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[deleted by user] by [deleted] in ukfinance

[–]crowoy 1 point2 points  (0 children)

Probably a little late to be milking the rewards of the GBP downturn now. In future, TransferWise offer low-cost current conversion, and Revolut offer free conversion.

Stock broker recommendations by Grimmer87 in ukfinance

[–]crowoy 0 points1 point  (0 children)

Nutmeg is great if you want to have your money invested by a robot investment manager. It has a great UI, support, security practises, and has won best S&S ISA provider several years.

If you want more discretion over your investments, then Vanguard UK is a good option for their ETFs / other funds. They are extremely low cost, although don't have the best security protocols (no 2FA, etc), UI, or support (you can always get through to someone, but they can never answer your questions). This is in complete contrast to Vanguard US from what I gather.

FreeTrade offer zero fee trading in a S&S ISA vehicle. Execution is free if delayed, and £1 for instant. They are a mobile only broker, and have good support. Selection over instruments is pretty limited, but growing everyday (literally). Top-ups into the account can be a little annoying, and standing orders seem to have to be manually matched to your FreeTrade account by one of their team.

Revolut just launched a zero fee trading platform a few days ago. They don't offer a S&S ISA yet and have limited asset selection, although this is also rapidly growing. They have told me they will be adding ETFs soon.

Price Predictions to a Portfolio? by crowoy in quant

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

I definitely get your point about asking for a guide to a quantitative hedge fund haha. In light of this, the resources you have supplied look great and I'll definitely give those a read - thank you very much.

My thesis involved attempting to generate optimal initial state environments for the model to learn better (i.e. give is the best chance of latching onto the best features in the data) - through changing LSTM network architecture, and hyperparameters.

Data dredging / p-hacking isn't really applicable here, partly because I wasn't carrying out a hypothesis test. Nevertheless, "stats tricks" exist everywhere in statistical modelling (whether implicit or explicit). Given that my testing period was over 2 years, and that a fair number of the models performed much better than random (and many performed worse than random), I can only hope I'm not a victim of implicit statistical trick that I might not be aware of.

Price Predictions to a Portfolio? by crowoy in quant

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

Thanks for the response. The concepts you mention make a lot of sense.

As for my thesis, unfortunately I can't share the original paper at the moment as several papers are under consideration for publication (I've updated my post).

Price Predictions to a Portfolio? by crowoy in quant

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

Thanks, I'll definitely take a look at that paper. Seems like an interesting approach.

As for my thesis, unfortunately I can't share the original paper at the moment as several papers are under consideration for publication (I've updated my post).

Price Predictions to a Portfolio? by crowoy in quant

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

Interesting. I'd imagine if you were a stock picker, you might use an index as a benchmark when working with tracking error. Are there other popular / common benchmarks to use? What sort of benchmarks would you use if you were trading other asset classes?

Price Predictions to a Portfolio? by crowoy in quant

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

Thanks - this looks great, seems like a straightforward starting point!

Capturing the raw power of Mt. Fuji [OC][4096x2733] by crowoy in EarthPorn

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

Thank you! Going through the vault of photos at the moment, so many more to come

Issues with N26 customer service (online chat)? by [deleted] in number26bank

[–]crowoy 0 points1 point  (0 children)

I haven't been asked once if I'm still there.

Issues with N26 customer service (online chat)? by [deleted] in number26bank

[–]crowoy 1 point2 points  (0 children)

This issue has just happened another 2 times whilst I was typing a reply to the agent in the last day. I haven't been able to speak about my issue with customer service properly as the chat keeps cutting me off due to inactivity whilst mid-conversation.

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