All things #technology | #StartUp advisor | Machine learning | Financial markets | Runner | #SaaS enthusiast | Master of unsolicited advice 🤷♂️
Germany
Joined October 2009
- Tweets 958
- Following 160
- Followers 150
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Dirk Freese retweeted
Part 2 wraps up Mean-Variance portfolio optimization (MVO). Exploring the disadvantages of Modern Portfolio Theory and introduces Denoising, Detoning, and Shrinkage methods.
piped.kavin.rocks/k8oiBBfuvz8
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Dirk Freese retweeted
Kicking this week off with a lecture series on using machine learning in portfolio optimization.
piped.kavin.rocks/rjKnpkmBZXs
Part 1 focuses on some foundations by introducing Mean-Variance Optimization, and the Critical Line Algorithm.
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Dirk Freese retweeted
We are back on track with our lecture series for financial machine learning!
piped.kavin.rocks/qM0N25UPSlw
Follow along with our workshop: using mlfinlab to create data structures, stitch futures contracts, and how to use the ETF trick to backtest strategies.
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Dirk Freese retweeted
In 2016, the HRP algorithm was a massive breakthrough in portfolio optimization theory.
In 2018, the HERC algorithm, developed by Thomas Raffinot, extended the HRP approach.
This article compares the key concepts and advantages of HERC to HRP.
hudsonthames.org/portfolio-o…
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Dirk Freese retweeted
Some big changes are about to be made to our quantitative python libraries!
New implementations, increased efficiency and lots of new content regarding practical applications of our packages.
We cannot wait to share them with you. Details coming soon…
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Imagine talking about moats and reducing Google to being an email client and a web browser 🙄💁♂️
Why in the world would you own $GOOGL? There is literally no moat. I can get an email and a web browser almost anywhere.
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If you care even a little bit about geopolitics and the evolving situation in Ukraine, do yourself a favor and listen to @PeterZeihan on @TopTradersLive! If you’re not into geopolitics, you will be after this! toptradersunplugged.com/podc… #geopolitics
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Dirk Freese retweeted
As a result of announcing our CEO's (@JacquesQuant ) recent paper on Meta-Labelling, being accepted by the Journal of Financial Data Science.
We would like to share an early post on Meta-Labelling and how this powerful technique may help you.
hudsonthames.org/does-meta-l…
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Dirk Freese retweeted
Our latest paper Meta-Labeling: Theory and Framework has been accepted by the Journal of Financial Data Science and will feature in the June issue.
It is a lot more rigorous and provides unique insights, if you're looking for earlier work, this post from 2019 is a good start.
As a result of announcing our CEO's (@JacquesQuant ) recent paper on Meta-Labelling, being accepted by the Journal of Financial Data Science.
We would like to share an early post on Meta-Labelling and how this powerful technique may help you.
hudsonthames.org/does-meta-l…
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Just completed my first foray into Malware analysis. Thanks to @HuskyHacksMK and @TCMSecurity for the great PMAT course. Learned a lot and really liked it. Outcome here: github.com/dirk-fr/PMAT/blob…
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Created a rough service to check if any texts contain potentially suspicious URLs. Using @tines_io , @twilio , @urlscanio and @virustotal .
Any interest in making this a published service?
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Great picture to illustrate that the EU and the US need very different responses to the current inflation regime. For the US, it’s mostly homegrown, so higher interest rates help curb inflation. EU has mostly imported inflation. Rate hikes won’t help. Plus big diversity w/in EU.
The nature of this inflationary shock is very different between US and EU.
While price increases in energy & food hit both, in the US most of the CPI increase is due to goods & services inflation: $6 trillion of fiscal stimulus...
In EU, it's more about the poor energy policy.
I really don't think Musk wants to buy Twitter. My bet is he's trying to pump-up his 9.2% stake and sell with a win. He learned from the "funding secured" scam that he can do what he wants without consequences. So he continues to print money. #TwitterTakeover
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.@Karl_Lauterbach Wie ist denn der aktuelle Stand der Forschung zum Thema Übertragbarkeit des Corona-Virus über feste Oberflächen (Türklinken, etc.)? Ist Ihnen bekannt, ob das weiter untersucht wurde? Danke!
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It always amazes me, how we say "the company missed analysts' expectations" - maybe the analysts missed relevant changes in the business? 🤔cnbc.com/2022/02/02/facebook…
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