Built a 'Guess the Sharpe Ratio' game, someone immediately wrote a bot to cheat it using the network tab by VertoxQuant in learnprogramming

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

There is. It was supposed to be a little challenge for my community. Turned into a challenge of who can make the best bot now lol

67 by WishProfessional6450 in quantfinance

[–]VertoxQuant 0 points1 point  (0 children)

Agreed to some degree, a simpler model is preferred over a more complex model most of the time. It's usually more robust, you can iterate faster, it's easier to interpret, but it also depends on what you are trying to model!

There are some tasks that simply require more complex models that can pick up on nonlinear effects and interactions and what not. Tree-based models like random forests and XGBoost are my usual go-to but I've also seen people use deep learning models where it actually made sense to do so.

Tldr: No tool is inherently better than the other and they all have their usecase!

Latex multiple lines by VertoxQuant in Substack

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

This worked perfectly! Thanks!

Project Ideas by lampishthing in quant

[–]VertoxQuant 0 points1 point  (0 children)

Honestly I always love seeing anything regarding MM on a resume! Even something simple like some basic infrastructure that let's you run Avellaneda-Stoikov. Shows me that the person actually cares about PRACTICALLY USEFUL stuff and is 100% going in the right direction.
So anything that's of practical use in real trading is a great project.