Q4Quant

24, Current Financial Analyst.
Building q4quant studio:
Sharing quant finance in an understandable way.

🏗️ Quant Roadmap Working in progress.

[Q4Quant @q4quant]

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— Stay sharp, stay statistical. 📈🧠

[Q4Quant @q4quant]

The Kelly Criterion is important in the quant world.
You’re guessing your risk without this formula
#quant #quantfin

[Q4Quant @q4quant]

The Kelly Criterion is important in the quant world.
You’re guessing your risk without this formula
#quant #quantfin

[Q4Quant @q4quant]

If full Kelly says invest f*, then half Kelly says invest half of it.
This allows more room for noise in real-life markets by giving up some growth rate.

In the real world, full Kelly often implies impractical aggressiveness.
So quants scale f* down by using half Kelly because full Kelly is too sensitive to small errors and can oversize.

[Q4Quant @q4quant]

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Got thoughts, questions, or your own take?
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— Stay sharp, stay statistical. 📈🧠

[Q4Quant @q4quant]

Here are 9 research papers about reinforcement learning & quant finance.

💬 All resources are in the link below
no comment is needed, just take them.
🫡 but a Thank you is much appreciated.

[Q4Quant @q4quant]

Here are 9 research papers about reinforcement learning & quant finance.

💬 All resources are in the link below
no comment is needed, just take them.
🫡 but a Thank you is much appreciated.

[Q4Quant @q4quant]

Optimal Execution
- Optimal Execution with Reinforcement Learning in a Multi-Agent Market Simulator
Execution is where reinforcement learning makes the most sense because optimal execution is a sequential decision problem, and a decision has to be made at each time step, which is exactly a finite-horizon MDP.
And by proposing a custom MDP and reporting the RL agent, it outperforms the standard execution strategy.

[Q4Quant @q4quant]

🔚 That wraps up the thread.

If you found this valuable, Give the first tweet a like or RT so more quants can find it.

📌 Bookmark it to revisit later.

Got thoughts, questions, or your own take?
💬 Reply — I read every comment.

— Stay sharp, stay statistical. 📈🧠

[Q4Quant @q4quant]

In the first few lectures of Quant Finance, Martingale is an essential topic to be taught.
Here's an introduction to Martingale.

[Q4Quant @q4quant]

In the first few lectures of Quant Finance, Martingale is an essential topic to be taught.
Here's an introduction to Martingale.

[Q4Quant @q4quant]

Summary
Martingale theory is the study of processes that behave like “fair forecasts” as information grows.
It gives a disciplined way to argue about
- what can and cannot be predicted
- what happens when you stop at random times
- how extremes behave
- when limits exist
That’s why martingale is a foundational topic in quant finance.