Terrill

Data Science Software Engineer Quantitative engineer Blog Writer👨‍💻 Harvard University Grad Student, Bryant University & Classical High school alum

[Terrill @Tknowsthetruth]

“Maximizing Profits with Bayesian Analysis” by Terrill Toe https://t.co/VgnBYAyOIR

[Terrill @Tknowsthetruth]

I’ve been on a path of designing and developing systems lately and here are two more articles. The first is part two of the investment analysis and the second is training LLMs more efficiently using the my-two algorithm!

https://t.co/dTJ1GILfLq

https://t.co/ucxin4xlbf

[Ivan Blanco @iblanco_finance]

📢 New Trading Ideas! "Statistical Arbitrage via Single-view and Multi-view Spectral Clustering on Mixed Frequency Data"

👉 What’s New? This paper introduces a powerful approach that uses high-frequency intraday data...💹 Keep reading! 🔻

...to enhance statistical arbitrage strategies. By combining realized estimators (like volatility and beta) with single-view and multi-view spectral clustering, it clusters assets more accurately based on daily and intraday features.

👉 Assets are clustered based on various features, from closing prices to realized volatility and betas, creating “similar” asset groups. These clusters then guide trading strategies like the distance method, cointegration, copulas, and the Ornstein-Uhlenbeck framework.

👉 Tested on assets like S&P 500 stocks, ETFs, and forex, multi-view clustering, which retains more feature information, consistently outperformed single-view clustering. The multi-view approach led to higher Sharpe ratios and reduced drawdowns compared to traditional methods.

👉 By integrating diverse data at multiple frequencies, this clustering approach shows strong potential for improving statistical arbitrage returns, particularly in high-liquidity assets

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Link to the paper: https://t.co/Km8ZrMSGPk

[Terrill @Tknowsthetruth]

If you are not a medium member, you can read the article for free using the below link. All feedback is welcomed!

https://t.co/2zXz7VUBwZ

[Terrill @Tknowsthetruth]

Check out my recent article leveraging polars, s3, and Alpha Vantage for fundamental analysis. The article also includes sample code on how to handle slowly changing dimensional type II tables. https://t.co/IX612hFJuw

[A10 Talk @A10Talk]

SEBASTIAN THOMAS AND ONE FOR THE WIN 😱 HE DOES IT AGAIN

@RHODYMBB WINS 62-59 🐏

[Terrill @Tknowsthetruth]

My favorite part of learning is getting the opportunity to experiment and try new methods. Check out my recent post on find correlated time periods within two stochastic time series

https://t.co/YLM0maB8oI

[Ian Steele @IanSteeleWMUR]

Some words of advice from Sir Charles to the Bryant Bulldogs.

@abc6 @bryanthoops

[Dear Son. @DearS_o_n]

In 2025.

[Tim Denning @Tim_Denning]

I'm 38.

When I was 32 I worked in a bank, went woke (then broke) & suffered depression.

Then I discovered Naval Ravikant's "How to get rich" post & made several million dollars by 38

8 of his insights that transformed my life (and will do the same for you):

[Terrill @Tknowsthetruth]

Probability, statistics, and linear algebra an help you solve a plethora of problems, especially in finance. The maths that helps generate a return on your money. “Multivariate Monte Carlo Simulation: Implementation” by Terrill Toe
https://t.co/J8S7VYa3Ph

[Terrill @Tknowsthetruth]

Learn how to apply probability theory to your betting strategies in the markets with this post. Hope it gives you ideas on how to assess risk and estimating how well your capital will theoretically hold over a long stretch of time! https://t.co/T2A5gQkI4N

[Terrill @Tknowsthetruth]

“Multivariate Monte Carlo Simulation: Analysis” by Terrill Toe
https://t.co/yXEilaGH42

[Terrill @Tknowsthetruth]

#NewProfilePic

[PyQuant News 🐍 @pyquantnews]

The quant finance starter pack:

Markets:

• Economics
• Microstructure

Math:

• Calculus
• Linear algebra

Programming:

• SQL
• Python

You need different combinations of skills depending on what you want to do.

[Bryant Men's Basketball @BryantHoops]

Work week

[Bryant Men's Basketball @BryantHoops]

.@BashBe_Humble's 34 points Wednesday place him in exclusive company: Only Alex Francis and Dyami Starks have scored more in a single game in our Division I era.

#12Seven4 | #NECMBB

[Bryant Men's Basketball @BryantHoops]

After 10 years here at Bryant, 17 as a D1 head coach and 34 in college coaching, @toshea1 announced today that he will retire at the end of the 2017-18 season.