2kquant @2kquant

Paris, France Joined June 2015

Tweets

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75
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Roan @RohOnChain

3 months ago

x.com/i/article/2058…

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localminima @localminimaa

5 months ago

x.com/i/article/2033…

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@bryan_johnson I deleted Instagram after they rolled out the feature where your circle can explicitly see what videos you like and what you comment. That’s not “connection.” That’s surveillance wrapped in social pressure.

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2kquant @2kquant

6 months ago

@__paleologo Comet is a good tool for research too

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PyQuant News 🐍 @pyquantnews

6 months ago

The 8 dirty secrets data analysts don't tell you: • Theory <<< practice • Python is only tool • Presentation is key • Data is *never* clean • Nothing's *ever* automated • No one cares how you did it • You don't need deep learning • 99% of your time is preparing data

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Goshawk Trades @GoshawkTrades

6 months ago

Don't be shy to explore new markets. "If it's publicly traded, liquid, and amenable to modeling, we trade it." Go where the edge is.

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Goshawk Trades @GoshawkTrades

6 months ago

x.com/i/article/2021…

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2kquant @2kquant

6 months ago

Just finished Meucci's Risk and Asset Allocation, easily one of the best books on actual portfolio construction I've read. Goes way beyond textbook MPT. Real Bayesian thinking, risk budgeting, robust allocation methods. Highly recommended

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ₕₐₘₚₜₒₙ @hamptonism

6 months ago

The biggest mistake you can make in life is isolating yourself.

WALKER🪂 @maxl1am

7 months ago

What's your first reality check after reaching adulthood?

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2kquant @2kquant

6 months ago

@kingofthecoastt real

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sysls @systematicls

6 months ago

You read about index rebalance strategies everywhere, and it seems like a hedge fund darling, why? It's one of the few systematic* strategies that are extremely scalable (you can run BILLIONS in capacity), and where the economic rationale for working is easily understood. Index rebalance is all about predicting how much dollar flow is going into a stock relative to its average daily traded dollar volume. A high dollar flow relative to its usual traded dollar volume will mean the stock price will go up, and vice versa. It is beautifully simple conceptually, but VERY difficult to get right practically. A lot of PMs talk a big game about index rebal, but actually getting it right and managing your risks is NOT easy. Especially when so much of your gross returns can show up as momentum and short interest factors! --- I write below about a foundational methodology, a starting point for thinking systematically about index changes. You’ll build more sophisticated signals over time, but this framework captures the core mechanics. This methodology on systematic index change prediction crystallizes an approach many quant shops have traded for years. Comment AND retweet on THIS post to get a chance for a free article!

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2kquant @2kquant

6 months ago

@systematicls Thanks for sharing. I’m interested!

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Brandon Luu, MD @BrandonLuuMD

6 months ago

Delusional optimism is a secret to success. People who overestimate their chances work harder and persist longer. Even against the odds, that extra persistence turns failures into wins.

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2kquant @2kquant

6 months ago

@jeuasommenulle Hi, very interested in the junior PM/analyst role in Paris! I’m a recent EK graduate Could I send you a short email or another way?

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sysls @systematicls

7 months ago

MVO doesn't fail. Your inputs do. Instruments are noisy, but not your signals. You've already done the work of extracting pattern from noise. So, run your MVO on signals, not instruments. Giving a free article of choice for random retweets on either this or the article.

sysls @systematicls

7 months ago

x.com/i/article/2008…

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2kquant @2kquant

10 months ago

@LetMeCodeee CPP

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Mathieu @miniapeur

2 years ago

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Bojan Tunguz @tunguz

2 years ago

Lean into it.

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HangukQuant @HangukQuant

2 years ago

simple market maker using quantpylib. randomly selecting a few people to get access into repo. appreciate if you rt. drop a dm too, so I know you are interested, preferably with your github id/links to projects you've done that might interest me👍 hangukquant.github.io/scripts/market…