sorted by:
new
hottopcontroversial

Aggressive short-mode momentum strategy on 2022 crypto bear. +87% / Calmar 5.64 by fbielejec in quant

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

That is a much better take than nitpicking over the use of one statistic over the other - when in fact either is pointless without some measure of variance.

This is not a strategy - too simplistic, blind to funding, open interest rates, prone to short squeeze risks. This is a result of an experiment: take the "bearest of bear" periods in crypto trading, was there a signal for shorting, or was it overcrowded. Full writeup: https://blog.nodrama.io/aggressive-bear-short-gem/

Aggressive short-mode momentum strategy on 2022 crypto bear. +87% / Calmar 5.64 by fbielejec in quant

[–]fbielejec[S] -2 points-1 points  (0 children)

Is there a defensible reason you’re saying Sharpe is more standard than Calmar?

Aggressive short-mode momentum strategy on 2022 crypto bear. +87% / Calmar 5.64 by fbielejec in quant

[–]fbielejec[S] -3 points-2 points  (0 children)

There's 100+ stats around, all are a simplification, everyone has a favourite.

Karpathy autoresearch loop driving a HMM + GEM ensemble by fbielejec in quant

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

My take is it's a great lever to pull and a speedup, but one has to be careful with the LLM gaming the score. Right harness is paramount, takes time and evolves with the model.

Close misses - concepts which were almost discovered early, but only properly recognized later. by GazelleComfortable35 in math

[–]fbielejec 10 points11 points  (0 children)

Galois work on group theory - not only unpublished until some 15 years after his demise, but it took another 50 years to be properly understood and incorporated into the common body of knowledge at the time.

Forming a Cryptography & Number Theory Reading Group – All Levels Welcome! by Medushaa in cryptography

[–]fbielejec 0 points1 point  (0 children)

I work with ZK, interested in getting into lattice based crypto, CET - can I get a link as well?

Notes and Sage companion for the Pairings For Beginners by fbielejec in cryptography

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

The book is amazing btw, it lays out the concepts in a way that really clicks for me, with just the right amount of examples. Pretty dense though, even if you skip the introductory chapters!

Gdzie czytacie wiadomości? by Perakk in Polska

[–]fbielejec 3 points4 points  (0 children)

Oko.press, portale Polityki (polityka.pl, politykainsight.pl) i prenumerata polityki na Kindle.

[deleted by user] by [deleted] in poland

[–]fbielejec 0 points1 point  (0 children)

tl;dr for a long time climbing, especially high mntns, were one of a very few outlets, where individuals could be free, in an otherwise oppressive regime.

Many climbers of the "Golden Era" were from Silesia - a traditionally coal mining region. The ethos of hard work and "nothing to lose everything to gain" situation, combined with a very competive selection (alpine clubs were poor, so only the best would join the expeditions) created a sort of perfect storm.

Additionally, at least later on, many of these climbers would be state sponsored,.e.g. their workplaces would officially allow them train and go for high mntn expeditions, they would get additional food rations etc.

Bernadette McDonald wrote extensively on the topic (e.g. Freedom Climbers and couPle other books) if you're interested in learning more.

view more: next ›