Personal opinion | From time value of the money to online #MachineLearning and #AI in #Finance and decision making
Joined May 2019
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Pinned Tweet
25 Sep 2019
Speculation is the highest degree of financial mastery.
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AFinance retweeted
18 Oct 2021
Kernels is all you need:
"Kernel methods don’t overfit and do generalize well to test data without any need for regularization, similar to neural networks and contrary to what you’d expect from traditional learning theory."
#AI #MachineLearning
quantamagazine.org/a-new-lin…
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AFinance retweeted
4 May 2021
Financiers are always forced to act in conditions of incomplete information or deception. A good financier knows how to intuitively find the point of a guaranteed solution. In the language of quantitative finance, it is to be in the positive zone beyond the phase transition point
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AFinance retweeted
29 Apr 2021
Nice publication with academic decorations.
But decomposition into components, tricks with kernels always gave very good results. Better and faster with online KPCA tricks.
#AI #MachineLearning
github.com/google-research/g…
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29 Apr 2021
RT @AppliedMLdev :
Performers.
Using only linear space and time complexity.
It looks like that's all.
#AI #MachineLearning
arxiv.org/abs/2009.14794
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6 Jan 2021
Well said. It is important not to forget B. Graham, who in his famous book "Smart Investor" in the 1975 edition indicated that he had ceased to understand the stock market.
6 Jan 2021
To my fellow quants: this is a major rotation from quant to fundamentals or from single-name equities to fx and commodities. It does not mean stat-arb or factor investing is are through, but definitely the action will move macro-trading. Brush up your Soros! (Hi, Nassim.)
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7 Jan 2021
The money and debt markets are the main professional markets. By the way, Bachelier studied the diffusion of supply and demand in bonds. Everything is logical. Back to basics.
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6 Oct 2020
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AFinance retweeted
5 Sep 2020
Cash flow and bet size analysis is stronger.
Actually thanks to this approach the main discovery of the last century was made by financier L. Bachelier : the Brownian motion.
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AFinance retweeted
5 Sep 2020
Good work about superficial methods of analyzing financial markets.
But...
3 Jun 2020
I read all the recent-ish value research so you don't have to. Here's my guide to the debate over whether the factor's dead or alive: bloomberg.com/news/articles/… via @markets
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3 Aug 2020
Fully managed investment. Nowcasting is not hurt.
3 Aug 2020
Microsoft is continuing talks to buy TikTok’s operations in the U.S. following a discussion between CEO Satya Nadella and President Donald Trump trib.al/I5Usxtr
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16 Jul 2020
This is the physical meaning of creating indexes.
16 Jul 2020
Stocks have higher returns and institutional ownership when they enter an index. Interestingly, their *competitors* who are index incumbents also see higher returns
papers.ssrn.com/sol3/papers.…
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AFinance retweeted
18 Jun 2020
According to @lopezdeprado: In 1899 K. Pearson wrote a paper warning that Correlation is not Causation. While most statistics books incorporate this warning in the first chapter, subsequent chapters tend to ignore it. Theories matter.
#investments #finance
Everything is the same, and that looks bad trib.al/EFqqCvh
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16 Jun 2020
Thanks but... Fama could not achieve a good result even with 5 factors, while the main scientific discovery of the last century - the analysis of diffusion from the theory of the game and speculation by Louis Bachelier is based on only one factor - buy /sell orders
15 Jun 2020
Alert for quants: Two researchers have put up all the data and code reproducing nearly all equity factors (all 200 of them)
papers.ssrn.com/sol3/papers.…
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AFinance retweeted
10 Jun 2020
Extrapolating the spectacular performance of GPT3 into the future suggests that the answer to life, the universe and everything is just 4.398 trillion parameters.
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AFinance retweeted
1 Jun 2020
Pure numerical methods are how to enter through the window when there is a door. Well, thanks to statistics, you can be at the wrong time and in the wrong place
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3 Jun 2020
The financial analysis, as acknowledged by its author B. Graham, actually became useless in 1975.
The time of quantitative analysis methods had begun. The question is data quality and a return to the origins of game theory and speculation - Louis Bachelier.
#AI #ML #investments
3 Jun 2020
A great graph from an article illustrating supply and demand. The main discovery of the last century: the Brownian motion based on the analysis of the diffusion of supply and demand was made in 1900 by the financier Louis Bachelier.
#investments #AI #ML.
smart-lab.ru/mobile/topic/62…
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AFinance retweeted
28 May 2020
There are several aspects in which any economist, accountant, and statistician make mistakes. This is an understanding of key financial concepts, money circulation, credit relations and banking. Moreover. They often base their findings on Yahoo Finance data.
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AFinance retweeted
2 May 2020
Show me a Sharpe and i'll show you a crook
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AFinance retweeted
10 Apr 2020
Well, and after signing, following an old saying : "Buy the rumor Sell the fact", profit taking, if any, or simply closing positions. Because further - only complete trash.
#OPEC #oil #markets #Finance #Investments
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10 Apr 2020
The bureaucrats met in Vienna, idly ate a national dish - sacher. At the same time summed up big short game. Just in case, they signed a paper.
Whoever was trickier closed short positions, possibly opened long ones in oil futures.
Only semantic #AI methods could help.
10 Apr 2020
Would be interesting to know what is behind the scenes: the military operations in Yemen, the purchase of shares in european companies, operations in open markets. There is reason to believe that some participants before the negotiations opened long positions in oil futures.
#Oil
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