Quantitative Trading
Quantitative investment and trading ideas, research, and analysis.
Friday, May 23, 2025
Applying Transformers to Financial Time Series
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In the previous blog post , we gave a very simple example of how traders can use self-attention transformers as a feature selection method:...
Friday, May 16, 2025
A Poor Person's Transformer: Transformer as a sample-specific feature selection method
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For those of us who grew up before GenAI became a thing (e.g. Ernie), we often use tree-based algorithms for supervised learning. Trees wor...
Saturday, May 10, 2025
Have LLMs improved over the last year? Comparing their responses to our books' prompts a year later.
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The answer to this question may seem obvious if you read the breathless proclamations of AI luminaries, but good quantitative investors shou...
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