Thank you very much for reading all my stories. To help better navigating, I create this post to keep all the previous posting about…

Recently, Two Sigma’s David Kriegman from AI Core Team gave a webinar and discussed how researchers apply deep learning to sequences in quantitative investing. David Kriegman is currently a professor of computer science and engineering at University of California, San Diego. He joined Two Sigma since January 2021.

We know ChatGPT is getting more and more powerful. But having it listed as second author of a quant trading book and published seems to push this towards the next level. From Data to Trade: A Machine Learning Approach to Quantitative Trading From Data to Trade: A Machine Learning Approach to Quantitative Trading [Marti, Gautier] on Amazon.com. *FREE* shipping…www.amazon.com In the book, the author provides audience with a lot of examples to discuss concepts and related techniques. In…

Oxford-Man Institute (OMI) is a world-leading research center focusing on addressing fundamental problems in quantitative finance with a strong focus on machine learning and data driven models. Members and visitors at OMI employ tools from various sources such as machine learning, artificial intelligence, financial theory and practice, and mathematics. OMI…

Recently G-Research hosted a coding challenge. There are in total 6 questions and participants need to complete in 45 minutes. Let’s take a look at the difficulty of them. Question 1：Everyone has heard of “FizzBuzz”. If you haven’t: Google it. You are allowed to use the internet during this test…

In my previous post, I listed two Quant interview questions from Two Sigma. Interview Questions from Two Sigma Here I list a few questions I find online, and I feel quite interesting. I will post the answers in next mediummedium.com So today let’s take a look at the answers towards them: Answer to Q1

Here I list a few questions I find online, and I feel quite interesting. I will post the answers in next medium post. Question 1 Let X, Y be iid uniform random variables in [0,1]. Find the regression coefficient beta of Y on x with the condition on X+Y> 1 …

In one of my previous article (see below), I shared a paper related to graph-based framework for stock trend forecasting. Stock trend forecasting, which forecasts stock prices’ future trends, plays an essential role in investment. Research Review: Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented… Stock trend forecasting, which forecasts stock prices’ future trends, plays an essential role in investment. The stocks…medium.com

Quant Investment & Machine Learning is indeed a very large and diverse field. Therefore, it is difficult to be a master of all subjects. Below are a few questions I find quite useful for the preparation. …