veeenu

12 ms·

1.
I wrote an image color matching algorithm in Rust(veeenu.github.io)
3 points by veeenu 5y ago|0 comments
2.
by veeenu 5y ago
Yes, definitely. The big issue there is that intraday intervals vs daily closes vs monthly prices all require very different kinds of analyses and features as they target different scales of behavior. For example, you could exploit order bo
3.
by veeenu 5y ago
Yes! There is a number of widely known inefficiencies (low vol, mid cap stocks, the trend following anomaly, long volatility oriented strategies...) that consistently produce better risk-adjusted returns. Some of them aren't really pop
4.
by veeenu 5y ago
Most if not all of them. Especially during a downturn, all assets of all classes tend to correlate and produce negative returns. During big crises, stocks that before seemed uncorrelated/anti-correlated have a tendency to increase thei
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by veeenu 5y ago
You are not misunderstanding. While there is no doubt that there is a premium on taking more risk, ROI is also a very debatable metric to consider in a vacuum, though. If you only care about ROI then you either can afford to risk everything
6.
by veeenu 5y ago
The assumptions underlying Brownian motion of prices have been disputed for quite a while now: the normality hypothesis can be rejected on most if not all historical financial returns series, as it turns out that most returns are actually f
7.
by veeenu 5y ago
Addendum: the paper actually mentions the Sharpe ratio, which is a general, popular measure of risk adjusted returns, but which fails to take into account the non-normality of the distribution of returns; so, while my previous comment may b
8.
by veeenu 5y ago
This is widely known among practitioners, but there is a caveat -- a 1/N portfolio bears a much higher risk than, say, a cap-weighted portfolio or a risk-parity asset allocation. A 1/N portfolio receives an equal contribution in t
9.
by veeenu 6y ago
I worked in wealth management up until recently and can testify this exact behavioral bias was to be found in almost every single client, and sometimes in professionals as well, especially during market downturns. It's likely to be a m
10.
by veeenu 6y ago
I do stream live coding on twitch from time to time -- albeit I started out as a speedrun streamer. You have a point: if I were to write code in the same style I'm used to, it would probably be not that good. But, probably due to the v
11.
by veeenu 6y ago
Chiming in with Piero Scaruffi's website[1]. I used to read it a decade back and it really hasn't changed that much; the information is plentiful and interesting, the site is fast, and it seems like he nailed down the "static
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by veeenu 7y ago
I have a visual alert on my computer to remind me of drinking water every half hour. After a couple of weeks, I regularly noticed myself feeling thirsty and reaching for the bottle a mere handful of seconds before the alert went off. I thin
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by veeenu 7y ago
Very true. While I'm skeptical of things like the blockchain as "the main course" in financial innovation, I noticed there's some general strive towards getting things right and up to date on the tech side of the equatio
14.
by veeenu 7y ago
Nice job! It's good to see Rust implementations in the financial domain. I believe it's an excellent language with a bright future for many use cases in finance (both operations and research) but I haven't really seen it used