Viewing profile — crnt2

I don't think you really understand the Sharpe Ratio - Sharpe = E[Return - Financing] / StDev[Return - Financing] You could only have infinitely high Sharpe if the standard deviati…

There are strategies that rarely lose money and have a great risk-adjusted profile. But they are generally at least one of a) Not scalable (e.g. most intraday market-making or scal…

The difficult part is getting regulated, and raising money. Robo-advisers are subject to the same regulation as traditional asset managers - a regulatory burden which is only likel…

I made an attempt to do this elsewhere in the thread, take a look at https://news.ycombinator.com/threads?id=crnt2 The result - the factor is actually surprisingly large!

Here is my attempt to work through the math and figure out how "surprising" this result is. Clearly, we should expect that for small primes ( A (very naive) model of the distributi…

Miscalculation - obviously no primes end in 0 (base 11) so I should have said "10% as you would naively expect". I take your point about primes being closely packed at low numbers,…

The results are particularly striking in base 11 - looking at primes below 100 million, only 4.3% of primes ending in 2 are followed by another prime ending in 2 (compared to the 9…

This is explicitly ruled out in the article - > Lemke Oliver and Soundararajan’s first guess for why this bias occurs was a simple one: Maybe a prime ending in 3, say, is more like…

The first three comments were all variations on "this isn't new" so let's take that point for granted, and see what else this article gives us. It's not new that Wall Street is hir…

I think you misunderstood much of what tomp said, and willfully misinterpreted some of the rest. The number of trades does not determine alpha, but it means that you can be much mo…

That's not quite true. Scion was up in 2001 and 2002 (when the market was down) and they beat the market in 2003 and 2004 - in each of those years, they were primarily a long-only …

I use MATLAB for 90% of my day to day work, for a combination of reasons - 1. Historically it is what has been used at my firm. We have a lot of code already written in MATLAB, int…