#Stationarity

Nick ╭ʕ•ᴥ•ʔ╮

i have tried to generalise a bit the ideas of @Geertjancap . In my derivation beta will be a function and as such will have a distribution (rather than be

Alexandra Schwartz

AlxndraSchwartz

New paper "A Tractable Multi-Leader Multi-Follower Peak-Load-Pricing Model with Strategic Interaction" by @GrimmVeronika, D. Nowak, L. Schewe, @schmaidt, G. Zöttl and me. This one is for people interested in #Optimization,

Richard Brennan

Under TF models, where we get it right is with our asymmetrical design, but where we can get it wrong is in our assumption of stationarity with respect to methods

1/n Finally read the latest work by @BurgerCryptoAM & @btconometrics. Once again staggering findings, further fortifying the evidence that the relation between #Bitcoin 's Stock-to-Flow (S/F) ratio and price (originally

Alexander V. Lebedev

@talyarkoni This. We fully acknowledge methods and interpretability limitations (loading particularly heavily on the causality part) and I firmly believe we'd have agreed on most of the raised concerns. Just

MultifractelFarol Mephisto

Braindumping a thread on $SPX, $VIX and vol dynamics prompted by a really nice tweet by @JimmyJude13. Robinhoodies, we're going swimming in deep water so please wear armbands and let

Non-prediction/main-model alpha (this is HUGE), let's talk about it!Topics:-Regime Shift (an extension of risk mgmt)-Position Sizing-Trade Specific Risk Mgmt-Whole Algo Risk Mgmt-Execution Starting with the risk side of things it