some things start out of self interest and then non obviously , turn into the most genuine connection you will ever build
quant retweeted
The most dangerous moment is right after you win.
You did it. You made the money. You quit your job. You built the physique. You got the girl. Now what? Most people let themselves decline into misery because their driving force has now vanished.
You need another mountain to climb. You need to understand that it is a gift, not a curse, to always be in the pursuit of your potential - the constant balance of challenge and skill is what makes life meaningful. There is no final top of the mountain.
quant retweeted
I write a lot about quantitative trading, but rarely about crypto, even though I spent over half of my career working in the space.
I'm resurrecting our Substack with a 10-part series on crypto market structure and concrete guides on how to make HFT strategies with code examples.
Here is the first article, which talks about why tokens even exist. Enjoy!
research.qfex.com/p/a-primer…
those kind of insights are especially rare in today‘s society.
Local minima are rare in high dimensions because a strict local minimum has to curve upward in every direction, so all Hessian eigenvalues must be positive.
In a D-dimensional toy model where eigenvalue signs are independent, that’s a 2^(-D) event. In GOE-like random matrix models, positive definiteness is even rarer, roughly exp(-cD^2).
So as dimension grows, random critical points are much more likely to be saddles than minima. This is one reason high-dimensional optimization is often a saddle-escape problem, not a bad-local-minimum problem.
Wrote up some of the math here: grantstenger.com/local-minim…
quant retweeted
You need boredom. A lot of it. Start by going on walks without music. No stimulation. No distractions of any kind. If you learn to sit with your own thoughts, for long enough, in time they will start serving you. You'll start having ideas once again. You'll start developing an extreme sense of clarity that will shift you into the next stage of your life. All by being bored, which is pretty insane.
