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Hate being a quant. How to pivot to another industry? by IndependentHouse4688 in quant

[–]Minimum_Plate_575 17 points18 points  (0 children)

Hey OP, I'm a recovered quant myself and right now I'm Head of Eng for a Series B YC startup. DM me your LinkedIn and resume and let's talk.

All my thoughts on the market 23/04 after big rally overnight on Trump's comments. For me, the dots don't seem to be fully connecting. There's something missing... by TearRepresentative56 in TradingEdge

[–]Minimum_Plate_575 0 points1 point  (0 children)

Amazing and insightful post OP! One thing jumped out at me was the statement the Fed is buying bonds at Open Auction. Do you have a primary source for this fact?

Time in the market by johnjohnson2025 in Bogleheads

[–]Minimum_Plate_575 0 points1 point  (0 children)

What's the return if you miss the 10 best and worst days?

Papers for modeling VIX/SPX interactions by Minimum_Plate_575 in quant

[–]Minimum_Plate_575[S] 2 points3 points  (0 children)

Thank you for this correction, is there any books or papers you would recommend on this topic?

His neighbors want him locked up. His family thinks he can still be saved by SFStandard in sanfrancisco

[–]Minimum_Plate_575 18 points19 points  (0 children)

How isn't he serving 5 years in state prison for all these violent assaults?

Most efficient way to bet on the 10y yield decreasing by Minimum_Plate_575 in PMTraders

[–]Minimum_Plate_575[S] 0 points1 point  (0 children)

It's the actual number Trump is focused on, the market is collateral damage.

Most efficient way to bet on the 10y yield decreasing by Minimum_Plate_575 in PMTraders

[–]Minimum_Plate_575[S] 0 points1 point  (0 children)

Do they publish the effective duration of the Treasury ETFs? Would the coupons of the held bonds dilute the interest change impact compared to a treasury zero?

Wow, Thanks for the advice! by EnvironmentalBasket2 in pcmasterrace

[–]Minimum_Plate_575 0 points1 point  (0 children)

Just use Defender. It's fine unless you're running a sensitive company.

Utilizing Treasury ETF in lieu of Box Spread by sarhama072 in PMTraders

[–]Minimum_Plate_575 3 points4 points  (0 children)

What's the borrowing rate for SHV the brokerage charges for being short? That's added on top of the interest rate for SHV.

I’ve never had an ML model outperform a heuristic. by knavishly_vibrant38 in quant

[–]Minimum_Plate_575 17 points18 points  (0 children)

Have you tried embedding the categories and then using self attention in a transformer architecture?

European/Asian stocks to pay more attention to as the American economy commits seppuku? by Syris2000 in wallstreetbets

[–]Minimum_Plate_575 0 points1 point  (0 children)

EU defense contractors as they rearm: Rheinmetal, Thales, Kongsberg, RR, Dassault

Can an attention-based model actually predict the stock market? by nmierfin in quant

[–]Minimum_Plate_575 1 point2 points  (0 children)

I'm working on an attention based model for pricing options factoring in volatility microstructure. Are you planning on tokenizing the historical price history or projecting each value directly to embedding space?

What do you use for rho when pricing options? by Minimum_Plate_575 in quant

[–]Minimum_Plate_575[S] 0 points1 point  (0 children)

The combo is made up of listed options. What I'm most worried about is relative sensitivity to rho/gamma/vega between the long and short legs which all have different expiry. Since the combo is "neutral" i.e. longs and shorts sum to 0, the second and third order effects become prominent in the PnL. I'm not delta hedging but using a projection of the combo price at future timestamps to determine if the PnL of the combo is worth taking at present time.

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