https://t.co/n03JhwFPF3
After working through @ltrd_’s thread a couple of times, I want to try and do my own analysis on a microstructure feature.
In this analysis I will be looking at orderbook imbalance.
How to analyze, visualize and use alpha from the feature? 🧵
I would like to show you methods for analyzing some features that you will find in the data. Everything is used in practice, without fancy words and ML methods. For quants and beginners coming from manual trading.
I hope that we return to a world where our opinions don't define our relationships. You can be a Democrat and my friend--many are. You can be an extreme socialist: I can still find common ground with you. Philosophies are just that. No one has the perfectly right answer, anyway.
A GENTLEMAN’S PRIMER ON SHORTING INSOLVENT SHITCOS
So you’ve found a ShitCo. It’s such an ugly zombie it couldn’t be an extra in season 19 of The Walking Dead
But it’s still got a $185m cap
And you want to be the one to mung the last rancid, putrefying drops out of that corpse
Scotland's Hate Crime Act comes into effect today. Women gain no additional protections, of course, but well-known trans activist Beth Douglas, darling of prominent Scottish politicians, falls within a protected category. Phew! 1/11
BREAKING: Taco Bell closes ALL dining in Oakland indefinitely over the crime wave
All locations in Oakland will now be 100% cashless and drive-thru only
JUST IN: 'The View' hosts stunned after Dr. Phil says cov*d lockdowns were pointless for children and the damage they caused are way worse than cov*d itself.
🔥🔥🔥
"When they shut it down, they stopped the mandated reporters from being able to see children that were being abused and s*xually molested, and in fact sent them home and abandoned them to their abusers."
"They suffered and will suffer more from the mismanagement of cov*d than they will from the exposure to cov*d. And that's not an opinion. That's a fact."
Glad someone is educating these clowns.
1/ DEI in medicine means that even if doctors injure patients, they might still be protected (even promoted). It means that top hospitals are abandoning key metrics when hiring surgeons. And it means research by whites may be disregarded. Here’s what I've found… 🧵
@taobanker Yeah if your ever down to move up here there has definitely been a lot of hiring. Not sure the salary will be as good as the bank but at some point some experience and money is better than none. Can send you my resume as well if you want to take a look but yours is pretty solid
@taobanker Was your Shitco roll marketing related? I did Econ undergrad with very average GPA, 1 year at Pharma marketing firm and now just got hired for another BI role at a streaming service. Have had 25+ companies reach out about interviewing and 3 offer letters since start of September
@elhroz@quant_arb Crypto market specific details aren’t important until you have a basic system up an running which will take an incredible amount of effort. If you can’t do the basics specific details about a product/market won’t help/matter