有無Machine Learning高手

而家好多人加residual入去network, alexnet唔多人用了

我見到而家興deep residual network
同埋最近開始講hinton嗰個capsule network
有冇ching已經用緊CaspNet試嘢？

多謝Tips ！未玩過，放入ToDo list. 依家去研究。

唔駛客氣
呢個network原意係想用喺computer vision度
如果大家有興趣可以去睇呢條youtube片，條片係解釋返caspnet嘅原理，連Hinton本人都喺reddit讚佢解釋得好
https://youtu.be/pPN8d0E3900


https://www.reddit.com/r/MachineLearning/comments/7ew7ba/d_capsule_networks_capsnets_tutorial/

好撚深

兩星期前的 project 。雖然paper 係2011. ML 真係日日新鮮日日金。

已經有keras tf pytorch

呢個network做左我之前想做既3D connection,同埋spatial invariant 問題

但係computational requirement好似都幾高下

直覺覺得capsule net要係mnist 外apply仲有好遠路

而家好多人加residual入去network, alexnet唔多人用了

我見到而家興deep residual network
同埋最近開始講hinton嗰個capsule network
有冇ching已經用緊CaspNet試嘢？

多謝Tips ！未玩過，放入ToDo list. 依家去研究。

唔駛客氣
呢個network原意係想用喺computer vision度
如果大家有興趣可以去睇呢條youtube片，條片係解釋返caspnet嘅原理，連Hinton本人都喺reddit讚佢解釋得好
https://youtu.be/pPN8d0E3900


https://www.reddit.com/r/MachineLearning/comments/7ew7ba/d_capsule_networks_capsnets_tutorial/

好撚深

兩星期前的 project 。雖然paper 係2011. ML 真係日日新鮮日日金。

已經有keras tf pytorch

呢個network做左我之前想做既3D connection,同埋spatial invariant 問題

但係computational requirement好似都幾高下

直覺覺得capsule net要係mnist 外apply仲有好遠路

我試下dl個pytorch玩下我個3 class的image classification先

但我果d 圖input比mnist大好多,唔知夠唔夠位計

多謝Tips ！未玩過，放入ToDo list. 依家去研究。

唔駛客氣
呢個network原意係想用喺computer vision度
如果大家有興趣可以去睇呢條youtube片，條片係解釋返caspnet嘅原理，連Hinton本人都喺reddit讚佢解釋得好
https://youtu.be/pPN8d0E3900


https://www.reddit.com/r/MachineLearning/comments/7ew7ba/d_capsule_networks_capsnets_tutorial/

好撚深

兩星期前的 project 。雖然paper 係2011. ML 真係日日新鮮日日金。

已經有keras tf pytorch

呢個network做左我之前想做既3D connection,同埋spatial invariant 問題

但係computational requirement好似都幾高下

直覺覺得capsule net要係mnist 外apply仲有好遠路

我試下dl個pytorch玩下我個3 class的image classification先

但我果d 圖input比mnist大好多,唔知夠唔夠位計

一定唔得篇paper最後都有講個background 的問題

巴打好波，留名

巴打好果我想學相關知識分析market data同做program trading你會有咩建議，謝

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

大學 Lm學野

我見到而家興deep residual network
同埋最近開始講hinton嗰個capsule network
有冇ching已經用緊CaspNet試嘢？

多謝Tips ！未玩過，放入ToDo list. 依家去研究。

唔駛客氣
呢個network原意係想用喺computer vision度
如果大家有興趣可以去睇呢條youtube片，條片係解釋返caspnet嘅原理，連Hinton本人都喺reddit讚佢解釋得好
https://youtu.be/pPN8d0E3900


https://www.reddit.com/r/MachineLearning/comments/7ew7ba/d_capsule_networks_capsnets_tutorial/

好撚深

兩星期前的 project 。雖然paper 係2011. ML 真係日日新鮮日日金。

已經有keras tf pytorch

呢個network做左我之前想做既3D connection,同埋spatial invariant 問題

但係computational requirement好似都幾高下

直覺覺得capsule net要係mnist 外apply仲有好遠路

巴打都係ML用家？點睇未來兩三年的應用？
我睇medical 同genetic 會有好大的突破。都係估估下。。

我見到而家興deep residual network
同埋最近開始講hinton嗰個capsule network
有冇ching已經用緊CaspNet試嘢？

多謝Tips ！未玩過，放入ToDo list. 依家去研究。

唔駛客氣
呢個network原意係想用喺computer vision度
如果大家有興趣可以去睇呢條youtube片，條片係解釋返caspnet嘅原理，連Hinton本人都喺reddit讚佢解釋得好
https://youtu.be/pPN8d0E3900


https://www.reddit.com/r/MachineLearning/comments/7ew7ba/d_capsule_networks_capsnets_tutorial/

好撚深

兩星期前的 project 。雖然paper 係2011. ML 真係日日新鮮日日金。

已經有keras tf pytorch

呢個network做左我之前想做既3D connection,同埋spatial invariant 問題

但係computational requirement好似都幾高下

直覺覺得capsule net要係mnist 外apply仲有好遠路

巴打都係ML用家？點睇未來兩三年的應用？
我睇medical 同genetic 會有好大的突破。都係估估下。。

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

ML newbie
近年Asia stat arb 點?
好似唔係好work?

MeanReversion 好死。Momentum 有得執下。打個和啦。要永恆working ststarb trade EU la.

未玩過EU market
剩係玩Asia + US 已經好忙
有無睇過份paper 講用rnn trade fx?

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

巴打好果我想學相關知識分析market data同做program trading你會有咩建議，謝

首先你要自己build個database ，csv 又好，SQLite 又好，kdb又好，hdf5又好。。。試下build 下，咁樣你會對啲data 熟啲。especially stocks , if you learn how to adjust corporate action and such , then it will help you analysis the stock better.

真的Garbage In Garbage out. 唔想比data玩，可以玩FX， data 無咁亂，一就一，二就二。

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

行家？ yes but not as experienced as you are
你講到咁有用 都想了解下 公司無咩人有興趣explore

巴打 我對algo trading幾有興趣, 應該點開始？

大學讀過基本Python, major Finance 依加讀緊網上Udemy既 Python for Financial Analysis and Algorithmic Trading

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

行家？ yes but not as experienced as you are
你講到咁有用 都想了解下 公司無咩人有興趣explore

Commercial license 好貴，大行無所謂。細fund不了。prototyping 真係一流。十行code可以寫到一個strategy. 而家佢地setup 左一team人In London focus on ML. I am really expecting to see a quantum leap for ML in finance market in the next few years.

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

行家？ yes but not as experienced as you are
你講到咁有用 都想了解下 公司無咩人有興趣explore

Commercial license 好貴，大行無所謂。細fund不了。prototyping 真係一流。十行code可以寫到一個strategy. 而家佢地setup 左一team人In London focus on ML. I am really expecting to see a quantum leap for ML in finance market in the next few years.

大概咩價位？matlab 定佢貴d?
十行code 一個strategy 好撚勁
一定係,有d做開fundamentals 都開始玩ML

首先，AlgoTrading , PropQuantTrade 係好唔同。好多人都以為係一樣。

AlgoTrading mainly means using algothrim to help facilitate trading orders. I.e. Vwap Twap Iceberg 之類。賺嘅錢係睇吓你 execution cost 個slippage. 跟住就係charge client 的commission. 所有order都係initiated by clients.

PropQuantTrade 就自由啲。即係啲人所講嘅Blackbox trading. All orders are generated by the strategy ( we don’t call this algorithm ). 賺嘅錢係你嘅PNL.

回歸正題，AlgoTrading ML 嘅 input 係clients orders details and time stamp , output 係 cost saving.
因為clients orders 都好有pattern ， 無乜noise ， ML 可以設計出一款可以減低成本嘅execution algorithm.

PropTrade 就難一啲。Input 係market data ， output 係 pnl. ML 要設計一款strategy maximize pnl and sharpe.

We can discuss more if you are interested in trading; I try to share as much as I could.

睇完你講嘅再上網做左少少research大概清楚兩個嘅分別

如果想自學應該從邊方面入手trading呢樣嘢？
因為放緊假有三個月時間

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

行家？ yes but not as experienced as you are
你講到咁有用 都想了解下 公司無咩人有興趣explore

Commercial license 好貴，大行無所謂。細fund不了。prototyping 真係一流。十行code可以寫到一個strategy. 而家佢地setup 左一team人In London focus on ML. I am really expecting to see a quantum leap for ML in finance market in the next few years.

大概咩價位？matlab 定佢貴d?
十行code 一個strategy 好撚勁
一定係,有d做開fundamentals 都開始玩ML

我問過價記得好似係 100k usd 8 cores / year
kdb+ 學過下, 不過好多人地寫 ge 我都睇唔明, 我應該超渣
我見大部份 firm 自己都係用 python 或者 R 寫多

帥兄可唔可以講解下kdb+ 同 R/python 比較, R/python 有乜做得唔好
同埋唔想比錢買 64-bit, 其實 32-bit 夠唔夠做, 有冇 work around?

我自已做 developer, 係 HFT 公司做

試下玩FX. 容易攞Data. 如果玩Techical Analysis，可以容合下CNN 試下睇圖。我都未試過，因為我認為唔會賺錢。但係，當一個project咁做，應該會學到好多野。

仲有，如果想全職做QuantTrade, 比三個月自己，學kdb+. 學完之後，你會發覺所有其他program都好似慢左。。。因為你己經好快。 joke aside. Ask me anything about kdb+. It’s tough language to learn but it will earn you another way of problem solving skill. Also 大行會比多啲價如果你kdb+勁。

有無去上星期kdb+個event?

無。行家？ kdb 64bit on demand personal version 有無試過？如果唔係佢地開放64bit我都唔會咁suggest 其他人學。

行家？ yes but not as experienced as you are
你講到咁有用 都想了解下 公司無咩人有興趣explore

Commercial license 好貴，大行無所謂。細fund不了。prototyping 真係一流。十行code可以寫到一個strategy. 而家佢地setup 左一team人In London focus on ML. I am really expecting to see a quantum leap for ML in finance market in the next few years.

大概咩價位？matlab 定佢貴d?
十行code 一個strategy 好撚勁
一定係,有d做開fundamentals 都開始玩ML

我問過價記得好似係 100k usd 8 cores / year
kdb+ 學過下, 不過好多人地寫 ge 我都睇唔明, 我應該超渣
我見大部份 firm 自己都係用 python 或者 R 寫多

帥兄可唔可以講解下kdb+ 同 R/python 比較, R/python 有乜做得唔好
同埋唔想比錢買 64-bit, 其實 32-bit 夠唔夠做, 有冇 work around?

我自已做 developer, 係 HFT 公司做

嘩屌 貴過部BBG terminal 幾倍
我都係用寫開python & R
個人prefer d 錢用係data 度

留名學野

無？
自我介紹，十年以上Automated Quantitative Trading。Neural Network 之前，大部份時間 StatArb Asia Pacific marketa. 多數用Factor Model Analysis。之後玩左五年以上 High Frequency Trading. Focus on market making strategy. Latency down to microseconds. 依家主要用RNN嚟analyze Time series data.
有無人有興趣？可以交流一下。

你係咪發左達了

巴打好果我想學相關知識分析market data同做program trading你會有咩建議，謝

首先你要自己build個database ，csv 又好，SQLite 又好，kdb又好，hdf5又好。。。試下build 下，咁樣你會對啲data 熟啲。especially stocks , if you learn how to adjust corporate action and such , then it will help you analysis the stock better.

真的Garbage In Garbage out. 唔想比data玩，可以玩FX， data 無咁亂，一就一，二就二。

有冇介紹下用唔同工具整理data嘅pros & cons
同埋可唔可能簡單講下由0做program trade嘅流程，咁樣會容易啲了解
同埋咁多technical terms有咩網站可以睇多啲相關資訊，謝

無？
自我介紹，十年以上Automated Quantitative Trading。Neural Network 之前，大部份時間 StatArb Asia Pacific marketa. 多數用Factor Model Analysis。之後玩左五年以上 High Frequency Trading. Focus on market making strategy. Latency down to microseconds. 依家主要用RNN嚟analyze Time series data.
有無人有興趣？可以交流一下。

你係咪發左達了

睇profile 就似ibank/ hedge fund 出身
唔會差
利申 pop quant trader 學緊ml 做optimisation
Even 個trade strategy 跑贏index
Still try to maximise pnl

今年都跑得贏咁勁??? long biased?