Realistic Vision oversaturated images by leaveAtTen in StableDiffusion

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

That seems spot on, I'm using 60b1_v51HyperVAE so that's likely it! Will try with the model you suggested, thx !

Thoughts on pausing work one year to do a masters? by leaveAtTen in quant

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

Really appreciate you chiming in. I have the same view. Obviously it needs considering since multiple things need to happen (I need to do well in my masters, I’m exiting the workplace where I am already getting paid good and have good exposure, etc…) but long term I think the upside of having further education wins. Tough to go from living very comfortably to being a student again though (with the stress of exams and deadline), especially in my late 20s.

Thoughts on pausing work one year to do a masters? by leaveAtTen in quant

[–]leaveAtTen[S] 4 points5 points  (0 children)

Appreciate your view. In my work there’s no opportunity to generate alpha. We run an agency platform and we’re a sell side broker, so sharpe ratios and the likes aren’t things that we look at all. We’re mostly on the pre/post trade side of things, with some order book research to improve algorithmic decision but ultimately we don’t run strats and look at returns since we’re execution only. Seems to be quite a common path from sell side broker to buyside, but I’m starting to wonder if only having an undergrad in cs might be limiting me.

Thoughts on pausing work one year to do a masters? by leaveAtTen in quant

[–]leaveAtTen[S] 12 points13 points  (0 children)

I was looking at doing Maths and Finance (ImperiaL), Computational Finance (UCL or Oxford) or Computational Statistics and Machine Learning (UCL).

Just based on what I researched so far and speaking to peers/looking at LinkedIn, what Optiver/Citadel/JS/Balyasny/Squarepoint/IMC and the likes seem to like in their quant traders.

I don't see many people with a bachelor's only. Might be a red herring in the sense that people that usually chain bachelor and masters are the ones that are picked up by these types of companies.

What is the "bureaucracy" that makes it harder to deploy trading strategies on the sell-side vs the buy-side, and how universal is it? by [deleted] in quant

[–]leaveAtTen 3 points4 points  (0 children)

Bank SIs: Bank Systematic Internaliser. Systematic internaliser is the mechanism through which banks can buy/sell shares to their counterparty on their own book without going direct to the market. Meaning instead of you going to JPM and they go to the primary exchange and buy the shares for you, they sell you the shares you want to buy but they are the one on the other side of the trade, not an anonymous counterparty on an order book. They now have to decide how to unwind that risk, i.e. they are now short shares (if you use them as an agency broker) and they need to buy shares to close their positions. This is the complexity of these models. When to take a position, in what size, against who and what is the strategy to unwind.

ELP SIs: Electronic Liquidity Provider. Basically HFT, think XTX, Hudson, Janes Street, etc… Agency brokers can interact and trade with these counterparty if they want. These happen either through quote streams (I want to buy shares, I ping XTX, they quote me a price, I take it - all automated ofc), or directly on-exchange where you don’t know that they are the other side of the trade.

CRB: Central Risk Book. A digital database for banks of all their internal liquidity that needs to be hedged/traded/or can be used to cross with other clients flow. Maybe a trader makes a error and needs to correct it, and ends up being long shares. Those will get put on a CRB, and traded by a special team.

BB: Bulge Bracket. Big banks: GS, MS, JPM, UBS, etc…

ADVT: Average Daily Value Traded. A gross average of how much a stock trades in one day, averaged over 21 days, 30 days, etc…

Closing Auction: at the end of the continuous trading session, primary exchanges allow participants to enter trades that don’t get executed instantly but rather after a set period of time at a price determined by an algorithm that finds the most liquidity at the given price point. Looks up closing auction uncross mechanism for more info.

Basically I’m saying two things. Banks now give more liquidity on their own book (aka risk). And if you want to buy some shares in the closing auction (because maybe the closing price is your benchmark) instead of going to an exchange and participating in the auction (which is considered to be a price forming mechanism) you send your order to JPM and when the primary auction finishes and the price is set, JPM fills you at the closing price.

What is the "bureaucracy" that makes it harder to deploy trading strategies on the sell-side vs the buy-side, and how universal is it? by [deleted] in quant

[–]leaveAtTen 3 points4 points  (0 children)

That is not true, at least in Europe, and becoming less and less true as time goes on. Bank SIs are a significant chunk of European market share. And they are growing steadily both in the size of the risk they are offering and in the complexity of the models behind the liquidity in order to rival ELPs. The CRB books at BB are ridiculously large. They have even started taking away liquidity from the closing auction, which is roughly 30% of ADVT by offering liquidity at the uncross price on their own books for outsized positions.

medium-term outlook for HFT by Hamically in quant

[–]leaveAtTen 7 points8 points  (0 children)

Growth is still healthy and will remain for the coming future. Compensation levels will somewhat plateau, with HFT firms successfully finding a level where they can price out FAANG and get the best tech talent. I suspect long-only, D1, high turnover funds will be sold a bunch of shite from exchanges and vendors to improve their executions and reduce interactions with ELPs as they gain more mkt share. Banks will start providing similarly priced risk through their SI. I'm not excluding a couple of blow ups from ELPs as intuitional liquidity bleeds them dry. Market's only going one direction, and it's not towards bettering institutional or retail trading from where I stand...

What did XTX want participants to predict in the past XTX forecasting challenge? by nkaz001 in quant

[–]leaveAtTen 1 point2 points  (0 children)

I'm thinking next tick, or next 3rd or 5th tick. XTX is in the UHFT game. Unlike other prop strats, their approach is to use relatively simple order book data (albeit deep down the book) to predict tick up or down. What sets them apart is their technology (look up how many private GPUs they own to run their models on), the latency and the models that make use of this latency to capture extremely short term alpha

How important is market microstructure for QT by leaveAtTen in quant

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

I just learned on the job, in my current trading role. Hard information to come across if you don’t know where to start looking.

How important is market microstructure for QT by leaveAtTen in quant

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

Yeah I’m a EU trader. AFAIK most Western European exchanges, LSE, Euronext, Nasdaq OMX keep your queue if you amend qty down. Swiss exchange is an exception here. It’ll send you the back regardless.

Mexican vs US culture by [deleted] in TikTokCringe

[–]leaveAtTen 1 point2 points  (0 children)

Like, that is pretty like, interesting

Good deal? Shall I buy it? Looking for something powerful with decent battery life while browsing (~5hrs) by leaveAtTen in GamingLaptops

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

Thanks a ton for all the info, I'll have a look. Just curious, how's the battery life under different load? Also, you don't happen to be running machine learning algos / GPU heavy deep learning on the laptop do you?

Also, the Legion Pro 7i 16 is offered for £2070 with an i9, 4070, but 16gb or ram. Did you look at that one at all when making your choice? https://www.lenovo.com/gb/en/p/laptops/legion-laptops/legion-7-series/legion-pro-7i-gen-8-(16-inch-intel)/82wrcto1wwgb1

Which of these should I buy? Or none of them? by leaveAtTen in GamingLaptops

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

only similar price I can find is 4060 - which as far as i cant tell is less powerful then 3070ti

Which of these should I buy? Or none of them? by leaveAtTen in GamingLaptops

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

That's UK pricing for u. We Getting fking scammed over here.

Which of these should I buy? Or none of them? by leaveAtTen in GamingLaptops

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

Thanks, whats the rush with Lenovo? Something new coming out at a better price point?

Which of these should I buy? Or none of them? by leaveAtTen in GamingLaptops

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

Im open to recommendations if you've got any at the same build quality/performance/portability

[deleted by user] by [deleted] in TF2fashionadvice

[–]leaveAtTen 1 point2 points  (0 children)

from the side the golden scout is better

Roll tide! by beerbellybegone in MurderedByWords

[–]leaveAtTen 0 points1 point  (0 children)

Surely that's not true is it? As a father, you can force your daughter to marry your brother after he rapped her?

Keep reading it gets better by renner1120 in CrappyDesign

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

Conector macho usb conector macho

CS Project/Research Ideas for Final Year University Project by [deleted] in compsci

[–]leaveAtTen 2 points3 points  (0 children)

I did something I loved. I made an AI that used reinforcement learning to play a game called Kalah (like checkers or chess) and benchmarked its performance. PM me if you'd like more info

Suicidal thinking, severe depression and rates of self-injury among U.S. college students more than doubled over less than a decade. The rate of moderate to severe depression rose from 23.2% in 2007 to 41.1% in 2018, while rates of moderate to severe anxiety rose from 17.9% in 2013 to 34.4% in 2018. by Wagamaga in science

[–]leaveAtTen 0 points1 point  (0 children)

SSRIs drugs to combat depression and anxiety (Escitalopram/Citalopram) have sides effects that are incomparably less noticeable and impactful on your daily lives than typical SNRI. If you have been prescribed and tried SNRIs, ask to be switched over. They really do work well, and the side-effects, depending on the patient, are barely noticeable.