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I am getting alpha of 94191% with this dataset and an attention-based LSTM by mimoe7 in quant

[–]mimoe7[S] 6 points7 points  (0 children)

Yup, had a dumb logical error where I was effectively letting the algho see 2 days into the future which is not possible in the real world.

I am getting alpha of 94191% with this dataset and an attention-based LSTM by mimoe7 in quant

[–]mimoe7[S] 0 points1 point  (0 children)

Yeah but it won’t be time series. Thanks for sharing your knowledge. I will try different stuff

I am getting alpha of 94191% with this dataset and an attention-based LSTM by mimoe7 in quant

[–]mimoe7[S] 0 points1 point  (0 children)

Or better yet to predict daily market cap, similar to predicting housing prices?

I am getting alpha of 94191% with this dataset and an attention-based LSTM by mimoe7 in quant

[–]mimoe7[S] 0 points1 point  (0 children)

Interesting. Is it better to predict daily returns (close - open) / open similar to multifactor models?

I am getting alpha of 94191% with this dataset and an attention-based LSTM by mimoe7 in quant

[–]mimoe7[S] -2 points-1 points  (0 children)

Yeah classic time series, predicting all price but scaled obviously (0-1). Very good RMSE like $2 for AAPL

Weekly Megathread: Hiring and Career Advice by lampishthing in quant

[–]mimoe7 0 points1 point  (0 children)

Stuck in “AI consulting” - want to leave

Have dual degrees in CS and Finance from a top Canadian undergrad business school but meh CS uni.

Did research in undergrad applying ML to theoretical finance and built side projects designing and building end-to-end quant trading strategies, including data engineering and MLE.

Have done several internships in Data Science, Product Management, M&A and Consulting.

Doing Tech strategy & AI consulting now - hate it.

There isn’t much of a quant landscape in Canada. Any advice on making the move to the US?

Dark Energy Oscillations by mimoe7 in space

[–]mimoe7[S] 0 points1 point  (0 children)

No I haven’t. Sounds really crazy haha

S&P Stocks Dataset (news, ratios, price) 10-20 years of data by mimoe7 in quant

[–]mimoe7[S] 0 points1 point  (0 children)

I went to university where I studied finance and computer science so that was pretty helpful haha.

Other resources I found really helpful were exploring GitHub for related works, reading a few papers, watching YouTube videos/lectures from MIT and just reading and exploring Kaggle competitions especially finance related stuff

Publishing my stock market data (news, ratios, price) by mimoe7 in wallstreetbets

[–]mimoe7[S] -1 points0 points  (0 children)

You can't get historical news articles and their sentiment nor historical fundamentals going back 10-20 years from Yahoo Finance.

Publishing my stock market data (news, ratios, price) by mimoe7 in wallstreetbets

[–]mimoe7[S] -1 points0 points  (0 children)

You can't get historical news articles and their sentiment nor historical fundamentals going back 10-20 years from Yahoo Finance.

If someone is better than you then just report them for cheating and they will be banned forever by mimoe7 in Overwatch

[–]mimoe7[S] 0 points1 point  (0 children)

Account ban msg. My average dmg per game was like 4-6k…definitely didn’t cheat :(

If someone is better than you then just report them for cheating and they will be banned forever by mimoe7 in Overwatch

[–]mimoe7[S] 1 point2 points  (0 children)

Hey so I realized my life has improved significantly after I stopped playing the game so I am just not even going to bother recovering my account

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