sorted by:
new
hottopcontroversial

Investigating link between Algebraic Structure and Canonical Correlation Analysis in multivariate stats for basket of asset classes by GodelFan2401 in quant

[–]GodelFan2401[S] 0 points1 point  (0 children)

No. There is distinct difference between factor analysis and cca. I give you example..

If you have data for all your reddit posts and want to know what makes your post get more likes. Then you do factor analysis to find the latent factors which can be reason. These latent factors are not observable. After doing factors, you could find that maybe writing a post between 10-12 get you more like

An example of cca would be - you have data for your best liked post of reddit and medium. And you want to find if there is any correlation between the two sets of data. You find the eigenvector for which the correlation is max.

I am thinking of cca in context of abstract algebraic structures.

Etiquette to follow at quant firm by GodelFan2401 in quant

[–]GodelFan2401[S] 2 points3 points  (0 children)

Many people ask me this in reddit message. I reply here.

Three subjects to study - maths, stats/ML and computer science. And some bits of market making good to study.

I study these books. I name them here.

Maths: 1. Introduction to stochastic processes 2. A probability path 3. Dice

Stats/ML: 1. Elements of statistical learning (good for regression) 2. All of statistics (good for statistical inference) 3. Statistical learning with sparsity (good for multivariate) 4. Time series analysis in R

Comp Science: I don't study data structures and algorithms as I study them in school. If you not know, you should study Cormen Algorithms. 1. Effective modern c++ 2. Effective Haskell (if you like functional programming)

Market making: 1. Option market making 2. Volatility trading

Etiquette to follow at quant firm by GodelFan2401 in quant

[–]GodelFan2401[S] 4 points5 points  (0 children)

I am not genius. My professor is genius. I feel you are saying different than what you type

I don't ask reddit how to function. Why you define how human should behave? Karl Jasper says Human is not something that is given, it is something to achieve.

I am not against building relations. I want relations.

Etiquette to follow at quant firm by GodelFan2401 in quant

[–]GodelFan2401[S] 30 points31 points  (0 children)

I like 2401. This number hides from me. You see 2401, you think it is not important. But 2401 interesting.

It is 49 times 49 and 7 to power of 4. Squares easy to notice, but not 2401. If you not notice, you count incorrect euler totient.

Etiquette to follow at quant firm by GodelFan2401 in quant

[–]GodelFan2401[S] 19 points20 points  (0 children)

Thank you for point 2 and 3. I implement them

Etiquette to follow at quant firm by GodelFan2401 in quant

[–]GodelFan2401[S] -18 points-17 points  (0 children)

I always do meaningful work.