venus (@RitOnchain)

Financial markets are, at their core, relational systems. A stock does not move in isolation - it moves because its largest customer cut orders, because its sector peers reported earnings, because a sovereign credit event repriced its debt covenants, or because a shared institutional holder is liqui...

Every quant has tried LSTM for price prediction. Almost every quant has been disappointed. LSTMs suffer from vanishing gradients, struggle with long-range dependencies, and process time steps sequentially — slow and forgetful....

Stanford computer science professor just revealed how to master Markov Decision Processes. 83-minutes. free. By Stanford. here's what they cover: • search problems vs. stochastic environments • policy evaluation & q-value recurrence math • value iteration loop engineering • convergence limits unde...

Jane Street pays $750K/year for quants who master large deviations and tail bounds. 82-minutes. free. By MIT professor. "Markov gives us a really bad bound, Chebyshev is pretty reasonable, Chernoff gives us exponential." here's what they cover: • Markov vs Chebyshev vs Chernoff bounds • bounding ...

Every quant strategy has a dirty secret: it only works in one regime. A momentum strategy crushes in trending markets and bleeds in choppy ones. A mean-reversion strategy prints in sideways markets and gets destroyed in trending ones. Most quants discover this the hard way - live, with real capital....

Single-shot prompting is dead for serious quant work. You ask an LLM for an alpha factor, it gives you momentum or RSI, you backtest it, it fails. You prompt again. Nothing connects. Nothing learns. Nothing improves....