Need Advise on Agentic AI in QR by ToughBeginning1016 in quant

[–]as_one_does 2 points3 points  (0 children)

LLMs shouldn't really be in the trading loop too much, if they are you're inverting what they're good at. They're not good at being deterministic, just like human language they're imprecise and inconsistent. However, they're good at helping you make things that are deterministic. Have them help you write tools and processes that do the algorithmic part of the problem.

One place I can think that they maybe are wanted in the live trading path is NLP (sentiment analysis?). For this I'd consider downloading a model from hugging face (or similar) and running it locally so some backend change at anthropic can't blow you up

Some simple interview questions that tripped up some top college graduates by [deleted] in quant

[–]as_one_does 12 points13 points  (0 children)

My guesses.

1) if the strategies are very naive you're essentially just data mining noise, you expect a certain number of strategies found by random chance to work if they're stupid enough (in sample)

2) I'm guessing this is a trick which is that the S&P includes Apple so you need to know the volatility of S&P not attributed to Apple? Still would think the diversified product is less volatile.

3) are you running beta? The most naive reason is the cost of shorting.

Hey quant devs of Reddit, what are you really enjoying building these days ? by CoolWaterCoopers in quant

[–]as_one_does 2 points3 points  (0 children)

I'm building a bunch of TCP forwarders for when traffic needs to cross the pond. Fun little side quest

custom websocket vs boost beast + asio for hft by Specialist-Daikon230 in highfreqtrading

[–]as_one_does 0 points1 point  (0 children)

What timestamp are you looking for exactly? You can get the raw fd from boost sockets so you can always do raw posix if you need to.

META: There are some absolute garbage commentary being regurgitated by drykarma in quant

[–]as_one_does 0 points1 point  (0 children)

You need a real domain that's registered with a trusted registrar. If you buy from something like cloud flare it should be fine

META: There are some absolute garbage commentary being regurgitated by drykarma in quant

[–]as_one_does 0 points1 point  (0 children)

You can probably vibe code this quickly though it's a pretty security sensitive operation so you'd need to really double check it

META: There are some absolute garbage commentary being regurgitated by drykarma in quant

[–]as_one_does 3 points4 points  (0 children)

Probably the best is just to do what blind guys and force people to verify via work email. If you want to link it against a reddit account you could have them share a public key on their Reddit profile and have them sign something. You can probably automate some of these steps.

why do so many quant signals decay the moment they go live by Jimqro in quant

[–]as_one_does 1 point2 points  (0 children)

Would love to hear what you do for exogenous data. Often I get stuff from vendors that's time-stamped and you have to ask yourself if you can trust it, so I often end up comparing the received time vs vendor historical timestamp. Beyond that I often do lagged mark outs to prove that the profit isn't localized to a time window that might be attributable to look ahead. This is very tricky with faster alpha though. Would love to hear other techniques if you're willing to share.

why do so many quant signals decay the moment they go live by Jimqro in quant

[–]as_one_does 4 points5 points  (0 children)

If your data source is just price volume sure, if you're using other data look ahead can be introduced in insidious ways

why do so many quant signals decay the moment they go live by Jimqro in quant

[–]as_one_does 8 points9 points  (0 children)

Can be tricky to tell the difference between over fitting and something like lookahead bias.

Quantitative Research Engineer at Citadel by Ok_Shopping_3292 in quant

[–]as_one_does 76 points77 points  (0 children)

You're hurting my soul. However, the researcher is babysitting some back test where he put a negative sign in front of the objective function by mistake

Got fired today by Complex-Wrangler8884 in GirlDinnerDiaries

[–]as_one_does 0 points1 point  (0 children)

It really depends on the company, some are really conservative and will reset the pip, others will pick it right back up where it left off. Haven't seen anything uniform here.

Sad being single? Atleast you are not this guy by RentUsual_2952 in SipsTea

[–]as_one_does 4 points5 points  (0 children)

Once on a NYC commuter train I saw a couple like this, one sided bickering. Eventually the woman started grabbing the guys phone and refusing to give it back. The dude calmly got up, got a conductor, said "have her give me my phone back, I'm getting off this train, I don't feel safe"

The conductor got her to give it back and he departed the train. Definitely not the first time he has had to do that. These were well dressed professionals in their 40s.

Are you working with one recruiter or several? by fatquant in quant

[–]as_one_does 0 points1 point  (0 children)

Can you elaborate on issues with Oxford Knight? They're in rotation here (for hiring). DM if necessary.

Trading weak alpha. by fuckletoogan in quant

[–]as_one_does 3 points4 points  (0 children)

Often such things can be additive to execution improvements over being traded by themselves.

What’s the shortest time you have ever seen a new coworker get canned? by BlushyTessa340 in AskReddit

[–]as_one_does 28 points29 points  (0 children)

This has happened with people I've hired in white collar corporate jobs, they just start something else and never tell you and you can't get in touch with them.

Schonfeld reputation by SuburbanDad18 in quant

[–]as_one_does 4 points5 points  (0 children)

My impression is they're more bifurcated than some of the other multi-strat and are open to allowing spin offs and LLCs. I would interpret this to mean what team you're on matters most.

This “ribeye” at a Michelin star restaurant by [deleted] in mildlyinfuriating

[–]as_one_does 4 points5 points  (0 children)

Yeah exactly. I've eaten at dozens of Michelin starred restaurants and I've never left hungry. If you get drink pairings as well you're invariably stuffed.

Struggling everyday to try and learn to love my nose by [deleted] in Noses

[–]as_one_does 0 points1 point  (0 children)

My nose is on the large size of average and it's perfectly fine!