Bryan Yates
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bryanyates.com
Bryan Yates
@bryanyates.com
Quant Researcher and Trader. HFT @ Summit Securities Group 🇨🇦 🇬🇧
Reposted by Bryan Yates
And here's the basis trade
November 20, 2024 at 6:05 PM
Definitely need more! Added you to the list
November 14, 2024 at 1:35 AM
With doge market cap at 59B, looks more valuable than about 64% of companies in the S&P
November 12, 2024 at 12:15 PM
H100 GPU
October 31, 2024 at 10:44 PM
Very nice, so approximate the true posterior with a variational distribution and can then use a faster optimization technique. Will give the reference paper a read
October 28, 2024 at 4:50 PM
Any recommendations to improve scaling for GPs on large data sets? Say 2+ million samples, many features. The prediction confidence is very nice to have
October 28, 2024 at 4:30 PM
I’ll def check out the cloud hosting, thanks for the heads up. Though for now likely sticking with self host, the cloud end can definitely streamline a lot of work but being able to customize own hardware has some advantages depending on the use case
October 27, 2024 at 7:37 PM
Do it 💯 lots of quant trading applications for GPs
October 27, 2024 at 5:05 PM
Ah very nice, you’re already in prod with it. Yeah it looks to be able to handle scaling well so far
October 27, 2024 at 5:03 PM
Nice! ML community growing on here 🔥
October 27, 2024 at 4:48 PM
Been exploring timescaledb for high-frequency trading data, nanosecond resolution timestamps, very large datasets. How’ve you found the documentation / ease of use?
October 27, 2024 at 4:38 PM
Bluesky >> LinkedIn
October 27, 2024 at 4:28 PM
I try to do it before work, find that I can get a lot done in the early mornings, less distractions
October 26, 2024 at 12:05 AM