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Bryan Yates

@bryanyates.com

Quantitative Researcher. HFT & AI Research.

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29.09.2024
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Latest posts by Bryan Yates @bryanyates.com

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My deep learning course at the University of Geneva is available on-line. 1000+ slides, ~20h of screen-casts. Full of examples in PyTorch.

fleuret.org/dlc/

And my "Little Book of Deep Learning" is available as a phone-formatted pdf (nearing 700k downloads!)

fleuret.org/lbdl/

26.11.2024 06:15 πŸ‘ 1252 πŸ” 248 πŸ’¬ 46 πŸ“Œ 17
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And here's the basis trade

20.11.2024 18:05 πŸ‘ 5 πŸ” 2 πŸ’¬ 1 πŸ“Œ 0

Definitely need more! Added you to the list

14.11.2024 01:35 πŸ‘ 5 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

For people who want more markets and trading in their lives, put together a starter pack with traders, quants, journalists, and more πŸ“ˆ #finsky

14.11.2024 01:27 πŸ‘ 7 πŸ” 5 πŸ’¬ 4 πŸ“Œ 1

With doge market cap at 59B, looks more valuable than about 64% of companies in the S&P

12.11.2024 12:15 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0
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Visual Taylor Series Visualizations of Taylor Series, based on diagrams from Amie Wilkinson

Visualize infinite series! Here's a page I made a few years ago, letting you play with convergence and divergence.
www.bewitched.com/demo/taylor/...

12.11.2024 02:50 πŸ‘ 54 πŸ” 13 πŸ’¬ 4 πŸ“Œ 2

Alright nerds, one like, one C++ tip/fact

01.11.2024 17:15 πŸ‘ 122 πŸ” 10 πŸ’¬ 3 πŸ“Œ 0
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Nvidia to replace Intel in Dow Jones Industrial Average Intel will lose its spot in the Dow Jones Industrial Average after a 25-year run to Nvidia , S&P Dow Jones Indices said on Friday, the latest blow to the struggling chipmaker that was among the first two technology firms to be included in the blue-chip index.

Wow, after 25 year run

01.11.2024 22:08 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

H100 GPU

31.10.2024 22:44 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Lots of talented people to follow if you’re looking to up your software dev feed

31.10.2024 21:47 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

The Elements of Statistical Learning

29.10.2024 22:11 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Very nice, so approximate the true posterior with a variational distribution and can then use a faster optimization technique. Will give the reference paper a read

28.10.2024 16:50 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Any recommendations to improve scaling for GPs on large data sets? Say 2+ million samples, many features. The prediction confidence is very nice to have

28.10.2024 16:30 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

I’ll def check out the cloud hosting, thanks for the heads up. Though for now likely sticking with self host, the cloud end can definitely streamline a lot of work but being able to customize own hardware has some advantages depending on the use case

27.10.2024 19:37 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

tmux + vim is all you need

27.10.2024 18:54 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Do it πŸ’― lots of quant trading applications for GPs

27.10.2024 17:05 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Ah very nice, you’re already in prod with it. Yeah it looks to be able to handle scaling well so far

27.10.2024 17:03 πŸ‘ 2 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Deleting code is very satisfying

27.10.2024 16:58 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Nice! ML community growing on here πŸ”₯

27.10.2024 16:48 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Solid lineup πŸ‘‡

27.10.2024 16:44 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Been exploring timescaledb for high-frequency trading data, nanosecond resolution timestamps, very large datasets. How’ve you found the documentation / ease of use?

27.10.2024 16:38 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Bluesky >> LinkedIn

27.10.2024 16:28 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Who is doing fun work with LLMs in statistics??

26.10.2024 13:31 πŸ‘ 4 πŸ” 2 πŸ’¬ 2 πŸ“Œ 1

Command line familiarity is important for quant trading as well. Cluster use is increasing across trading firms

26.10.2024 18:09 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

I try to do it before work, find that I can get a lot done in the early mornings, less distractions

26.10.2024 00:05 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

After it doesn’t work and Claude can’t help

20.10.2024 20:14 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0
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Know a few people are looking for ideas on how transformers can be applied to time series forecasting. Recommend checking out this paper.

arxiv.org/pdf/1912.09363

20.10.2024 12:13 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0