Non-ErgodicTrader

I know how to do linear regressions, that makes me a quant.

[Non-ErgodicTrader @ErgodicTrader]

@SimonDNilsson @ash65592954 @Dipper_pol Well, hedge funds get things wrong all the time, it about how robust your system is, I think they definitively know what they’re doing, I don’t attack the man, what I wrote is about facts

[Non-ErgodicTrader @ErgodicTrader]

@ash65592954 @Dipper_pol Tail hedging strats have their role in portfolio construction, the point is that they bleed by nature, and you need a good stomach for them. They increase CAGR in the long run but it’s extremely difficult to get them right.

[Non-ErgodicTrader @ErgodicTrader]

@nikmarino9 Fatevi bocciare 10 volte cosi x10 IQ

[Non-ErgodicTrader @ErgodicTrader]

@muddywatersre @point_nemo__ @macrocephalopod People that invest in hedge funds (should) seek uncorrelated returns and less beta, you invest in a manager, not knowing the precise strategy. Looking at passive s&p returns alone is just naive

[Non-ErgodicTrader @ErgodicTrader]

@meishato Who’s gonna tell her…

[Non-ErgodicTrader @ErgodicTrader]

@quantymacro If it’s Beige, throw it away

[Non-ErgodicTrader @ErgodicTrader]

@granawkins Which one? I can tell bro smells bad by that fit

[Non-ErgodicTrader @ErgodicTrader]

@PtrPomorski This leads to over-optimization on irrelevant factors that don’t generalize well to new data. The result is a widening gap between training and test errors: the model performs excellently on training samples but poorly on unseen samples.

[Non-ErgodicTrader @ErgodicTrader]

@PtrPomorski As model complexity increases (for example, by adding more parameters) the model becomes better at fitting the training data reducing training error. However, beyond a certain point, the model starts “memorizing” noise and redundant patterns specific to the training set.

[Non-ErgodicTrader @ErgodicTrader]

@cryptomomlife @Ksidiii Top 5 things than never happened

[Non-ErgodicTrader @ErgodicTrader]

@quantymacro Can’t believe Sinner made it on a quant’s slander banter post

[Non-ErgodicTrader @ErgodicTrader]

@ThrillaRilla369 No brainer for me

[Non-ErgodicTrader @ErgodicTrader]

@claudioborghi Pesnavo fosse un post rage bait di un profilo fake, poi ho visto che sei un coglione della lega e tutto ha avuto di nuovo senso. Ovviamente hai la terza elementare 🤣

[Non-ErgodicTrader @ErgodicTrader]

@Ama_Serwaaa Wtf is this

[Non-ErgodicTrader @ErgodicTrader]

@nntaleb Every 100 takes, Taleb makes one that it’s just ridiculous, just his personality I guess. I have eaten the best seafood in my life for 3 hours straight in a 2 michelin star restaurant here in Italy. Best food ever, just know food and don’t get scammed

[Non-ErgodicTrader @ErgodicTrader]

@engineers_feed Enrico Fermi is probably the second GOAT after Einstein

[Non-ErgodicTrader @ErgodicTrader]

@Lorenzo32843904 @4gog0 Si può tranquillamente far gestire un portafoglio titoli (almeno da 1 MLN) in svizzera, anche in fondi istituzionali e non è un casino se segui un piccolo accorgimento che nessuno conosce, io ho un multi family office a Lugano e i miei clienti sono al 98% Italiani

[Non-ErgodicTrader @ErgodicTrader]

@errico_erika Ci credo, non sai nemmeno leggere!

[Non-ErgodicTrader @ErgodicTrader]

@pbecchi Ho fatto 6 tagliandi alla macchina ma ho dovuto comunque cambiare le gomme! Cosa li ho fatti a fare i tagliandi?