Author of Quantitative Trading, Algorithmic Trading, and Machine Trading https://xitter.cf/t.co/gdKGb61nZD. Founder of https://xitter.cf/t.co/nTFUmTXTJ1 and QTS Capital Management https://xitter.cf/t.co/o95vaesNQ1.
Joined May 2024
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I co-authored a book with a GenAI expert and I am slowly understanding the half that my co-author wrote. Check it out if you want to join me in the journey! a.co/d/baTcfa3
Ernest Chan retweeted
one of my favorite quotes from @echanQT's first book
straight lines make lots of money!
Thanks for the kind words @GuiBibeau !
Excited to hear that the paperback version of my first book Quantitative Trading is now available amzn.to/4jgIk0c ! New foreword by Rishi Narang with the elegant prose that his readers have come to expect. Happy New Year everyone!
Please see my new blog post "Features Selection in the Age of Generative AI" open.substack.com/pub/gatamb…
I will teaching my “Trading with GenAI” workshop at Imperial College London Nov 22-23. Register here: meetup.com/thalesians/events…
Ernest Chan retweeted
Some key takeaways from Chapter 1 of @echanQT Algorithmic Trading.
#proptrading #learning #quantfinance
When people ask me how old I am these days, I tell them I am old enough to be in the same room as one of the key physicists of the Manhattan Project many times.
My co-author @hamletjmedina published an excellent blog post summarizing the key points of our book: gatambook.substack.com/p/boo…
Goodness! Jean-Philippe Bouchaud posted a review of our book! amzn.eu/d/d5rCUVH
There is a kind of target variable that a neural network can predict but regression trees cannot. The first three who answer correctly will get our free book amzn.to/3FbBgSH
At least some people like our fifth book amzn.to/3R5IESx "Kudos ... for sharing their hard-earned knowledge and creating a practitioner resource that is timely, relevant, and ‘roll up your sleeves’ practical" - Jay Vyas, CSO, Firinne Capital; fmr Head of Research, Canada Pension Plan Investment Board.
Deep Reinforcement Learning for Portfolio Optimization. Is it really better than our Conditional Portfolio Optimization method? See new blog post: gatambook.substack.com/p/dee…
Applying transformer to multiple assets' features. A new blog post: gatambook.substack.com/p/cro…
The gradient of an expectation can be expressed as expectation of a gradient - that's the essence of policy optimization in reinforcement learning as well as Monte Carlo optimization of neural nets. For the latter, see a.co/d/flGaZbz
Valeriy @predict_addict is one of the best AI experts out there. A great honour that he likes my book!
Arguably one of the best—if not the best—books on systematic trading, authored by the legendary Ernie Chan.
Fun fact: my own MSc dissertation is cited in it!
#Trading #Finance #MachineLearning
Goodness! After reading my co-author @hamletjmedina 's explanation of attention and transformers 3 times, I finally understand them! So far his explanation is the best among many AI books I read: a.co/d/8d7YsZ5
Applying Transformers to Financial Time Series. A new blog post: gatambook.substack.com/p/app…
Some people question whether a "distilled" model can outperform the "teacher" model (as it was alleged that DeepSeek distilled OpenAI's GPT's output and outperformed it). We demonstrated that this can be done in our book a.co/d/aOLoiG5