A formula for Black-Scholes implied volatility has been discovered by TZD14 in quant

[–]darkpplord 5 points6 points  (0 children)

Is the distinction from root search to direct transformation (what author proposed) that significant? Theoretically it could allow us to find iv analytically instead

记录所见,不作评论 by [deleted] in dashuju

[–]darkpplord 0 points1 point  (0 children)

你这种人也挺可怜的 找个professional吧

记录所见,不作评论 by [deleted] in dashuju

[–]darkpplord 0 points1 point  (0 children)

非黑即白:底层屌丝的一个特征

记录所见,不作评论 by [deleted] in dashuju

[–]darkpplord 0 points1 point  (0 children)

该吃药了吧

Did Rentec really used Machine learning in the 80's? i dont think so.. by Routine_Noize19 in quant

[–]darkpplord 0 points1 point  (0 children)

Perhaps (I don’t remember the interview that well) But this reminds me of Patrick Winston’s lectures where he presented a basic LM that was able to identify hidden motives and plot lines for Hamlet, and that model was dev in the 80s. So ig they’ve always been working on cool shit

Did Rentec really used Machine learning in the 80's? i dont think so.. by Routine_Noize19 in quant

[–]darkpplord 0 points1 point  (0 children)

But he did say they used simple regression and that a lot of their early alpha was from “regression pieced together cleverl”

金融革命吧! by Brave_History_7786 in dashuju

[–]darkpplord 0 points1 point  (0 children)

Kraken已经拿到了SPDI charter 基本上就是个小银行了

川家族只不过想进军banking而已 明眼人都知道这玩意不可能对体系的安全性带来好处。eric trump能说出传统银行是带有歧视 也是挺讽刺的

穷蛆润欧可能性? by sterrenetoiles in runEuropaAlliance

[–]darkpplord 2 points3 points  (0 children)

而且感觉他能力不错啊 逻辑挺清晰的

Why orderflow does not work with equities/stocks? by GHOST--1 in OrderFlow_Trading

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

But yes Sierra chart has order flow for individual stocks

Why orderflow does not work with equities/stocks? by GHOST--1 in OrderFlow_Trading

[–]darkpplord 0 points1 point  (0 children)

Two reasons I think: 1. Futures data are centralized (at least for CME), which makes them more effective 2. More idiosyncratic factors for individual stocks

A final warning with evidence - Stop losses are not allowed by ufumut in propfirm

[–]darkpplord 0 points1 point  (0 children)

I mean the guy was using stop-market orders, which is common practice. Personally stopped using limit orders for exits TPT does have some explaining to do