Highly recommended!
🎉 Free PDF book:
"High-Dimensional Probability: An Introduction with Applications in Data Science" by R. Vershynin
with 41 very nice hand-written notes and videos and homeworks which explains most contents of the book:
👉https://t.co/bBEER1QI1n
We’ve signed a multi-year #opensource tech development & product integration agreement with @ManGroup around its @ArcticDB DataFrame database. The resulting product will enable key functionality in @Bloomberg’s BQuant: high-volume timeseries #data analysis
https://t.co/rja0HnOGia
We're delighted to have signed a multi-year open source development agreement with @Bloomberg for @ArcticDB, a high-performance Python-native database. This will be integrated into @TechAtBloomberg's BQuant environment to simplify working with terabyte-scale data structures
🔥 New (1h56m) video lecture: "Let's build GPT: from scratch, in code, spelled out."
https://t.co/2pKsvgi3dE
We build and train a Transformer following the "Attention Is All You Need" paper in the language modeling setting and end up with the core of nanoGPT.
I think I have found a favorite ChatGPT hallucination.
I asked it to provide a table of the cities in Italo Calvino’s Invisible Cities, and, after a couple of real ones, it just started making them up. I then asked the AI to provide entries on the fictional fictional cities…
Great thread on backtesting errors in assets with a large number of names (eg. look ahead bias in picking your universe), inspired, I'll write about a few problems you can encounter with economic data backtesting 1/n https://t.co/aIXXYXzsGG
As a special advent treat I’m going to do 24 days of backtest errors — 24 different ways to mess up your backtest of a quant strategy so that you think you’re going to make money when you won’t (yes I’m starting late, what’s your point)
Behold one of the mightiest tools in mathematics: the camel principle.
I am dead serious. Deep down, this tiny rule is the cog in many methods. Ones that you use every day.
Here is what it is, how it works, and why it is essential.