Pinned
New article where we test various HFT features, resulting in 7x 5s features and 5x 15s features.
This is the first part in a 5-part series on how to go from feature ideas to a final production ready HFT forecast.
Stat Arb
15K posts
Stat Arb
@quant_arb
MFT & HFT | Views my own. Not financial advice.
- Hawk Tuah recently went viral for her rant on the overuse of advanced machine learning models by junior quant researchers. “Junior researchers prefer non-linear methods and complex black boxes despite the limitations of these models to deal with the high risk of overfitting”
- You shouldn't ever try to brute force "read" a textbook. You read sections, do some experimenting, go back. It's reference material. It's not a regular book. Trying to read the whole thing is a waste of time and you'll forget it all.do cs majors actually read this book?
- They’re called junior analysts but go aheadImagine being a rat addicted to Mango Juul pods
- ‼️ Quant Roadmap 2024/25 Ultimate Edition 🚨 Containing: - Hundreds of resources - GBs of free data - Guidance on strategies - Much more! [link below!]
