Derek Snow

Professor, NYU |

[Derek Snow @dereknow]

arxiv paper: https://t.co/2yvH12bRfS

[Derek Snow @dereknow]

FlowHFT (Li et al. ’25, arXiv:2505.05784) merges dozens of expert HFT bots into one policy, topping the best expert in 90 % of simulated regimes.

🔹 RL = tune your bot
🔹 IRL = unmask their incentives
🔹 IL = clone their strategy from data

[Derek Snow @dereknow]

https://t.co/RZmKMePuN0 Market Insights: Key Signals for Apr Wk 4

𝗙𝗶𝗻𝗮𝗻𝗰𝗶𝗮𝗹 𝗛𝗲𝗮𝗹𝘁𝗵: PEGA shines (CF/LIQ), GLPG raises flags (Profitability/Solvency).

𝗜𝗻𝘀𝗶𝗱𝗲𝗿 𝗙𝗹𝗼𝘄: Potential buys in HD & ESQ; selling pressure noted for PIII & CAT.

[Derek Snow @dereknow]

@ammaar @Replit Google grounding is so expensive at $35 by 1000 quaries, and perplexity is around $5. Do you think there is a way to get around that price?

[Derek Snow @dereknow]

@crunchDAO Would love a summary of the best models

[Derek Snow @dereknow]

@vidurb93 @deedydas Pretty cool, would you be able to talk me through the public data you collect to benchmark corps against

[Derek Snow @dereknow]

Every week I will post 20-50 of the best Quant Research Papers, and Code repositories. Here is the first week of November. https://t.co/ggsLD6pMIY

[Derek Snow @dereknow]

see for example https://t.co/t46dBxrWdn (but honestly they are all good and worth the read)

[Derek Snow @dereknow]

@quantdare definitely produces some of the best content in the machine learning and finance space, I can highly recommend,

[Derek Snow @dereknow]

You can search the for the coverage here: https://t.co/cgkt4zJVHH

[Derek Snow @dereknow]

Sci-hub's coverage of Financial Journals, circa 2017. https://t.co/cgkt4zJVHH #quant #Finance

[Derek Snow @dereknow]

Excited to launch the first Crypto forecasting competition with Kaggle, G-Research, and Cambridge Spark. We have developed a very robust data set, and are looking forward to all the innovative solutions. #kaggle #cryptotrading #machinelearning https://t.co/Se2u7Hd6UM

[The China-Global South Project @ChinaGSProject]

[#PODCAST] The U.S. is mobilizing its friends & allies to rally against China. @ics_delhi analyst @vedavn joins us to discuss India's role in this burgeoning rivalry and where Africa fits in a rapidly changing geopolitical landscape.

Listen here: https://t.co/puNTHIROQQ

[Derek Snow @dereknow]

@TheDumbInvestor I agree anything robert touches turns into gold, to be frank I haven't added to that list in ages, its a shame, I now think these type of lists hold the field back unless they are regularly maintained and dated (send me a pull-request if you can)

[Derek Snow @dereknow]

@StuartReid1929 you might like https://t.co/rCbM2bWPVj

[Hudson & Thames @hudson_thames]

Two for two today with our lecture on using machine learning to find viable pairs to trade:

https://t.co/q3uke0F2Ig

Based on the work of Sarmento, S.M. and Horta, N., 2020. Enhancing a Pairs Trading strategy with the application of Machine Learning.

By: @debrincat_aaron

[Derek Snow @dereknow]

@StuartReid1929 Have since pivoted a bit, but have sent you an advanced copy of what we are working on LNKD (I have some reservation still) let me know if you see anything untoward.

[Derek Snow @dereknow]

In the 1960s, Jesup & Lamont (now bankrupt) might have created the world's first systematic trading system. https://t.co/k8SDxEg4aK

[Derek Snow @dereknow]

Women in AI and Finance workshop sign up here for free, it is a great line up and the first of its kind. It is virtual but registration is required. Details at
https://t.co/CYc4NsY1Kp