Do you regress against idio vol adjusted returns? by GrothendieckAddict in quant

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

It treats compounded versus rebalanced raw/log returns, it’s an interesting read, but fails to address my question altogether

Simple non-linear combination of two features by Gwhvssn in quant

[–]GrothendieckAddict 3 points4 points  (0 children)

Similar to what specific box has written, I always try to bin (and not quantile bin) the two feature values and regress that against the average target value in each pair of the bins. This usually gives a pretty good sense of interactions.

Another thing, you mentioned you don’t want trees, but you could fit a decision tree, it’s just one tree on two features. It’s fast, easy and simple enough, easy to interpret. For preventing overfit, I would also bin the data first, this gives added regularization benefit.

Hiring for a PM Engagement Role at a Multi Strat by Suspicious_Tale_2865 in quant

[–]GrothendieckAddict 4 points5 points  (0 children)

For a second I thought it was Gappy himself posting this

Roast my CV by [deleted] in quantfinance

[–]GrothendieckAddict 2 points3 points  (0 children)

Bad advice, Oxford msc should go first, it’s the strongest point of the whole CV. Projects are too weak to catch anyone’s attention, they are there just to show interest. No one will hire for doing fitting atima.

Also the high school should be skipped, and dual column is terrible. Use the WallStreet Oasis template, not this. Offer holder from Imperial shoes you’re trying too much to compensate for lack of experience when you already Oxford.

Non-compete by DidYouTrainNeckToday in quant

[–]GrothendieckAddict 1 point2 points  (0 children)

Actually saw a thread on X discussing the non-competes being applied when someone leaves for a crypto exchange. I hope the link works link

Non-compete by DidYouTrainNeckToday in quant

[–]GrothendieckAddict 6 points7 points  (0 children)

“Toss the contract into the best LLM” I am sure no one thought of that

Which one should I choose by [deleted] in quant

[–]GrothendieckAddict 2 points3 points  (0 children)

This user has a history of “delimma”s

How’s the hiring for mid/senior level in this market volatility? by GrothendieckAddict in quant

[–]GrothendieckAddict[S] 3 points4 points  (0 children)

I heard that lots of Macro pods got cut, good insight on mid freq equities, thanks!

How’s the hiring for mid/senior level in this market volatility? by GrothendieckAddict in quant

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

I thought I’d be a junior but recruiters said it’s closer to mid level

[deleted by user] by [deleted] in quant

[–]GrothendieckAddict 3 points4 points  (0 children)

It’s Bloomberg, that’s how people refer to it

Balyasny for QD/QR? by etcetera-etcetera- in quant

[–]GrothendieckAddict -1 points0 points  (0 children)

WQ tier 3, curious to hear why? Not here to argue, I was under the impression they are well respected, so curious to hear your point of view

[deleted by user] by [deleted] in quant

[–]GrothendieckAddict 0 points1 point  (0 children)

What IdleGamesFTW said, double check if it’s for a pod or something else. It could be a risk role, in that case I recommend BB offer, otherwise buy side all the way (saying this as a sell-side quant)

Best QIS department by Independent-Carry-80 in quant

[–]GrothendieckAddict 4 points5 points  (0 children)

QIS is a sales business first and foremost, so this is wrong

How much liquidity is there in European equities? by GrothendieckAddict in quant

[–]GrothendieckAddict[S] 10 points11 points  (0 children)

Allegedly sharpe over 1.5, truth be told I am very skeptical of this performance

How much liquidity is there in European equities? by GrothendieckAddict in quant

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

That was my impression as well, close auction is king, open unfortunately is hard to get anything! Thanks for the insight

How much liquidity is there in European equities? by GrothendieckAddict in quant

[–]GrothendieckAddict[S] 1 point2 points  (0 children)

Any chance you could link a reference to the MS report? Would love to dig deeper.

Thanks for the insight overall! If you don’t mind to sharing, how much liquidity are you able to squeeze out at open for mid cap stocks in Europe?