijjfd…

Global and local drives of Bitcoin trading vis-a-vis fiat currencies ecb.europa.eu/pub/pdf/scpwps… #QuantLinkADay

Full house at the @thalesians seminar today hosted by @GRESEARCHjobs. Rob Carver @investingidiocy is presenting his latest book on #futurestrading. Also sponsored by @kxsystems @turnleafan @PacktPub

Why do Factor Investing strategies fail? To find the answer, read "Causal Factor Investing" (Cambridge University Press, 2023). This monograph can be downloaded for free here: bit.ly/46GN5Zw

@0xnerdtard Thanks a lot for this info, very interesting!

@bilokon As a matter of fact they’re using quadratic utility functions just like your recent paper

vibe ✅

Amazon will invest as much as $4 billion in Anthropic, bagging a crucial partner in its effort to become a major player in generative artificial intelligence #AI bloomberg.com/news/articles/… via @technology

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What is Driving Inflation—Besides the Usual Culprits? papers.ssrn.com/sol3/papers.cf… #QuantLinkADay

Transformers versus LSTMs for electronic trading arxiv.org/abs/2309.11400 #QuantLinkADay @bilokon

@nvidia @NVIDIAGeForce @NVIDIAGeForceUK

Have you used #timeseriessignatures to classify #market regimes? Read the paper by Jacquier,@bilokon, and McIndoe (@imperialcollege) to find out how to do it: papers.ssrn.com/sol3/papers.cf…

How can you speed up the #greeks computation for European and Asian #options using #GPU? Read the preprint by Pierre-Antoine Arsaguet and Paul @bilokon (@imperialcollege) to find out: papers.ssrn.com/sol3/papers.cf…

C++ Design Patterns for Low-latency Applications Including High-frequency Trading arxiv.org/abs/2309.04259 #QuantLinkADay

From #deepfiltering to #deepeconometrics: can #neuralnet #deeplearning based filters outperform particle filters in #stochasticvolatility models for #OptionsTrading? It turns out that they can - see the latest paper by Robert Stok and Paul @bilokon: papers.ssrn.com/sol3/papers.cf…

Thank you to @piterbarg for giving an excellent @thalesians talk on new approaches to #ArtificialIntelegence hosted by G-Research and supported by G-Research, @kxsystems, First Derivatives, and @turnleafan

My condolences to the @RoyalFamily, my country and the world on the passing of a great monarch

It’s a pleasure to welcome David Foster of @davidADSP at #level39 @Level39CW. David is a leading expert on #generative #ml #ArtificialIntelligence and a member of the @MLIcert faculty teaching generative methods to our students.

Adithya Sireesh of @imperialcollege is introducing #QuantumComputing at a @hudson_thames and @thalesians event at #level39