conformist

13 ms·

61.
by conformist 3y ago
Can confirm empirically that using a VPN from a European country is not sufficient to be blocked.
62.
by conformist 3y ago
The WhatsApp messenger seems to be working, however.
63.
by conformist 3y ago
Probably better to learn the basics and get a good overview, eg by reading Grinold & Kahn instead: https://books.google.com/books/about/Active_Portfolio_Manage...
64.
by conformist 3y ago
It’s great that he wrote it up in such a nice format so others can now run more sophisticated studies. Imo journals should encourage such articles along the lines of “here’s a neat idea that we tried and that appears somewhat plausible, and
65.
by conformist 3y ago
This is a nice and surprisingly important distinction that matters a lot in practice: > Notice we get good out of sample performance. If we are judging on quality of out of sample predictions (and not on system identification or inferenc
66.
by conformist 3y ago
The vacation home example somehow actually feels less awkward to me, perhaps because my visit doesn’t change the cost incurred by the friend when they’re renting? (Whereas the restaurant bill feels very awkward and transactional, because th
67.
by conformist 3y ago
Yes. I initially thought that the post makes a subtle point along the lines of "if you can show that a system can solve all problems in a domain for a parameter choice, that doesn't mean it can solve all problems in the domain for
68.
by conformist 4y ago
> “optimizing for the first derivative” played well with this approach That's... still linear? If the concept of non-linearity is supposed to add anything to this article, arguably this should be at least the second derivative!
69.
by conformist 4y ago
Many good points in the other comments. One important first-order aspect that is usually meant by “excess liquidity” is central bank stimulus: Central banks create more money (buy low risk assets) -> there is more money in the system th
70.
by conformist 4y ago
https://en.m.wikipedia.org/wiki/The_Index_Card This is a nice starting point
71.
by conformist 4y ago
At least for bigger companies that doesn't appear to hold (if I understand the point)? - they can borrow at a fixed rate by issuing bonds or they can enter into a swap to pay fixed and receive floating to hedge out their interest rate
72.
Ask HN: 90s kids happily less connected?
65 points by conformist 4y ago|54 comments
73.
by conformist 4y ago
Feels like the “modern” data science & python hacker/plumber is typically closer to the Fortan and linear algebra side these days?
74.
by conformist 4y ago
Yes, eg for physics simulations (of which there exist a great variety that have been optimised for HPC architectures consisting of nodes with CPUs and GPUs, for example for CFD). Special purpose hardware also exists, eg for molecular dynami
75.
by conformist 4y ago
Interesting…. Under what assumptions precisely is it optimal to dollar cost average over a short time interval, if short time fluctuations have a large magnitude relative to long term drift? Like eg if you assume geometric brownian motion
76.
by conformist 4y ago
The definition and prosecution of insider trading in CFTC regulated markets has a much shorter history than SEC regulated markets, see e.g.: https://www.hflawreport.com/2550376/cftc-resolves-its-first-... https:/
77.
by conformist 4y ago
In the UK, betting websites such as e.g. https://smarkets.com/ have often got reasonably liquid & transparent markets for political outcomes and similar.
78.
by conformist 4y ago
This is a very nice video on the intuition around Lagrange multipliers that I came across on twitter recently: https://www.youtube.com/watch?v=5A39Ht9Wcu0
79.
by conformist 4y ago
> Around the Balkans, the nations of Bulgaria, Lithuania, Latvia and Serbia are all at least 1 per cent smaller this year than they were last year, according to the UN’s figures. So, did they mix up and then also group the Baltics and th
80.
by conformist 4y ago
The problem is np hard and d-wave runs quantum annealers, so the ultimate benchmark is likely wall time.
81.
by conformist 4y ago
Yeah, exactly. Perhaps the OP meant unlisted shares or something like that?
82.
by conformist 4y ago
Yes, that helps. But it’s not quite sufficient, because transparency does not actually adjust the p-value of a study correctly (or makes it easy to do so). For this approach to work, you would have to sort of preregister all the code, too.
83.
by conformist 4y ago
This paper makes some excellent points, at least directionally - surely the important historical arguments will be representable in a more polished, accessible and condensed form today. And in cases where they aren't perhaps that'
84.
by conformist 4y ago
Very, because historically a levered long position in the market beats the market consistently over long periods. Beating the market turns out not to be a very interesting metric to sophisticated investors.
85.
by conformist 4y ago
What's the market beta? What's the average turnover/holding period? How are transaction costs modelled? What features explain most of the variance? How are they related to known factors? What's the beta hedged performan
86.
by conformist 4y ago
It can, at the same time, be correct as an (individual-level) descriptive statement but counterproductive as a (system-level) normative statement. As in, it's probably realistically good advice to a PhD student, because it reflects the
87.
by conformist 4y ago
Somewhat off-topic: I'm a native German speaker and I'm really struggling to understand what "Gestalt" is supposed to mean in contemporary English usage. Like, "Zeitgeist" seems to be used like I would in Germa
88.
How to Lose Money in Derivatives: Examples from Hedge Funds and Bank (2014)(papers.ssrn.com)
1 points by conformist 4y ago|0 comments
89.
by conformist 4y ago
https://en.m.wikipedia.org/wiki/Graf
90.
by conformist 4y ago
Yeah, like, sadly when I see [MDPI + interesting title] my reflex is to switch to "how did they p-hack, publish underpowered studies, or otherwise mess up the stats"-mode, and that's probably not the worst prior to have...

More ›