Brian

Quant，Chinese

[Brian @BrianBaie]

@weather_and_law In the rust code, why did you put `let mut rng = rand::thread_rng()` inside the loop? That is the most time comsuming part. And it print too many times, shouldn't you benchmark the calculation process rather than print function call process?

[新闻调查 @xinwendiaocha]

这个族群的蠢和坏，全球出名了

[Gautier Marti @GautierMarti1]

Great book.

[Saeed @saeedamenfx]

Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation https://t.co/OIEf780Xn0 #QuantLinkADay

[Saeed @saeedamenfx]

Volatility Timing: Why Risk-Based Rules Outperform Naïve Diversification https://t.co/NoPhplFwaz #QuantLinkADay

[Cuemacro @cuemacro]

"Hundreds of quant papers from #QuantLinkADay in 2022" collected together all the links in one article

https://t.co/FBl56p9aI8

[Ralph Sueppel @macro_synergy]

"Pairs trading with copulas": "Select pairs...Fit marginal distribution...Transform to make [them] uniformly distributed...Fit copula...Use fitted copula to calculate conditional probabilities...Enter long-short when probabilities fall outside bands." https://t.co/d7KagBX12e 🇺🇦

[Carl Carrie (@🏠) @carlcarrie]

Deep Learning Statistical Arbitrage paper

https://t.co/jdWtdQ5s9m

[Darren r-σ²/2 @ReformedTrader]

Risk Parity for Multi-Asset Futures Allocation – A Practical Analysis of the Equal Risk Contribution Portfolio (Bucher, Osterrieder)

"A risk parity portfolio is constructed using assets from four asset classes and based on a rolling window of 300 days."

https://t.co/Js6jbB7wZw

[Brian @BrianBaie]

@tseng_timothy @Negaker_J 加我微信，这两天买药被骗都被搞抑郁了，一点小钱，倒不是钱的问题，只是好奇为啥骗子这么多啊，就为了骗一点买药钱。

[Brian @BrianBaie]

#利他林
我发现推特上卖药的全是骗子，��么单号，截图，聊天记录一个都不要信。像这种头像以及相近Id的，大家擦亮眼睛了

[Brian @BrianBaie]

@Negaker_J 我没有，我也很想知道。咱们加个微信，以后有渠道了好分享，baiding110

[Brian @BrianBaie]

@wuyilaodong @polyakovayuniya 我也被骗了，也是要我加钱，我就知道是骗子了，看我主页。哥们加个微信，有货源了可以互通一下baiding110

[Brian @BrianBaie]

@bobobibi185 为啥成人都可以诊断为adhd？我的急需吃专注达

[Brian @BrianBaie]

@wangshuo991 @GajwR2f4b2DqK1M 这个人是骗子，看我主页

[Brian @BrianBaie]

@GajwR2f4b2DqK1M 这个人卖利他林的骗子，大家都看好了，钱打后人没影了#利他林

[Brian @BrianBaie]

@GajwR2f4b2DqK1M 加了你的蝙蝠，通过一下

[Brian @BrianBaie]

@Fy6v3s4nVSxbW8J 还有吗？要不加微信什么的？

[Brian @BrianBaie]

@abhayspawar off course if can, it's not a secret

[Brian @BrianBaie]

@fangshimin 我都觉得这是不可改变的，这种东西深植在基因文化当中，这种发展是大势，任何尝试都会被无情地碾压。从这个角度来讲，你的打假除了给你自己赚钱，没任何实质性的意义