Pedro Antonio Lima

[lucas vinícius @lucasinutilismo]

irmão sinceramente acho que nunca na minha vida eu senti algo tão podre quanto o que eu estou sentindo pelo suposto atleta casemiro

estou conhecendo um lado absolutamente obscuro da minha alma hoje graças a voce meu pitbull

[Alexander Sahn @sahnicboom]

hard to ever imagine political science's flagship journals publishing high-quality descriptive work like this. as a result, our impoverished understanding of the state of the world hampers our ability to generate theories about it

[Pedro Antonio Lima @pedroasbl]

@mean_field_zane "Understanding Deep Learning" and Kevin Murphy textbooks for other topics. Also "Learning Theory from First Principles" for Statistical Learning.

[Pedro Antonio Lima @pedroasbl]

@agpatriota Na USP tinha o GLIC (Grupo de Linguística Computacional) na FFLCH, nao sei se esta ativo ainda.

[Pedro Antonio Lima @pedroasbl]

@pagingkaren @captgouda24 Any recommended reading list?

[qm @quantymacro]

new post dropped

long, long, long thoughts on backtesting in low frequency space.

ref: @macrocephalopod @therobotjames @choffstein @__paleologo @ThePythonQuant @experquisite (yes I did say it's long)

as usual giving access to some who RT

[Pedro Antonio Lima @pedroasbl]

@__paleologo "Learning Theory from First Principles", is also a good source!

https://t.co/zVpTwh1qYE

[Pedro Antonio Lima @pedroasbl]

@rphlbruce Also : https://t.co/qlHZNymxgz

[Pedro Antonio Lima @pedroasbl]

@rphlbruce Um SHAP que três ou quatro gatos pingados devem entender o que realmente é.

[qm @quantymacro]

What I Missed When Reading Quantitative Portfolio Management The First Time (Taylor's Version)
+ some python code

the article is on the longer side. as usual giving access to some who RT

[qm @quantymacro]

Variance Penalty In Portfolio Optimisation

I never studied optimisation properly, so I try to write about portfolio optimisation in a way that's approachable for audience who also might not have the proper background

as usual giving access to some who RT

[qm @quantymacro]

Infinity or -4: Gambling With Ridge Regression

before you abandon Ridge for XGB, you might wanna do this
as always giving access to lucky ones who RT

featuring @macrocephalopod's exclusive leaked ̷O̷F̷ DM - ceph's advanced regression quant iv questions

ref @__paleologo

[qm @quantymacro]

On Talking About Your Alpha Research Project In HF Quant Interviews

for those who are recruiting for quant roles and have an ML Sharpe 18 project in their CV

as usual giving access to some who RT

credit:
@systematicls
@macrocephalopod
@0xfdf
@investingidiocy

[qm @quantymacro]

Paradox of Alpha Uncertainty

free-ish article: just RT & leave email in form

If you read exchanges btw @__paleologo & @0xfdf on port opt, or gappy's book ch9 but you don't really get it, this article uses crayon drawings to partially explain

TW: has the word "eigenportfolio"

[James Traina @EconTraina]

@__paleologo https://t.co/hSttKMkf6K covers a lot of ground circa 10 years ago.

https://t.co/4w3xjQpXqt beautifully connects factors to the dividend discount model.

https://t.co/IaPmFLuRKJ another classic decomposition to book values.

[Pedro Antonio Lima @pedroasbl]

@KimJoaoUn Rectangle

[Pedro Antonio Lima @pedroasbl]

LET'S GOOO

[Sagar Radia @SagarRadia]

Industry Series 3, 11th August @HBO. We Back.

[Pedro Antonio Lima @pedroasbl]

@quantymacro The first metrics course in Phd in Economics is more broad. Normally you get in the economics part in what would they call "Empirical [insert subject of interest]".
If you are interest in Time Series (old but gold starting point): https://t.co/j9leLx47Np

[Pedro Antonio Lima @pedroasbl]

@quantymacro you belong with me/OLS w/ HS prior.

[qm @quantymacro]

quantymacro x Taylor Swift

The Largest Giveaway in Quant Twitter’s History

this week is my birthday week, I just got off the phone w Tay. she wished me Happy Birthday as usual (Travis wasn't happy but it is what it is). we both have a lot to celebrate; me reaching 10k, and her releasing a new album. after a long conversation, we’ve decided to collab for the largest giveaway:

Gold Prize: 1x Eras Tour London 15th Aug RESERVED SEATING section 106 ticket + 1yr(!!!) free sub to quantymacro 🥇
Silver Prizes: 3x 3m free subs 🥈
Bronze Prizes: 3x 1m free subs 🥉
Other Prizes: 10x free access to article of your choice 🎁

also I don’t do discount often out of respect for those who sub early. and when I do it, the next one will always be less than the previous one, again out of respect. anyways here it goes:

18% off for first 20ppl (if you get it you get it)
8% for all
link on my website

Entry Rules:
RT + Reply w fav Taylor Swift's song/regression - 1 entry
Paying subs will get 10 entries auto (you’re 10x more likely to win if you sub 👀)

if you’re a subscriber and happens to win the sub giveaway I will comp your subscription appropriately.

lastly just wanna say it has been an amazing 1y+ on this platform. whether you find my content valuable or not, I appreciate all of you reading it. I can't guarantee the correctness of my writings, but I can guarantee that for each article, there's like 10-20hrs of research went behind it. thanks again for all the support🙏