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Trending Research (Top 25)

The trending research page have established filters to look at the research of the last month ordered by standard popularity measures like downloads and social media attention.
Table
Title
Author
Category
Date Published
Date Retrieved
Date Updated
Description
Posts
Readers
Score
Tweeters
URL
Table
Name
Category
Contributors
Created
URL
Forks
Stars
Description
Last Update
Trending Repos
3
2022/08/27
https://github.com/steven-tey/dub
56
1605
An open-source link shortener with built-in analytics + free custom domains.
2022/09/25
fastdiffusion
Open
Trending Repos
0
2022/09/24
https://github.com/fastai/fastdiffusion
0
51
Notes and plans for fastdiffusion course
2022/09/25
langcc
Open
Trending Repos
1
2022/09/20
https://github.com/jzimmerman/langcc
18
573
langcc: A Next-Generation Compiler Compiler
2022/09/25
towhee
Open
Trending Repos
2
2021/07/13
https://github.com/towhee-io/towhee
150
1335
Towhee is a framework that is dedicated to making neural data processing pipelines simple and fast.
2022/09/25
awesome-graph-data-augmentaion
Open
Trending Repos
0
2022/02/22
https://github.com/kaize0409/awesome-graph-data-augmentaion
2
27
A curated list of publications and code about data augmentaion for graphs.
2022/09/25
mmyolo
Open
Trending Repos
0
2022/09/18
https://github.com/open-mmlab/mmyolo
28
477
OpenMMLab YOLO series toolbox and benchmark
2022/09/25
Awesome-Application-Security-Checklist
Open
Trending Repos
0
2020/03/18
https://github.com/MahdiMashrur/Awesome-Application-Security-Checklist
30
375
Checklist of the most important security countermeasures when designing, creating, testing your web/mobile application
2022/09/25
DSA-Cheat-Sheets
Open
Trending Repos
0
2022/09/13
https://github.com/Pradetto/DSA-Cheat-Sheets
19
274
Hi All! When I created this repository I was hoping to help just 1 person and save them time. I am super happy to receive overwhelming support and appreciate all the nice comments! I will continue to update this repository as I learn new tricks or find better ways to do things! Y'all are great - thanks again :)
2022/09/25
sd-web-ui-scripts
Open
Trending Repos
0
2022/09/12
https://github.com/Pfaeff/sd-web-ui-scripts
0
71
Custom scripts for the stable diffusion web ui by AUTOMATIC1111
2022/09/25
pix2text
Open
Trending Repos
0
2022/09/07
https://github.com/breezedeus/pix2text
2
36
Pix In, Text Out. Recognize Chinese, English Texts, and Math Formulas of Images. Automatically choose the appropriate recognition model.
2022/09/25
tigris
Open
Trending Repos
0
2022/01/20
https://github.com/tigrisdata/tigris
8
283
Tigris is a modern, scalable backend for building real-time websites and apps.
2022/09/25
GET3D
Open
Trending Repos
1
2022/09/08
https://github.com/nv-tlabs/GET3D
11
534
2022/09/25
xlskubectl
Open
Trending Repos
1
2020/04/26
https://github.com/learnk8s/xlskubectl
52
939
xlskubectl — a spreadsheet to control your Kubernetes cluster
2022/09/25
data-engineering
Open
Trending Repos
0
2022/09/12
https://github.com/GokuMohandas/data-engineering
9
73
Construct a modern data stack and orchestration the workflows to create high quality data for analytics and ML applications.
2022/09/25
roapi
Open
Trending Repos
4
2020/12/11
https://github.com/roapi/roapi
118
2085
Create full-fledged APIs for slowly moving datasets without writing a single line of code.
2022/09/25
learngo
Open
Trending Repos
29
2018/10/15
https://github.com/inancgumus/learngo
1977
14845
1000+ Hand-Crafted Go Examples, Exercises, and Quizzes
2022/09/25
UnstableFusion
Open
Trending Repos
0
2022/09/22
https://github.com/ahrm/UnstableFusion
13
232
A Stable Diffusion desktop frontend with inpainting, img2img and more!
2022/09/25
Palette-Image-to-Image-Diffusion-Models
Open
Trending Repos
0
2022/03/11
https://github.com/Janspiry/Palette-Image-to-Image-Diffusion-Models
41
367
Unofficial implementation of Palette: Image-to-Image Diffusion Models by Pytorch
2022/09/25
txt2mask
Open
Trending Repos
0
2022/09/17
https://github.com/ThereforeGames/txt2mask
17
269
Automatically create masks for Stable Diffusion inpainting using natural language.
2022/09/25
olive.c
Open
Trending Repos
1
2022/08/26
https://github.com/tsoding/olive.c
27
780
Simple 2D Graphics Library for C
2022/09/25
cinder
Open
Trending Repos
4
2021/03/16
https://github.com/facebookincubator/cinder
71
2121
Cinder is Meta's internal performance-oriented production version of CPython.
2022/09/25
quadratic
Open
Trending Repos
0
2021/11/11
https://github.com/quadratichq/quadratic
8
256
Quadratic | Data Science Spreadsheet
2022/09/25
NeRF-Factory
Open
Trending Repos
1
2022/09/20
https://github.com/kakaobrain/NeRF-Factory
28
561
An awesome PyTorch NeRF library
2022/09/25
vaultwarden
Open
Trending Repos
37
2018/02/17
https://github.com/dani-garcia/vaultwarden
978
18827
Unofficial Bitwarden compatible server written in Rust, formerly known as bitwarden_rs
2022/09/25
xautoml
Open
Trending Repos
0
2021/05/12
https://github.com/Ennosigaeon/xautoml
7
16
A Visual Analytics Tool for Establishing Trust in Automated Machine Learning
2022/09/24
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Table
Title
Author
Award Count
Comment Count
Date Posted
Permalink
Post ID
Score
Subreddit
Upvote Ratio
Undergraduate Trading Competitions
Open
Dr-Know-It-All
1
14
2022/09/21
https://www.reddit.com/r/quant/comments/xk6fq1/undergraduate_trading_competitions/
xk6fq1
50
quant
0.95
Quantitative Associates and hedge funds...
Open
Longjumping_Income74
1
40
2022/09/16
https://www.reddit.com/r/algotrading/comments/xfzmzt/quantitative_associates_and_hedge_funds/
xfzmzt
318
algotrading
0.95
Quants Employers list and reputation! Invite to collaborate!
Open
Cruncher_ben
1
32
2022/09/15
https://www.reddit.com/r/quant/comments/xerwva/quants_employers_list_and_reputation_invite_to/
xerwva
37
quant
0.93
I picked up this book the other day, has anyone read it and what are your opinions concerning it?
Open
Liocla
1
35
2022/09/13
https://www.reddit.com/r/algotrading/comments/xdc2xz/i_picked_up_this_book_the_other_day_has_anyone/
xdc2xz
118
algotrading
0.94
Watch list/top plays for Monday (9/12/2022)
Open
chinny4213
1
2
2022/09/11
https://www.reddit.com/r/algotrading/comments/xbdobd/watch_listtop_plays_for_monday_9122022/
xbdobd
3
algotrading
0.57
ALready Have Some EXP With Algo Trading. Looking to Level Up
Open
Beneficial-Way-3275
1
5
2022/09/09
https://www.reddit.com/r/algotrading/comments/x9yg0f/already_have_some_exp_with_algo_trading_looking/
x9yg0f
9
algotrading
0.8
The 'Actual Retail Price' of Equity Trades
Open
Vaughx
1
30
2022/09/02
https://www.reddit.com/r/algotrading/comments/x3u46g/the_actual_retail_price_of_equity_trades/
x3u46g
74
algotrading
0.95
A Tale of Two MACD Approaches - new at this, SPXUSD backtest for the past 8/24/21-8/24/22, on the 15minute chart - what should I look for between these two slightly varied results to start deciding which is a better approach? Looking for advice.
Open
michaelmoody15
1
27
2022/08/28
https://www.reddit.com/r/algotrading/comments/wzll45/a_tale_of_two_macd_approaches_new_at_this_spxusd/
wzll45
27
algotrading
0.89
The Data Science Interview book (r/MachineLearning)
Open
Peerism1
0
0
2022/09/23
https://www.reddit.com/r/datascienceproject/comments/xlj1s5/the_data_science_interview_book_rmachinelearning/
xlj1s5
1
datascienceproject
1
Core ML Study Group (r/MachineLearning)
Open
Peerism1
0
0
2022/09/24
https://www.reddit.com/r/datascienceproject/comments/xmerma/core_ml_study_group_rmachinelearning/
xmerma
2
datascienceproject
1
Graph path traversal with semantic graphs (r/MachineLearning)
Open
Peerism1
0
0
2022/09/23
https://www.reddit.com/r/datascienceproject/comments/xlj1sx/graph_path_traversal_with_semantic_graphs/
xlj1sx
3
datascienceproject
0.8
Managing multiple models with fbprophet (r/MachineLearning)
Open
Peerism1
0
0
2022/09/24
https://www.reddit.com/r/datascienceproject/comments/xmermx/managing_multiple_models_with_fbprophet/
xmermx
3
datascienceproject
0.81
How do you communicate findings to your team? (r/DataScience)
Open
Peerism1
0
0
2022/09/23
https://www.reddit.com/r/datascienceproject/comments/xlj1us/how_do_you_communicate_findings_to_your_team/
xlj1us
7
datascienceproject
0.78
Quant at BB vs SWE at software firm?
Open
Quiet_Cantaloupe_752
0
15
2022/09/23
https://www.reddit.com/r/quant/comments/xm12db/quant_at_bb_vs_swe_at_software_firm/
xm12db
0
quant
0.32
Quant Research WLB at top prop trading firms
Open
throwquant
0
1
2022/09/24
https://www.reddit.com/r/quant/comments/xmszjl/quant_research_wlb_at_top_prop_trading_firms/
xmszjl
0
quant
0.5
Work Life Balance
Open
[deleted]
0
5
2022/09/22
https://www.reddit.com/r/quant/comments/xl9cso/work_life_balance/
xl9cso
1
quant
0.6
Anyone heard back from Maven Securities Internship?
Open
Both_Bear_9058
0
4
2022/09/23
https://www.reddit.com/r/quant/comments/xlsxnm/anyone_heard_back_from_maven_securities_internship/
xlsxnm
1
quant
0.67
Should I work as a SWE after college then get my masters?
Open
college_throwaway202
0
2
2022/09/24
https://www.reddit.com/r/quant/comments/xmwch3/should_i_work_as_a_swe_after_college_then_get_my/
xmwch3
0
quant
1
Quant ALM prospects and feedback
Open
QueensRes23
0
1
2022/09/22
https://www.reddit.com/r/quant/comments/xlfefv/quant_alm_prospects_and_feedback/
xlfefv
2
quant
0.75
Notable HF and Props in London?
Open
Gao8e7
0
1
2022/09/24
https://www.reddit.com/r/quant/comments/xmuokj/notable_hf_and_props_in_london/
xmuokj
0
quant
1
Preparation for Quant Research job (after offer)
Open
spadel_
0
1
2022/09/23
https://www.reddit.com/r/quant/comments/xm6gqw/preparation_for_quant_research_job_after_offer/
xm6gqw
3
quant
0.71
Citadel International Equities Internship London
Open
okaberintaroualpha
0
0
2022/09/23
https://www.reddit.com/r/quant/comments/xm9nhz/citadel_international_equities_internship_london/
xm9nhz
4
quant
0.75
Is it possible to get new grad spot at a quant firm w/ no Masters or PhD?
Open
college_throwaway202
0
5
2022/09/23
https://www.reddit.com/r/quant/comments/xmbwee/is_it_possible_to_get_new_grad_spot_at_a_quant/
xmbwee
4
quant
0.75
Will this be enough to secure a quant role?
Open
smfylol
0
4
2022/09/24
https://www.reddit.com/r/quant/comments/xmf06z/will_this_be_enough_to_secure_a_quant_role/
xmf06z
4
quant
0.75
Resume Review: not getting past resume screens
Open
Dear-Baby392
0
13
2022/09/22
https://www.reddit.com/r/quant/comments/xlfkwd/resume_review_not_getting_past_resume_screens/
xlfkwd
5
quant
0.73
Load 50 more
Table
Name
Comments
Content
Date
Job
Likes
Link
ML Score
Igor Halperin
Open
21
I'm delighted to share that I have joined the Mathematical and Computational Finance Group of the University of Oxford
2022/09/14
Fidelity Investments | AI Asset Management
308
https://www.linkedin.com/feed/update/urn:li:activity:6975807691872944129
10
jean-philippe bouchaud
Open
1
Every month since the start of the current inflation rally, central banks workhorse models did stubbornly predict that inflation would rapidly go down -- only to be proven wrong the next month (see graph below).As recently reported in the FT “It was more or less impossible in our models to produce any inflation that would not be temporary,” Belgium central bank governor Pierre Wunsch, an ECB council member, said last week, adding that they always showed price rises falling to the 2 per cent target, regardless of the assumptions. “We have come to the conclusion that we know much less about inflation drivers than we thought.” https://lnkd.in/ehyev8j8Well, indeed. There are unfortunately many inflation channels that cannot be captured by standard general equilibrium models. In equilibrium, supply = demand in both good markets and in the labor market, so the “obvious” channel by which prices (wages) increase because demand exceeds supply is just absent. In standard (dynamic stochastic) general equilibrium models, inflation is driven by a positive output gap (overheating of the economy), itself only possible when prices cannot adapt immediately. Inflation expectations are assumed to be rational and hence only affected by true economic shocks and by the anticipated policy of central banks – there is no room for animal spirits, overreactions, or feedback loops from past realized inflation into inflation expectations.  Models based on the rather silly assumption of equilibrium failed in and after 2008, when JC Trichet declared: “Macro models failed to predict the crisis and seemed incapable of explaining what was happening to the economy in a convincing manner. As a policy-maker during the crisis, I found the available models of limited help. In fact, I would go further: in the face of the crisis, we felt abandoned by conventional tools.”. They failed again in 2021, and led c
2022/09/11
Capital Fund Management | Chairman and Head of research
27
https://www.linkedin.com/feed/update/urn:li:activity:6974825254665789440
8
jean-philippe bouchaud
Open
25
I am often asked which book I would recommend as an introduction to quantitative finance (apart from our own books of course :) ). My favorite is Michael Isichenko's recent "Quantitative Portfolio Management: The Art and Science of Statistical Arbitrage"https://lnkd.in/e_uBDihv It so happened that Michael and I were working on similar problems (diffusion in random media) in the early 90's; we both wrote review papers at the time that did have some long lasting impact, seehttps://lnkd.in/egPxnT8Fhttps://lnkd.in/eb8Wsm_z My back cover endorsement of Michael's book reads as follows: "This is a wonderful book: deep, original, witty and provocative. It is a survey of the most important ideas and methods of modern quantitative investment that should enthrall both junior and seasoned quants." The Russian physics style brain teasers are great -- although I personally think brain teasers is the worst way to source real talents. Finding new, original ideas is not about being fast and smart, but about being deep, serendipitous, unrelenting and humble. At least this is the type of talents we have hired at CFM for the last 25 years -- and we did manage to muster a great lineup of creative and collaborative individuals. #quantitativefinance #research
2022/09/04
Capital Fund Management | Chairman and Head of research
690
https://www.linkedin.com/feed/update/urn:li:activity:6971934183795388416
8
Julien Guyon
Open
16
I'm proud to join École des Ponts ParisTech, one of the top engineering schools in France, as a full professor of -- and researcher in -- Applied Mathematics, starting today! So, quite a big change, moving full time to academia and moving back to Paris, after 10 fantastic years at Bloomberg LP in New York. I'm looking forward to this new academic life ahead -- academic but still very connected with the industry in many ways, I hope, as I have always loved working at the interface of both worlds!#change #mathematics #finance #quantitativeresearch #academia #paris #france
2022/09/01
New York University | Adjunct Professor
219
https://www.linkedin.com/feed/update/urn:li:activity:6971154439680192512
8
Saeed Amen
Open
12
I’m happy to share that I’m starting a new position as Quantitative Research & Development Lead at Abu Dhabi Investment Authority (ADIA)!
2022/09/01
Cuemacro | Founder
65
https://www.linkedin.com/feed/update/urn:li:activity:6971192333878845440
7
Igor Halperin
Open
10
The conference "Jean-Philippe Bouchaud: a rare event?"https://lnkd.in/dqxy7ek5is over. Now, time to build the Econophysics Los Alamos: we need to solve systematic issues in traditional economics; and this weekend we have met visionaries that are making it happen.Please join me in following their example.Happy birthday, professor jean-philippe bouchaud!
2022/09/12
Fidelity Investments | AI Asset Management
53
https://www.linkedin.com/feed/update/urn:li:activity:6975142524092870656
6
Artur Sepp
Open
5
New research paper on optimal allocation to Bitcoin and cryptocurrencies for diversified portfolios: I apply four quantitative methods for optimal allocation to Bitcoin cryptocurrency within alternative and balanced portfolios based on metrics of portfolio diversification, expected risk-returns, and skewness of returns distribution.Using roll-forward historical simulations, I find that the median of optimisers’ average weights is 2.3% and 4.8% for 100% alternatives and for 75%/25% balanced/alternatives portfolios, respectively.I conclude that Bitcoin may provide positive marginal contribution to risk-adjusted performances of optimal portfolios.I emphasize the diversification benefits of cryptocurrencies as an asset class within broad risk-managed portfolios with systematic re-balancing.#bitcoin #cryptocurrency #assetallocation
2022/09/13
Sygnum Bank | Head Systematic Solutions and Portfolio Construction
50
https://www.linkedin.com/feed/update/urn:li:activity:6975452430364745729
6
Markus Leippold
Open
605
When Max Weber was criticized by a colleague for publishing outside of his own discipline, he told him "I am not a donkey, and I don't have a field.” Today, free-ranging intellectuals are almost extinct. Transdisciplinary thinking has become a career risk. Scientists are supposed to stay in their field like donkeys. However, the big problems of the world are transdisciplinary. Donkeys won't solve them.
2022/09/09
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
5536
https://www.linkedin.com/feed/update/urn:li:activity:6973666999298134017
6
Markus Leippold
Open
2
It was such a great pleasure to hold a keynote speech at the Frontiers of Factor Investing Conference at Lancaster University today. A great event, and it is pleasing to learn that now this conference also has a separate stream on #climatefinance, mirroring the fact of how important that topic has become for the finance community. Thanks, Harald Lohre, for hosting me! The link to the conference programme is in the comments.#factorinvesting #finance #conference #climaterisk #portfoliomanagement
2022/09/15
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
46
https://www.linkedin.com/feed/update/urn:li:activity:6976162626351292417
5
Petter Kolm
Open
23
Super excited to announce the Godfather of #ReinforcementLearning in #Finance & 2022 Quant of the Year Dr. Igor Halperin will join the Cornell Financial Engineering Manhattan Future of Finance!!
2022/09/15
Courant Institute of Mathematical Sciences | Clinical Full Professor of Mathematics
327
https://www.linkedin.com/feed/update/urn:li:activity:6976125878221033472
5
Peter Cotton, PhD
Open
50
Celebrating 10 million downloads of Facebook Prophet! By the time this reaches your feed, PePy will be reporting that #facebook's #prophet package will have been downloaded an astonishing 10,000,000 times (https://lnkd.in/grs6cyiV). I don't remember the author's exact words when responding to my critique of the package, but it was along the lines of "this post rips prophet to shreds and I agree with all of it". It is also true that nobody has been able to build anything resembling a remotely convincing case for Prophet's efficacy. But you can't deny the success based on user adoption. This paradox requires an explanation, and if that means pushing back on my observations, that's fine by me. (I also think it was an original contribution, with many interesting generalizations). What explains the popularity? #timeseries #timeseriesanalysis #forecasting #opensource
2022/09/12
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
42
https://www.linkedin.com/feed/update/urn:li:activity:6975094083757228033
5
Harvey Stein
Open
22
I’m happy to share that I’m starting as a Visiting Professor at Imperial College London!
2022/09/12
Bloomberg LP | Head, Quantitative Risk Analytics
348
https://www.linkedin.com/feed/update/urn:li:activity:6974913095353655297
5
Markus Leippold
Open
1
The potential for companies to be held liable for their impact on the #environment and #society is increasing. This trend is due to changing public and #investor attitudes to #globalwarming, as well as proposed reporting requirements on #ESG issues in Europe and the US. #ESG is likely to become a significant source of liability exposure in the future and will continue to grow, particularly around disclosures related to climate change and the environment. Hence, we introduce a dataset with human-annotated #environmental claims made by listed companies that can be used to train #algorithms such as our #climateBERT. All data is freely available on GitHub, and the paper can be downloaded on SSRN (https://lnkd.in/eYfYNVE3). Thanks again to the great team: Julia Anna Bingler, Mathias Kraus, Dominik Stammbach, Nicolas Webersinke.University of Zurich - Department of Banking and FinanceCenter for Sustainable Finance and Private WealthCenter of Competence for Sustainable Finance#climatechange #sustainable #finance #sustainablefinance #TCFD #environment
2022/09/02
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
55
https://www.linkedin.com/feed/update/urn:li:activity:6971403376190177280
5
Guillaume Coqueret
Open
5
Many people would like to know or determine if green investments are more or less profitable than mainstream counterparts (e.g., green vs traditional funds). In my opinion, in the long run, greenness and performance are uncorrelated (see Chapter 4 of https://lnkd.in/ek2ZRmef). Sometimes, studies find positive links, sometimes negatives ones and occasionally, journal editors even accept to publish papers in which there is no relationship between the two… Basically, it depends! (on periods, geography, sectors, pillars/issues, ownership, etc.)Recently, with Theophile Anquetin, Bertrand Tavin and Lou Welgryn, we wrote a paper about the impact of Carbon4 Finance Scope 3 emissions on sector portfolios (there is less noise in the data when we aggregate emission intensities at the sector level): https://lnkd.in/eh-V7JeG (available on SSRN) We find that greenness is beneficial in our study. But as many financial products mention in contract footnotes (and as asset managers know): past performance is not indicative of future profits!Recently, green assets have performed well relative to the market (hence the green rallies), but it's likely this will not last. There are signs of green flows slowing down, which may curtail realized returns. But this will not persist and tables will turn again. Savers with long horizons should ignore the noise in the debate and short term oscillations. If they are ethics- & durability- driven, they should invest in green funds and not focus too much on performance. It will come and go, as is the case for all asset pricing factors.#greenfinance #sustainablefinance #sustainableinvesting #esginvesting #esginvestment #esgfunds #esgfinance
2022/08/30
emlyon business school | Associate Professor of Finance and Data Science
41
https://www.linkedin.com/feed/update/urn:li:activity:6970275077363793920
5
Markus Leippold
Open
6
What a great day! So excited that we won the #GRASFI2022 Best Paper Award with our #climateBERT paper! GRASFI - Global Research Alliance for Sustainable Finance and Investment is the biggest and most important conference on sustainable finance. A big thanks to the team: Julia Anna Bingler, Mathias Kraus, and Nicolas Webersinke. It's great to see that our work using modern #NLP methods gains traction and proves to be important to the financial industry!A big thanks also to all the sponsors of #GRASFI2022!!!Link to the paper in the comments!University of Zurich - Department of Banking and FinanceCenter for Sustainable Finance and Private WealthCenter of Competence for Sustainable FinanceSFI Swiss Finance InstituteIwan Deplazes, Marcin Kacperczyk, Philippe Brügger, Christoph Baumann, Roger Rueegg, Francois Degeorge, Marco Pagano Rob Bauer Roger Miners#finance #investment #sustainable #climatefinance #sustainablefinance #sustainableinvesting
2022/09/07
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
146
https://www.linkedin.com/feed/update/urn:li:activity:6973303263563542528
4
Igor Halperin
Open
6
It is great to see that my Coursera specialization 'Machine Learning and Reinforcement Learning in Finance' is still alive and kicking! Thanks to all the students who took it so far, and have a happy Labor Day!#machinelearning #reinforcementlearning #finance
2022/09/05
Fidelity Investments | AI Asset Management
44
https://www.linkedin.com/feed/update/urn:li:activity:6972640196488007680
4
Saeed Amen
Open
6
Happy that the fourth edition of my book on fixed-income with Bruce finally came out.
2022/09/01
Cuemacro | Founder
69
https://www.linkedin.com/feed/update/urn:li:activity:6971192259547439104
4
Saeed Amen
Open
2
I wrote about how machine learning can be used as part of the data preparation process, not purely the modelling stage.. something we do at Turnleaf Analytics for forecasting inflation #datascience #machinelearning #inflation #forecasting
2022/08/29
Cuemacro | Founder
13
https://www.linkedin.com/feed/update/urn:li:activity:6970028428943097858
4
Igor Halperin
Open
13
Hi network, I would like to share a new parametric portfolio optimization model that I made, that allows us to optimize portfolio kurtosis and portfolio lower semi kurtosis. These risk measures allow us to reduce the tails of portfolio returns distribution. As shown in Cajas (2022) https://lnkd.in/ebza8jgm minimizing parametric portfolio kurtosis can be solved, using convex programming, by#portfoliooptimization #riskmanagement #assetallocation #portfoliomanagement #quant #quantitativefinance #finance Direct link if you have problems to download it from SSRN: https://lnkd.in/eymWgSKQ
2022/08/29
Fidelity Investments | AI Asset Management
263
https://www.linkedin.com/feed/update/urn:li:activity:6970029567109382144
4
Igor Halperin
Open
0
Will be a huge treat learning from these two tomorrow at Cornell Financial Engineering Manhattan's Future of Finance!
2022/09/16
Fidelity Investments | AI Asset Management
71
https://www.linkedin.com/feed/update/urn:li:activity:6976301488574763008
3
Peter Cotton, PhD
Open
8
The largest pay gap isn't gender, disability or mental illness. It is #autism. Earlier this year former Australian Prime Minister Scott Morrison caused a ruckus when asked a funding question by a woman with an autistic son. He responded: "Jenny and I have been blessed, we've got two children that don't - that haven't had to go through that." It was an awkward attempt at empathy, off the cuff, which we don't question. But it seems companies are also "blessed" not to have to suffer autistic people, at least for fair pay. In the U.K., the Office of National Statistics reports a pay gap of 33.5%, about triple the gap for disabled men or women. As a story by Allie Nawrat in Unleash (https://lnkd.in/eMyx_VXn) points out, this is rather disappointing given the research on benefits to business of cognitive diversity (e.g. HBR: https://lnkd.in/erH8KwGY). If I asked you to speculate on that pay gap, you might list things you think those on the spectrum do "to themselves", or fail to do, that inhibit their progression up the corporate ladder. Perhaps failure to make eye contact; tendency towards unfiltered remarks; failure to read people; or (have you considered?) additional energy spent filtering background noise. But what you might not see is the flip side of that coin: that neurotypical people are less willing to interact with autistic peers, and that this judgement occurs in seconds (see https://lnkd.in/eZG7wChA). The UK government will monitor the autism pay gap going forward (https://lnkd.in/e7gQWyuD) but if the research is representative, it's surely a hard, hard fix. Keep this in mind reading well-meaning posts on the importance of hiring "well rounded" employees with all the right "soft skills". Those skills can be real, but I wish I had a dollar for every post offering advice along the lines of "math isn't important, coding isn't important, only Y is" ... where Y is "
2022/09/14
Intech Investment Management LLC | Senior Vice President. Chief Data Scientist.
124
https://www.linkedin.com/feed/update/urn:li:activity:6975558606582644736
3
Jochen Papenbrock
Open
0
Financial institutions are looking to democratize #AI and technology for sustainable finance and #ESG. Learn more from Jochen Papenbrock, Head of Financial Technology-EMEA, NVIDIA at the Big-Data.AI Summit on September 14.
2022/09/08
NVIDIA | Financial Services and Technology Developer Relationship Lead EMEA
11
https://www.linkedin.com/feed/update/urn:li:activity:6973712660336902144
3
Marcos Lopez de Prado
Open
12
From the Twitterverse: Recent results by DeepMind show that the OpenAI 2020 scaling results for massive LLMs were wrong. OpenAI argued that there was a sweet spot for parameter tuning for each data set. Turns out, the real story is, that whoever gets the largest high-quality text dataset -- wins.Why did OpenAI make this error? In the original 2020 paper, OpenAI used a fixed learning rate schedule on all models. DeepMind found that the LR schedule should scale with the dataset size.(OpenAI should have used weightwatcher)Read more about this here:https://lnkd.in/ghnHsQmc
2022/09/11
Abu Dhabi Investment Authority (ADIA) | Global Head - Quantitative Research & Development
219
https://www.linkedin.com/feed/update/urn:li:activity:6974591912666120192
3
Markus Leippold
Open
30
I just received the Runners-up for the Best Ph.D. Award at the GRASFI 2022 conference for my paper "Divestment, information asymmetries, and inflated ESG ratings". In this paper, Dennis Bams and I show that Refinitiv, MSCI, and FTSE ESG ratings are inversely related to sustainable performance because socially responsible investors face information asymmetries. Interested? See: https://lnkd.in/eJg_xYcM#GRASFI #GRASFI2022 #research #paper #workingpaper #sustainablefinance #finance #economics #sustaianbility #esg #esgratings #csr #conference #sustainable
2022/09/09
University of Zurich - Department of Banking and Finance | Professor, Chair in Financial Engineering
234
https://www.linkedin.com/feed/update/urn:li:activity:6974010375050555392
3
Graham Giller
Open
18
The beta binomial conjugacy is simply beautiful. By getting rid of the gamma normalization term of the beta we can extract a Binomial posterior analytically using a Beta prior for the Binomial parameter of the success probability. Beautiful for finishing the work week!!!
2022/09/09
Chief Executive Officer |
183
https://www.linkedin.com/feed/update/urn:li:activity:6974100417399943168
3
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Table
Name
Tweet
Favourite Count
Follower Count
Location
Profile URL
Published
Retweet Count
Text URL
Tweet URL
User
pyquantnews
Open
20 Python libraries for market data everyone should know:
253
63731
https://t.co/9ZetraoCiw
2022/09/25
54
https://twitter.com/pyquantnews/status/1573830722627985409
pyquantnews
pyquantnews
Open
I spent a good portion of my $90,000 master's degree learning 1 thing: Simulating stock prices. The good news? You don't need a master's degree to build your own stock price simulator in Python. I'm going to show you how step-by-step:
191
62781
https://t.co/9ZetraoCiw
2022/09/22
34
https://twitter.com/pyquantnews/status/1572923209539780609
pyquantnews
pyquantnews
Open
Advances in Financial Machine Learning Marcos López de Prado shows readers how to: • Backtest • Structure big data for ML • Research using ML algorithms Code: https://t.co/Km3yfXou3i Book: https://t.co/q2kRGTatFz
53
62602
https://t.co/9ZetraoCiw
2022/09/22
6
https://github.com/fernandodelacalle/adv-financial-ml-marcos-exercises
https://twitter.com/pyquantnews/status/1572742766639345666
pyquantnews
pyquantnews
Open
Empyrical: Common financial risk and performance metrics in Python Library of risk metrics created by Quantopian for their popular Zipline backtesting framework. This library works totally independently. https://t.co/vIU4WEeNSl
52
64439
https://t.co/9ZetraoCiw
2022/09/26
0
https://github.com/quantopian/empyrical
https://twitter.com/pyquantnews/status/1574372763107840002
pyquantnews
pyquantnews
Open
The 8 dirty secrets data analysts don't tell you: • Theory != practice • Presentation is key • Data is never clean • Big data is only tool • Nothing's ever automated • No one cares how you did it • You don't need deep learning • 99% of your time is preparing data
52
63606
https://t.co/9ZetraoCiw
2022/09/24
4
https://twitter.com/pyquantnews/status/1573467047253639188
pyquantnews
pyquantnews
Open
Darts darts is a Python library for easy manipulation and forecasting of time series. It contains a variety of models, from classics such as ARIMA to deep neural networks. https://t.co/Kra9tHzHys
49
63666
https://t.co/9ZetraoCiw
2022/09/24
9
https://github.com/unit8co/darts
https://twitter.com/pyquantnews/status/1573649242299809793
pyquantnews
pyquantnews
Open
googlefinance Python module to get stock data from Google Finance API. This module provides no delay, real time stock data in NYSE & NASDAQ. https://t.co/CcuzkzyX43
39
63731
https://t.co/9ZetraoCiw
2022/09/25
4
https://github.com/hongtaocai/googlefinance
https://twitter.com/pyquantnews/status/1573830942485086209
pyquantnews
pyquantnews
Open
Quantitative Stock Price Analysis with Python (25 minutes) We look at some quantitative analytical methods of stock price changes using Python and pandas. https://t.co/QXvOcUW3Ok
34
59490
https://t.co/9ZetraoCiw
2022/09/21
1
https://www.youtube.com/watch?v=PkzVU7Klic0
https://twitter.com/pyquantnews/status/1572379624721498114
pyquantnews
pyquantnews
Open
Stock Price Prediction Using Python & Machine Learning (50 minutes) In this video, you will learn how to create an artificial neural network called Long Short Term Memory to predict the future price of a stock. https://t.co/LE30mJOvJh
26
59490
https://t.co/9ZetraoCiw
2022/09/21
0
https://www.youtube.com/watch?v=QIUxPv5PJOY
https://twitter.com/pyquantnews/status/1572380876323033092
pyquantnews
pyquantnews
Open
Here's what we covered: tia ccy IBApi Tiingo Tradier Alpaca Finnhub yfinance inquisitor Wallstreet finsymbols Polygon .io marketstack Twelve Data MetaTrader5 googlefinance Stock Extractor Alpha Vantage Nasdaq Data Link pandas-datareader
25
63826
https://t.co/9ZetraoCiw
2022/09/25
5
https://twitter.com/pyquantnews/status/1573835975746326528
pyquantnews
pyquantnews
Open
By reading this thread, you'll be able to build your own stock price simulator in Python. Here's what you'll learn: 1. About Geometric Brownian Motion 2. Import libraries and set up 3. Build the functions 4. Visualize results Ready?
25
62781
https://t.co/9ZetraoCiw
2022/09/22
2
https://twitter.com/pyquantnews/status/1572923459289681926
pyquantnews
pyquantnews
Open
How to Create & Test Trading Algorithm in Python (20 minutes) Learn how to download and manipulate data then develop a momentum strategy trading algorithm with Python. https://t.co/o3Vmfdjh6k
25
59490
https://t.co/9ZetraoCiw
2022/09/21
1
https://www.youtube.com/watch?v=fqltiq5EahU
https://twitter.com/pyquantnews/status/1572379872705802240
pyquantnews
carlcarrie
Open
Intro dive on Transformers for Time Series Prediction & Classification Article: https://t.co/ppHbtTPHDb Paper: https://t.co/EZ7tcCCC3h Python GitHub: https://t.co/5nR5v5LW52 https://t.co/QXrhsD9ghr
24
11092
New York
https://t.co/RKDfeDu90F
2022/09/21
4
https://towardsdatascience.com/multivariate-time-series-forecasting-with-transformers-384dc6ce989b
https://twitter.com/carlcarrie/status/1572610699234353155
carlcarrie
pyquantnews
Open
Wallstreet Wallstreet is a Python 3 library for monitoring and analyzing real time Stock and Option data. Quotes are provided from the Google Finance API. https://t.co/bkSBMTYi98
21
63731
https://t.co/9ZetraoCiw
2022/09/25
1
https://github.com/mcdallas/wallstreet
https://twitter.com/pyquantnews/status/1573831186786426880
pyquantnews
pyquantnews
Open
Algorithmic Trading in Python (3 hours) The video is a full tutorial which starts from basic installation of python and anaconda all the way to backtesting strategies and creating trading API. https://t.co/400cecboCE
20
59490
https://t.co/9ZetraoCiw
2022/09/21
2
https://www.youtube.com/watch?v=GDMkkmkJigw
https://twitter.com/pyquantnews/status/1572380379394228224
pyquantnews
pyquantnews
Open
If you like Python for quant finance, check out the 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python. Here's why: • Black-Scholes, the greeks, and implied volatility • Jupyter Notebooks with the code • Live options data https://t.co/uUXgYrCqgx
19
59490
https://t.co/9ZetraoCiw
2022/09/21
4
https://pyquantnews.gumroad.com/l/46-page-ultimate-guide-pricing-options-implied-volatility-python-pdf-code-pyquant-news
https://twitter.com/pyquantnews/status/1572382708474445824
pyquantnews
pyquantnews
Open
Python for Quant Finance (50 minutes) The talk discusses and illustrates why Python might be the right choice for implementing ambitious quant finance applications and projects. https://t.co/fJrVneDA0D
19
59490
https://t.co/9ZetraoCiw
2022/09/21
0
https://www.youtube.com/watch?v=ksaMXd3knZg
https://twitter.com/pyquantnews/status/1572380125186101250
pyquantnews
pyquantnews
Open
How to Code a Trading Bot in Python (20 minutes) In this video, we are going to code a python trading algorithm in the QuantConnect platform. https://t.co/E7ODuxDzEh
18
59490
https://t.co/9ZetraoCiw
2022/09/21
0
https://www.youtube.com/watch?v=s8uyLscRl-Q
https://twitter.com/pyquantnews/status/1572380621913329664
pyquantnews
pyquantnews
Open
If you like Python for quant finance, check out the 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python. Here's why: • Black-Scholes, the greeks, and implied volatility • Jupyter Notebooks with the code • Live options data https://t.co/uUXgYrCqgx
15
64498
https://t.co/9ZetraoCiw
2022/09/27
6
https://pyquantnews.gumroad.com/l/46-page-ultimate-guide-pricing-options-implied-volatility-python-pdf-code-pyquant-news
https://twitter.com/pyquantnews/status/1574602335761965063
pyquantnews
pyquantnews
Open
If you like Python for quant finance, check out the 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python. Here's why: • Black-Scholes, the greeks, and implied volatility • Jupyter Notebooks with the code • Live options data https://t.co/uUXgYrCqgx
15
62629
https://t.co/9ZetraoCiw
2022/09/22
1
https://pyquantnews.gumroad.com/l/46-page-ultimate-guide-pricing-options-implied-volatility-python-pdf-code-pyquant-news
https://twitter.com/pyquantnews/status/1572764034197344256
pyquantnews
carlcarrie
Open
Trading Financial Markets Using Reinforcement Learning Paper / #ebook https://t.co/bq7qmNoPYK Python GitHub: https://t.co/jciHIz7Eqd SARSA, Q--Learning, and Greedy--GQ applied to Brazilian stock market https://t.co/EPru6rTYTL
15
11056
New York
https://t.co/RKDfeDu90F
2022/09/21
4
https://www.duo.uio.no/bitstream/handle/10852/95431/1/Fabio_Rodrigues_Pereira_masteroppgave.pdf
https://twitter.com/carlcarrie/status/1572389820500156417
carlcarrie
pyquantnews
Open
Message of the day: Go write some code.
14
64386
https://t.co/9ZetraoCiw
2022/09/26
1
https://twitter.com/pyquantnews/status/1574190601691664385
pyquantnews
carlcarrie
Open
Optimized Kalman Filter Python GitHub: https://t.co/i1aP2cMTJX https://t.co/i7hAKO5VDe
14
11174
New York
https://t.co/RKDfeDu90F
2022/09/26
1
https://github.com/ido90/Optimized-Kalman-Filter
https://twitter.com/carlcarrie/status/1574178632926257152
carlcarrie
pyquantnews
Open
tia TIA is a toolkit that provides bloomberg data access, easier pdf generation, backtesting functionality, technical analysis functionality, return analysis, and few windows utils. https://t.co/3pxUpDr76V
13
63776
https://t.co/9ZetraoCiw
2022/09/25
1
https://github.com/bpsmith/tia
https://twitter.com/pyquantnews/status/1573833453128355841
pyquantnews
robertmartin88
Open
trying to decide which books to bring with me across the pond. Probably only have space for 5ish. Tough decisions 🫡 https://t.co/qVK6gyLAbc
13
7505
London, England
https://t.co/cyX6zqG4jq
2022/09/23
0
https://twitter.com/robertmartin88/status/1573232920143470592
robertmartin88
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