MarkovHidesChains

C# is love, C# is life.

FinMath | PhD candidate Petroleum Engineering | Just a pleb that likes numbers.

[MarkovHidesChains @Levy_Process]

To whomever hacked my account - - may your shitcoin get rug-pulled. Worthless scumbags.

[MarkovHidesChains @Levy_Process]

@RenzoProtocal @renzoai looking forward to this one @pikaso_me screenshot this

[Euan Sinclair @SinclairEuan]

Read this or at least stop complaining that no one gives out real strategies

[Stat Arb @quant_arb]

1. Awesome hft blog
https://t.co/SQLH0oqr0D

2. Conformal prediction
https://t.co/oNHIPQxm99

3. Conformal prediction dump
https://t.co/YerIrEpr5i

4. A&S calibration
https://t.co/wZj520Cesf

5. Microprice
https://t.co/6c3WjisxRQ

6. Microprice GitHub
https://t.co/geiPyhqVFq

[Brett Harrison @BrettHarrison]

1/ It's not widely understood outside the industry how prolific software developers need to be at successful trading firms and quant hedge funds.

The tech involved, comments on developing software at Jane Street, and differing approaches to software between finance and big tech:

[MarkovHidesChains @Levy_Process]

@therobotjames Eating seafood in strip clubs >> Itô's lemma. Trust me.

[MarkovHidesChains @Levy_Process]

@ChiefQuant MBS looking really bad (check Fannie Mae). This is serious. No bids whatsoever.

[MarkovHidesChains @Levy_Process]

@TeddyGambino Looking at Fannie Mae, shit is about to hit the fan.

[MarkovHidesChains @Levy_Process]

@ONAN_OUS @bennpeifert Bose QC35II - I see, a man of culture as well. Peak performance.

[Benn Eifert 🥷🏴‍☠️ @bennpeifert]

the growing popularity of machine learning had a large negative impact on the average quality of applied finance projects in the MFE program I taught in -- we would warn teams extensively of the pitfalls but still 30% of them turned into exactly this

[MarkovHidesChains @Levy_Process]

@INArteCarloDoss Btw, couldn't catch DMs open - just in case let me know , how I can slide in =)

[🎭 @deepfates]

This is the software equivalent of a message smeared on the walls in blood