PinnedT Z J YMachine Learning Basics: List of StoriesThank you very much for reading all my stories. To help better navigating, I create this post to keep all the previous posting about…Jan 3, 2022Jan 3, 2022
PinnedT Z J YTwo Sigma: Deep Learning for Sequences in Quant FinanceRecently, Two Sigma’s David Kriegman from AI Core Team gave a webinar and discussed how researchers apply deep learning to sequences in…Nov 27, 20211Nov 27, 20211
T Z J YAlpha Research: Analyzing Sentiment Data Using Bloomberg and PythonMarket sentiment is one of the most important drivers of asset prices. Sentiment analysis helps investors gauge the market’s mood by…10h ago10h ago
T Z J YCracking the Hudson River Trading Interview: Common Questions and Suggested AnswersHudson River Trading (HRT) is a major player in the world of high-frequency trading (HFT). As one of the most prestigious and selective…19h ago19h ago
T Z J YAlpha Research: Feature IllustrationsIn quantitative finance, alpha features refer to predictive signals or factors that can be used to generate excess returns (alpha) above a…1d ago1d ago
T Z J YFitting a Market Impact Model: A Comprehensive GuideMarket impact models help estimate the effect that large trades have on the price of an asset. When large buy or sell orders are executed…1d ago1d ago
T Z J YDifference in Conducting Research on Bitcoin vs.When conducting research on cryptocurrencies, the approach often varies significantly depending on whether you are researching Bitcoin…1d ago1d ago
T Z J YUsing Credit Card Transaction Data for Investment: Strategy and Python ImplementationCredit card transaction data is a valuable resource for predicting consumer trends, identifying economic shifts, and creating data-driven…1d ago1d ago
T Z J YHow do Hedge Funds think about portfolio turn-over?Portfolio turnover refers to the frequency at which assets within an investment portfolio are bought and sold over a specific period…2d ago2d ago