Matstat Econometrics Matan - page 12
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This does not invalidate the first point. And quite working models are published.
Max, if it is a quant, it will never publish a working model. And no one will publish a working model - there are no fools.
There have already been precedents with hedge fund lawsuits against former employees
Max, if it is a quant, it will never publish a working model. And no one will publish a working model - there are no fools.
There have already been precedents with hedge fund lawsuits against former employees
This does not invalidate the first thesis. And quite working models are being published. The NDAs are only signed by the bourgeois on the Volga or the lowest paid
NDAs are signed by ALL.
You can be a trading genius, but only hedge funds have access to hundreds of billions of dollars. It's a real market - only people like Soros have 1:10 leverage
Publishing working models is a normal practice among Quants, you could say their bread and butter.
Quantum's bread and butter is trading. Or rather, developing a model for his fund.
Pointless conversation 🤣
Agreed.
Quants are telling him 'working models', he has access to 1:100-1:500 leverage and he has not yet opened a signal....
Agreed.
Quants are telling him 'working models', he has access to 1:100-1:500 leverage and he has not yet opened a signal....
If you start to parry all local quants, life will not be enough. Especially Ukrainian. Ukraine is the homeland of quanta.
There are no quants on the forum.
Give me a pruf about the homeland of the quanta
I suggest that we take the methods one at a time, rather than making an incomprehensible mishmash of them.
Although perhaps a useful addition to MLE is the likelihood ratio theory, which takes the likelihood ratio for the same numerical sample, but for different models. It can be used to select a model from a choice of options. You can start by reading wikipedia, preferably English wikipedia, because Russian wikipedia has either nothing or nonsense).
There are no quants on the forum.
Give me a pruf about the homeland of the quanta