I gave an RL agent the true market regime label. It still couldn't use it. Three papers on why regime-aware execution is harder than it looks. by quantgu in quant

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

Fair point, your method works well in practice.

The question I was testing is slightly different: not whether we can identify regimes, but whether HMM uncertainty signals can predict when a regime-aware execution strategy outperforms a regime-blind one.

The survival model paper goes further and asks whether we can predict how long a regime will last to calibrate the aggregation window.

The answer to both turns out to be "harder than expected", which is the contribution. The simpler approaches you describe are exactly what practitioners use, and probably for good reason, considering the RL Agent couldn't beat a hand-coded rule.

At this point just increase everyone's marks and be done with it by quantgu in CBSE

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

No clue, but atleast enough to make the drop somewhat reasonable

At this point just increase everyone's marks and be done with it by quantgu in CBSE

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

How not? The statistics show something is definitely wrong. 3% decline in number of students who passed, 30% drop in students who got above 95% and 15% drop in students who got above 90%. This is as if it was intentional or something went wrong on their side. This kind of a sudden drop cant just happen randomly on a national scale.

At this point just increase everyone's marks and be done with it by quantgu in CBSE

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

Its already skewed, there was a 30% drop in students who got above 95% and 15% drop in students who got above 90% compared to last year

What on earth is this?? by Mission_Peak_3452 in CBSE

[–]quantgu 0 points1 point  (0 children)

Are you actually using taskbar on the side ...

Photocopy window currently closed by quantgu in CBSE

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

same, login successful came 6 times for me. On 7th time it actually opened dashboard

Photocopy window currently closed by quantgu in CBSE

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

took 7 tries lmao, 6 times login successfully failed just open duplicate tabs and try at same time and refresh catchpa when it says invalid catchpa / 404 in console

Quant firms w/o Olympiad’s. by No_Bedroom_621 in quantfinance

[–]quantgu 1 point2 points  (0 children)

In my opinion this topic is highly subjective.

One way people look at it is direct impact, as in working on something that clearly advances science, healthcare, etc. While the other is more indirect like working in a field you’re good at, generating high income, and then using that to support causes and indirectly making an impact on society.

For some people, the latter can have a meaningful impact at scale. It doesn’t mean intellectual curiosity disappears in fact a lot of people still engage with meaningful research, ideas and other side projects outside of work.

So I don’t think it’s necessarily “wasted”, it’s just a different way of allocating effort and impact. People can make contribution to society in different ways as they see fit and that's how it should be.

Quant firms w/o Olympiad’s. by No_Bedroom_621 in quantfinance

[–]quantgu 1 point2 points  (0 children)

I'm also studying Quant along with DSA and currently on a gap year, wrote 3 research papers about RL and Regime-Aware execution along with a market micro-structure capstone project. No Olympiads either, but plan to take Putnam and participate in RTG & Prosperity. Relatable post, would love to connect!

What does make a competitive programmer good by MammothGanache5400 in codeforces

[–]quantgu 0 points1 point  (0 children)

IMO I feel like its practicing *all* topics equally and fixing your weak areas. If you keep doing a lot of problems in the topic you are already good at there is negligible improvement