Jon Liu @JonAmygdala

Records on kinds of stuff just browsed Hong Kong Joined August 2015

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James Kirk @Jiminy_Kirket

6 years ago

Are you a junior data scientist? Double your salary with a few simple word replacements: Instead of "data points" say "manifold" Instead of "my beliefs" say "priors" Instead of "I don't have enough data" say "I'm a Bayesian"

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Jon Liu @JonAmygdala

6 years ago

Crowded trades, asset centrality and predicting equity bubbles buff.ly/3mJPpt3 A good application of transferring PCA into a factor crowding proxy

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Jon Liu @JonAmygdala

6 years ago

H&M’s woes in Asia deepen after a “problematic” map on its website drew the attention of Chinese authorities, with attempts to resolve the matter then angering Vietnam bloomberg.com/news/articles/… via @markets

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Jon Liu @JonAmygdala

6 years ago

Correlation and correlation structure (5) – a new coefficient of correlation eranraviv.com/correlation-an…

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Jon Liu @JonAmygdala

6 years ago

“What exactly does Data Science do? Whether applied to Machine Learning algorithms or to raw data, Data Science identifies the core characteristics of the data at hand. These characteristics can often be summarized by what has long been…” — @irenealdridge link.medium.com/DTrHpvOKvab

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Jon Liu @JonAmygdala

6 years ago

Quants who make money riding cross-asset trends are being whipsawed as markets get faster and wilder bloomberg.com/news/articles/… via @markets

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Jon Liu @JonAmygdala

6 years ago

Momentum trading, an investment strategy that attempts to profit off existing market trends, is “doomed tactically” for Asian equities, Bernstein says bloomberg.com/news/articles/… via @business

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Jon Liu @JonAmygdala

6 years ago

Hyper-Scale Machine Learning with MinIO and TensorFlow blog.min.io/hyper-scale-ma…

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Jon Liu @JonAmygdala

6 years ago

“A primary use for weak references is to implement caches or mappings holding large objects, where it’s desired that a large object not be kept alive solely because it appears in a cache or mapping.” buff.ly/35IGUWy

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Jon Liu @JonAmygdala

7 years ago

““Owning a reference” means being responsible for calling Py_DECREF on it when the reference is no longer needed.” buff.ly/35xtpcp

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Jon Liu @JonAmygdala

7 years ago

“The object that lives the longest should contain weakrefs to the shorter-lived objects.” buff.ly/3bZVqM4

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Jon Liu @JonAmygdala

7 years ago

“Without a __weakref__ variable for each instance, classes defining __slots__ do not support weak references to its instances. If weak reference support is needed, then add '__weakref__' to the sequence of strings in the __slots__ declaration.” buff.ly/2Wmo7vZ

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Jon Liu @JonAmygdala

7 years ago

“Weak references can be used ... wants to let some other code take ownership of an object and be responsible for its lifetime (maintaining a strong reference to it), but also still wants to be able to use that object as long as it hasn't been freed.” buff.ly/2Wmo7vZ

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Jon Liu @JonAmygdala

7 years ago

“But remember the golden rule of optimization: Never optimize without having profiled. Let me repeat this: Never optimize without having profiled your code.” buff.ly/2WnE8BO

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Jon Liu @JonAmygdala

7 years ago

“x << y Returns x with the bits shifted to the left by y places (and new bits on the right-hand-side are zeros). This is the same as multiplying x by 2**y.” buff.ly/35kt3po

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Jon Liu @JonAmygdala

7 years ago

“All access to data happens from the thread that runs the event loop. This eliminates the possibility of a data race, reading of shared memory that is being concurrently written to” buff.ly/35g6PVg

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Jon Liu @JonAmygdala

7 years ago

How is the memory allocated for numpy arrays in python? buff.ly/3bO69Jw

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Jon Liu @JonAmygdala

7 years ago

“but the premise of the strategy is never mathematical, the math is only introduced afterwards to give the idea a rigorous formulation.” buff.ly/3cZlrLD

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Jon Liu @JonAmygdala

7 years ago

Visualising Oanda's Orderbook buff.ly/2zALL07

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Jon Liu @JonAmygdala

7 years ago

“A man standing underneath the tree looks up at the bird and says, ‘You must be singing because you’re happy.’ The little bird looks down with a smile and says, ‘Not at all. I’m happy because I’m singing.’” — @PennieBrian forge.medium.com/the-3-words-yo…