Professor, NYU | https://xitter.gq/t.co/OTQdTmXVfv
NYC
Joined February 2019
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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
Sov.ai 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.
Every week I will post 20-50 of the best Quant Research Papers, and Code repositories. Here is the first week of November. blog.ml-quant.com/p/quant-le…
@quantdare definitely produces some of the best content in the machine learning and finance space, I can highly recommend,
see for example quantdare.com/an-introductio… (but honestly they are all good and worth the read)
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 kaggle.com/c/g-research-cryp…
Derek Snow retweeted
[#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: bit.ly/2PM7CKk
Derek Snow retweeted
Two for two today with our lecture on using machine learning to find viable pairs to trade:
youtu.be/R22JR4tqqqs
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
In the 1960s, Jesup & Lamont (now bankrupt) might have created the world's first systematic trading system. theparlour.substack.com/p/th…
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
sites.google.com/view/women-…
Is anyone interested in advanced level business mathematic and #analytics with Python? I haven't shared this project before now. Do you find these topics interesting? github.com/firmai/business-a…
Derek Snow retweeted
Ever wondered what the geographic distribution of #Bitcoin 's hashrate may look like? Now there's a map for that: cbeci.org/mining_map
I just published Machine Learning in Asset Management — Trading Strategies link.medium.com/Sm5UA17VT3
Thanks for sharing this :)
Machine learning in asset management:
15 distinct trading varieties and around 100 trading strategies
Paper with many code links:
ssrn.com/abstract=3420952
GitHub links:
github.com/firmai/machine-le…
A new sub for data science projects
reddit.com/r/datascienceproj…
#subreddit #reddit #DataScientist #machinelearning