Sylvain MICHEL

[Sylvain MICHEL @20Syl_m]

@Burning_Lotuz @RemixMTG @mtgbanding Wait which format is that for ? Also great looking deck !!!

[Sylvain MICHEL @20Syl_m]

@Retro_gamer_27 @fireshoes This foil swamp !!! And congrats!

[Sylvain MICHEL @20Syl_m]

@quantymacro Retweeted as well.

[qm @quantymacro]

new post dropped

long, long, long thoughts on backtesting in low frequency space.

ref: @macrocephalopod @therobotjames @choffstein @__paleologo @ThePythonQuant @experquisite (yes I did say it's long)

as usual giving access to some who RT

[Sylvain MICHEL @20Syl_m]

@QuantINsider_IQ LOB

[Quant Insider.io @QuantINsider_IQ]

We have replicated 2 Models (Deep Learning and Stochastic Differential Equations Based Models) from the paper "Limit Order Book Simulations: A Review" by JP Morgan and University College London. 🧵

Like, Retweet and comment "LOB " to receive the code.

[Sylvain MICHEL @20Syl_m]

@100trillionUSD "several AI start using bitcoin to autonomously arb tradfi." Please elaborate...

[Sylvain MICHEL @20Syl_m]

@mtgbanding This looks like what dreams are made of !! (That foil shadowmage 🔥)

[Sylvain MICHEL @20Syl_m]

@BlackSwan_ptf Alongside the other recs, "When Genius failed" is fantastic!

[Sylvain MICHEL @20Syl_m]

@mtgbanding @seelamsettys Yeah my prison shell used grifters, orb and back to basics in mono U with gush and daze. Testing to be continued!

[Sylvain MICHEL @20Syl_m]

@mtgbanding @seelamsettys Thanks Phil ! I tried lots of different versions like UR for grim lavamancer / bolt or UB for shadowmage infiltrator / duress. Mono U with more prison aspects was interesting too.

[Sylvain MICHEL @20Syl_m]

@_deepdiveStocks Which software are using to chart this please? The coloring is interesting. I assume it has to do with how many moving average it is crossing.

[Sylvain MICHEL @20Syl_m]

@PKycek Trend

[Sylvain MICHEL @20Syl_m]

@pudingovsky @quant_arb Paul glasserman. Monte carlo methods in financial engineering