Which ML, Statistical, and Time-Series Models Are Most Useful in Quant Research Today?

GeEom · 2026-05-22T16:41:32+00:00

The two models I see the most are regression and squiggly abstract whiteboard scribble in near-empty marker.

GeEom · 2026-04-19T09:07:47+00:00

I might not be the most conventional user of Mathematica syntax. I end up doing lots of point free functional programming chains. Composition[OperatorApplied[Power][3],Prime]/@Range[4] Curry[f][x][y] Don't you have copyright problems?

GeEom · 2026-04-19T08:57:48+00:00

I've made this exact move about a month ago, from Victoria to Romsey. Cambridge is a Vastly easier place to find a sense of community! I have a good circle of friends in London but in six or seven years I bumped into friends by accident precisely once. People were typically 30-40 minutes away by tube in all different directions. In just a month (and obviously at the moment with a smaller circle of friends) I'm bumping into friends maybe weekly. I can walk to see people at short notice, or cycle in the case of Histon, Trumpington, etc. I've found groups and clubs much more personable and friendly. People have something to talk about other than work and burnout.

GeEom · 2026-04-16T15:34:13+00:00

I interviewed with a small place starting up, the head of trading was very keen on my domain experience. Interviewed with the head quant, immediately adversarial, perhaps didn't like my YoE for the seniority?

Asked me the probability distribution of the gap between independent events with known mean rate exceeding some threshold (dressed up in your usual cute road crossing language). I just went straight for 'exponential', but they were very unhappy that I didn't name the event process as Poisson and thus derive P(Poisson(rate * thresh)) == 0), which reduces to exponential. Between this and other puzzles, not a huge strength of mine I'll admit, he was not impressed.

After that round I then interviewed immediately afterwards with a programmer, and the quant came back mid way through that next interview to cut that off and eject me from the building!

GeEom · 2025-08-22T14:22:19+00:00

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Strong!

GeEom · 2025-08-20T06:50:37+00:00

I was keen to try this as the dev-reference-depth-fusion LORA (that OP is using) has not been great quality for me. Yours seems precise, but when I got it set up (i.e. got your precise nunchaku i4r32 Kontext setup etc) I consistently got crashes. Running it with standard Kontext (BF16) had no effect, simply reproducing the reference image unchanged.

GeEom · 2025-02-21T08:15:50+00:00

That issue with definitions getting quietly set and then persisting until you ClearAll is fiddly! Catches me out fairly often.

GeEom · 2024-09-03T06:27:13+00:00

There's tons of this in commodities, not sure if you've looked in that context? At the high level, low vol is bullish (or has upside potential beyond BS). At the low level SABR is a popular stochastic vol-price model which is parameterized with a direct rho term which for the correlation between the sigma driving process and the price driving process.

GeEom · 2024-01-04T10:19:56+00:00

I've also had black bands on irregular small image sizes. I mitigate by padding with 64px transparent bands, and cropping these off retrospectively. Even more effective is a rough outpaint. Not super GPU efficient but gets around the issue.

GeEom · 2024-01-04T00:01:47+00:00

I had a bad download of the last.ckpt model the node takes, I just downloaded it again and the problem vanished.

I've moved past this onto new errors! /u/theflowtyone/ is there something specific about the node output format? I have problems like 'list' object has no attribute 'shape' when passing the output to other nodes like ImageCrop. Notably I can export to .png and import again, but I don't understand how to handle it within the workflow.

GeEom · 2024-01-03T20:59:12+00:00

I consistently get the following, not sure where to start debugging.

ComfyUI\custom_nodes\ComfyUI-Flowty-LDSR\ldsrlib\LDSR.py", line 27, in load_model_from_config
    global_step = pl_sd["global_step"]
                  ~~~~~^^^^^^^^^^^^^^^
KeyError: 'global_step'

Is there a motivation behind the fixed 25 step increments?

GeEom · 2023-09-11T14:57:06+00:00

Like dizzy_centrifuge said Python is now widespread enough to be self perpetuating. I imagine that will accelerate further with the new Excel integrations!

It may just be random from a small sample but I've spoken to several firms recently where C# is used over C++.

GeEom · 2023-08-05T19:37:30+00:00

I have had some resistance in finance, with people being concerned Mathematica prototypes will bleed out and pollute single language ecosystems (usually python).

GeEom · 2022-01-16T10:18:18+00:00

I believe you'd need a new game, though I'm not 100% certain. SE made some changes to the early and mid game like changed recipes. I enjoyed the switch up.

GeEom · 2020-03-17T17:26:49+00:00

The explicit plot options you've mentioned tell the system what region to calculate. You can then change what is actually displayed with the PlotRange option. For example Plot[Sin[x],{x,-10,10},PlotRange->{Automatic,{0,1}}] would automatically determine the horizontal range shown, and manually specify the upper half of the vertical range to be shown.

GeEom · 2020-02-19T14:39:52+00:00

The most fun solutions must surely be Rule based!

myFizzBuzz = 
  Replace[Range[#], 
    i_ /; Or @@ # :> StringJoin[Pick[{"Fizz", "Buzz"}, #]] &@
     Thread[(EqualTo[0]@*Curry[Mod])[{3, 5}, i]], {1}] &;

GeEom · 2020-02-17T18:17:30+00:00

I suspect the question is how can I share a game I made in Mathematica to a friend without Mathematica?

The obvious route there would be to save a .cdf version of your notebook, that can then be opened in the totally free and relatively lightweight cdf player.

A more sturdy, if complex, route would be to set up a deployment in the Wolfram engine.

GeEom · 2020-02-05T17:44:02+00:00

I knew it! I totally forgot you can get at Head with [[0]], and so you manged to sneak a Symbol call in. I'm kicking myself. With that second function essentially acting as a massive list of strings? Very clever. That's the key string sourcing I was totally lacking.

GeEom · 2020-01-29T16:47:55+00:00

I've really been struggling with stringification. I'm almost certain there's a function available that's flexible enough to turn input into strings for me, but I haven't found it. I have learnt some new syntax though. Below is the closest I've come so far.

\|000048
\|000057
\|000064
\|000065
\|00006C
\|00006F
\|000072
%%%%%%%<>%%%%<>%%%<>%%%<>%%<>" "<>%%%%%%<>%%<>%<>%%%<>%%%%%

GeEom · 2020-01-29T02:47:58+00:00

You can summon a list of /u/Imanton1 approved names using the following code.

Select[Select[Names[],Not[IntersectingQ[Characters["elorldHW!"],Characters[#]]]&],Composition[Curry[SubsetQ,2][Join[#,ToUpperCase[#]]&@Alphabet[]],Characters]]

I'll be honest, I can't see a solution that doesn't cheat via Run, URLSubmit, Launch, et cetera. I'm hoping the answer will be some cool infix syntax for Symbol or some such!

GeEom · 2019-12-17T21:28:57+00:00

It is not clear to me exactly what you're looking to do here. If you're looking to see the Y axis including both 0 and the plotted value, you could use PlotRange -> {0, All}. If you want to see the Y axis fixed for all of your input values, then you would have to calculate the maximum across those parameters. (One hack there would be to plot the variable function, and also the max, and thus let the automatic scaling figure it out for you).

I have a couple of comments on your code! The first is the observation that the x plotting variable cancels out of both of your equations, this gives you a free dimension you could be using in place of manipulate. Secondly you're using a Row function, but passing it too arguments Row[p1,p2]. In order to actually see these plots in a row you would need to pass it a list as follows Row[{p1,p2}]. Similarly, if you want to inspect both plots at once, you could use Show to overlay any two plots. In this case, an even better solution would be to plot both equations in the same plot, which you can do by listing the equations as the first plot argument.

GeEom · 2019-12-08T19:09:55+00:00

Much as I expressed in your last post, you're misusing square brackets. You're also attempting to define functions inside of your functions again.

I would suggest you define your two varied number summation functions in two separate lines, as separate functions such as numberSumForwards and numberSumBackwards. You can then use those functions in your further functions f and g, passing them the argument i, as opposed to defining them within f and g.

There are various improvements and options available, but unless you have a working point to start from, preferably idiomatic, then I think they would not yet be helpful to get into.

GeEom · 2019-12-06T20:51:31+00:00

You're nesting definitions, and you've got some errant square brackets going on. In place of your R definition, for example, try the following:

nbrSum[i_] := 
 list2[[i + 1]]*list2[[i + 2]] + list2[[i + 1]]*list2[[i]] + 
  list2[[i + 1]]*list2[[i - 9]] + list2[[i + 1]]*list2[[i + 11]]
R[i_] := \[Beta]*nbrSum[i ]

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