Passionate about Quantitative Finance. My views are my own.
Joined June 2010
- Tweets 247
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- Followers 2,371
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7 Photos and videos
3 Aug 2024
I normalised the time series of the past 2 halvings to start at 100 (excl. 2012). This is the first 200 days of the 2016, 2020 and 2024 halving cycles. (Green = 2024, Orange = 2020, Blue = 2016). I think we need to remain patient and wait another 3 months for the supply shock.
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__tomcusackhuang retweeted
19 Mar 2023
WORLD WAKING UP to the fact that a bank deposit is an unsecured loan to a leveraged counterparty, that the FDIC insurance fund only has $128bn, that total deposits in US commercial banks=$17.6 trn, &...here's the big one: that money itself is a confidence game (always has been)🤔
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__tomcusackhuang retweeted
8 Oct 2022
What is a Credit Default Swap?
(and wtf is going on with Credit Suisse?)
"Lehman-like collapse" flooded the news this week as spreads on $CS hit 2008 levels.
But first, what is a CDS spread? What # is "bad"?
Quick breakdown on what this all means and why it matters:
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__tomcusackhuang retweeted
8 Apr 2022
In cryptography academia:
Multi signature schemes: n-of-n participants need to cooperate to sign
Threshold signature schemes: t-of-n participants need to cooperate to sign
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6 Jul 2020
I wrote a piece on Medium about signals to watch out for for a second market crash medium.com/@__tomcusack/bear…
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2 Jul 2020
"Investors could be forgiven if they thought Tesla was in the [S&P] already. The company is bigger, ..., than every other auto component of the S&P combined. What’s more, Tesla’s market value would be just outside the top 20 companies in the entire index." barrons.com/articles/boeing-…
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2 Jul 2020
Q3 has started off <0.5 on the CBOE put/call ratio again. Excessive bullishness again? ycharts.com/indicators/cboe_…
2 Jul 2020
The BoJ now owns 80% of all ETFs domiciled in Japan. The US is following suit, being a top 5 holder of Corporate Bonds. Central Banks may think they're helping, but they're destroying the financial markets.
3 Jun 2020
An interesting signal is when the put/call ratio drops < 0.5. It typically denotes an over-bullish market and indicates a sharp drop is coming. #MacroCharts
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20 Jul 2019
O(1) Implementation of a string uniqueness check. I'm looking for feedback. How can I improve the algorithm? codereview.stackexchange.com…
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27 Jun 2018
itertools.combinations is a super convenient O(N) way of getting permutations of an iterable. I can't believe I hadn't discovered it sooner. Thanks @raymondh!
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24 Jun 2018
I just published “How I approach coding interview questions” medium.com/p/how-i-approach-…
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15 Apr 2018
Blockchain has a lot of high-level videos and articles written about the technology, but high-level explanations, I believe, can be counter-productive. I help beginners get inside the new technology through coding out your own blockchain towardsdatascience.com/block…
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__tomcusackhuang retweeted
19 Jan 2018
“Calculating the Risk-Weighted Asset of a loan (using Advanced-IRB) is surprisingly challenging, considering the amount of literature there is online. ” by @__tomcusack buff.ly/2D6fcny
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11 Nov 2017
I've been trying to get complete mastery of the collections module recently. You guys really should check out the Counter module if you haven't already: pymotw.com/2/collections/cou…
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14 Oct 2017
New research claims Hidden Markov Models predict the stock market more accurately than using traditional models like ARMA
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10 Oct 2017
I just published “How to Teach Coding in the Classroom” medium.com/p/how-to-teach-co…
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1 Oct 2017
I just published “How I got ~98% prediction accuracy with Kaggles Titanic Competition” medium.com/p/how-i-got-98-pr…
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