Iain Dunning @iaindunning
Head of AI @ HRT (@wehrtyou) iaindunning.com New York, NY Joined January 2013-
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This seems like a good time for a thread on why applying RL to trading is hard. The settings that RL has been successful have the following properties: zero-sum, perfect simulators, (nearly) perfect information, and training on the test set. Trading has none of these properties.
This seems like a good time for a thread on why applying RL to trading is hard. The settings that RL has been successful have the following properties: zero-sum, perfect simulators, (nearly) perfect information, and training on the test set. Trading has none of these properties.
Come say hi in San Jose next month!
i swear one of the biggest sources of alpha in deep learning is that people still think that people are just doing random search because there's no mathematical theory, instead of a rigorous empirical science from which you can build up intuition that applies in most cases
This was our moon landing.
This was our moon landing.
Speaking as a former DM engineer, you should disregard this. DM (and OAI) was built by talented engineers, many with PhDs. This person has been at DM 2 months, & the real red flag is having time to tweet multiple shallow takes a day. Don't let people gate keep you from AI!
Not sure if "extremely good" is necessary but, in my experience at DM and now at HRT, one can only contribute at the highest level if you can implement your good ideas effectively (your own time) and efficiently (machine's time).
Not sure if "extremely good" is necessary but, in my experience at DM and now at HRT, one can only contribute at the highest level if you can implement your good ideas effectively (your own time) and efficiently (machine's time).
Always a highlight of the year
Always a highlight of the year
My AI team is always on the lookout for excellent people who want to build cool things. Plenty of data, plenty of compute. Markets are a challenging domain where off-the-shelf approaches don't work or are at least very suboptimal, which adds to the fun. DM me, email me.
Read about some of the fun stuff my interns did this year, and apply to be one next year! hudsonrivertrading.com/careers/?q=alg…
Read about some of the fun stuff my interns did this year, and apply to be one next year! hudsonrivertrading.com/careers/?q=alg…
I've proven the strangest result of my career.. The classic idea that gradient descent's rate is best with constant stepsizes 1/L is wrong. The idea that we need stepsizes in (0,2/L) for convergence is wrong. Periodic long steps are better, provably. arxiv.org/abs/2307.06324
Jeff Bezanson @JeffBezanson
5K Followers 365 Following Co-creator of #JuliaLang, co-founder of @JuliaHubInc.
Jacob Quinn @quinn_jacobd
2K Followers 1K Following #JuliaLang enthusiast; having fun at RelationalAI!
Valentin Churavy @vchuravy
2K Followers 551 Following #JuliaLang, PhD student, open source and high-performance enthusiast. AMA about #JuliaGPU, #JuliaHPC, 🇩🇪 in 🇺🇲, He/Him @[email protected]
Dr. Chris Rackauckas @ChrisRackauckas
9K Followers 259 Following Lead dev of @sciml_org, VP of Modeling and Simulation @JuliaHubInc, Director of Scientific Research @pumas_ai, and Research Staff @mit_csail. #julialang #sciml
JuliaCon 2024 @JuliaConOrg
6K Followers 480 Following JuliaCon 2024 will be in-person in mid July, hosted at PSV in Eindhoven. Join the conversation at #JuliaCon and #JuliaLang. @JuliaLanguage @JuliaInclusive
Adam Elmachtoub @Adam235711
3K Followers 3K Following Associate Professor of Industrial Engineering and Operations Research @Columbia @CUSEAS @DataSciColumbia / @AmazonScience Visiting Academic
Laura Albert @lauraalbertphd
7K Followers 2K Following @UWISyE Chair & Professor at @UWMadison, 2023 @INFORMS President, #PunkRockOR blogger. Analytics is my love language. She/her 📊🌈🦩
Hudson River Trading @weHRTyou
4K Followers 136 Following NYC-based trading and technology firm with offices around the globe. HRT is an equal opportunity employer; so whoever you are, we'd love to get to know you.
Mathieu Besançon @matbesancon
2K Followers 2K Following Researcher in math. optimization @inria_grenoble. Applied maths, programming, OSS, energy, higher ed, games. Also on the elephant and blue sky platforms
Noam Brown @polynoamial
34K Followers 611 Following Researching reasoning @OpenAI | Co-created Libratus/Pluribus, the first superhuman no-limit poker AIs | Co-created CICERO | PhD from @SCSatCMU
Kristoffer Carlsson @KristofferC89
725 Followers 89 Following
bookdepth @bookdepth
7K Followers 4K Following adversely selected against in the marketplace of ideas
Chairman Birb Bernank.. @Bonecondor
27K Followers 5K Following seeking win-wins || financial ms. frizzle || BD @osec_io || mischief and BD @westhamgc
ltrd @ltrd_
13K Followers 197 Following In the constant process of mastering doing simple things right. HFT, Low-Latency, Algorithmic Trading.
Shairsleigh @shairsleig19261
1 Followers 191 Following
Nisursm @nisursm37545
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OliviaNick @alU02x9t72syH
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KellyTerry @5RN0iL35O56Zt
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Abbas Khademi @Abbaskhademi93
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BridgetGraham @85c8x7N0fC4FkGD
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Sleatoez @Sleatoez197521
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Vinay Kanigicherla @VinKanigicherla
573 Followers 527 Following swe @citsecurities | retired bear @UCBerkeley
sxysun ⚡️🤖 @sxysun1
4K Followers 768 Following performance artist 🎭, auctions @ https://t.co/Di02aEsuzL, ai & market design @agenticmarkets
raj das @rajdas1947790
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Mia-rose Heiney @HeineyMia31677
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sridhar k @virtualsds
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av13gcfo8m @m5y7zizp8tymq8
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Safaa Geck @geck_ge
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Agustin Lebron @AgustinLebron3
16K Followers 348 Following On my fourth pseudo-PhD. Moving bits around so that people can trust other people. Traded for a while and wrote a book about it.
experquisite @experquisite
3K Followers 813 Following
Eusebia Ihnen @euseb_ihn
74 Followers 5K Following
reyna (e/acc) @ArashBidgoli
19 Followers 258 Following @uwaterloo cs grad previously at @snowflakedb, @citsecurities, @weHRTyou quant @ radix trading
SK @ymevolmm
0 Followers 818 Following
Ethan @ethcklein
655 Followers 451 Following
bifurcaria_bifurcata @BBifurcata
1 Followers 131 Following
Shahnawaz Khalid @Shahnaw72154343
6 Followers 106 Following
Eugene_Farmer @MusembiWa
448 Followers 376 Following Posting about markets & life. Dabbling in stock indeces. Non-Pan-Africanist. Mango enjoyer 🥭🥭 Chief U.S shill.
Chandler Song @chandlersyf
15K Followers 2K Following cofounder @ankr ⚓ | angel investor | @Berkeley_EECS
Blair Lavecchia @BlairLavec58231
84 Followers 5K Following
Mary Liu @MaryLiu696588
0 Followers 67 Following
Aleen Wedgewood @WedgewooAl
39 Followers 5K Following
Freda Duan @FredaDuan
11K Followers 320 Following Investing @ Altimeter Capital. No investment advice
Lauri Stonecipher @LauriStone35380
66 Followers 5K Following
Jana Mcgrane @mcgra_jan
81 Followers 5K Following
Karl Tuyls @karl_tuyls
2K Followers 334 Following Ex: team lead @ DeepMind,@GoogleDeepMind - still working on AGI in a Multi-Agent world. CS professor (Liverpool/Leuven) and LFC fan.
Kimberly Garofano @KimberlGarofa
51 Followers 5K Following
lkstr @lkstr
78 Followers 815 Following
Bonnie-mae Saluan @MaeSaluan26216
99 Followers 5K Following
Bronte Fargo @bron_far
53 Followers 5K Following
Vihan Pratap Singh @vihan13singh
1K Followers 1K Following shadowy super quant // funmaxxing // ceo @blackrose_tech
Yann LeCun @ylecun
712K Followers 719 Following Professor at NYU. Chief AI Scientist at Meta. Researcher in AI, Machine Learning, Robotics, etc. ACM Turing Award Laureate.
Google DeepMind @GoogleDeepMind
944K Followers 275 Following We’re a team of scientists, engineers, ethicists and more, committed to solving intelligence, to advance science and benefit humanity.
cephalopod @macrocephalopod
45K Followers 570 Following At Octopus Capital our passion is providing best-in-class liquidity in the marketplace of ideas
Andrej Karpathy @karpathy
980K Followers 905 Following 🧑🍳. Previously Director of AI @ Tesla, founding team @ OpenAI, CS231n/PhD @ Stanford. I like to train large deep neural nets 🧠🤖💥
Jeff Bezanson @JeffBezanson
5K Followers 365 Following Co-creator of #JuliaLang, co-founder of @JuliaHubInc.
Jacob Quinn @quinn_jacobd
2K Followers 1K Following #JuliaLang enthusiast; having fun at RelationalAI!
John Carmack @ID_AA_Carmack
1.1M Followers 241 Following AGI at Keen Technologies, former CTO Oculus VR, Founder Id Software and Armadillo Aerospace
Soumith Chintala @soumithchintala
187K Followers 884 Following Cofounded and lead @PyTorch at Meta. Also dabble in robotics at NYU. AI is delicious when it is accessible and open-source.
Ben Recht @beenwrekt
26K Followers 365 Following optimization. machine learning. uc berkeley. I blog at https://t.co/fkJujOPsJb The world won't end.
Adam Elmachtoub @Adam235711
3K Followers 3K Following Associate Professor of Industrial Engineering and Operations Research @Columbia @CUSEAS @DataSciColumbia / @AmazonScience Visiting Academic
Jack Rae @drjwrae
9K Followers 356 Following Principal Scientist @ Google DeepMind Work on Gemini 💎♊ Compression is all you need LLMs (e.g. Gopher, Chinchilla, Gemini) 💼 Past: OpenAI, Quora
Laura Albert @lauraalbertphd
7K Followers 2K Following @UWISyE Chair & Professor at @UWMadison, 2023 @INFORMS President, #PunkRockOR blogger. Analytics is my love language. She/her 📊🌈🦩
Hudson River Trading @weHRTyou
4K Followers 136 Following NYC-based trading and technology firm with offices around the globe. HRT is an equal opportunity employer; so whoever you are, we'd love to get to know you.
@[email protected] @fperez_org
25K Followers 1K Following Physicist, data scientist, @IPythonDev creator (evolved to @ProjectJupyter). Assoc. Prof. UC Berkeley Stats, @BerkeleyLab scientist, @2i2c_org co-founder.
Noam Brown @polynoamial
34K Followers 611 Following Researching reasoning @OpenAI | Co-created Libratus/Pluribus, the first superhuman no-limit poker AIs | Co-created CICERO | PhD from @SCSatCMU
bookdepth @bookdepth
7K Followers 4K Following adversely selected against in the marketplace of ideas
𝔸𝕟𝕒𝕥𝕠�.. @dosnostalgic
31K Followers 264 Following MS-DOS gaming enthusiast, YouTuber, podcaster, cat admirer, RU in US. Ask me about DOS games! Tell me your DOS game memories! I retweet & swear a lot. (He/Him)
David J Wu @lightvector1
313 Followers 47 Following Researcher, game AI enthusiast, author of KataGo (https://t.co/rJKWY2qU5p)
Agustin Lebron @AgustinLebron3
16K Followers 348 Following On my fourth pseudo-PhD. Moving bits around so that people can trust other people. Traded for a while and wrote a book about it.
Karl Tuyls @karl_tuyls
2K Followers 334 Following Ex: team lead @ DeepMind,@GoogleDeepMind - still working on AGI in a Multi-Agent world. CS professor (Liverpool/Leuven) and LFC fan.
Martin Shkreli (e/acc.. @MartinShkreli
169K Followers 4K Following https://t.co/lzin5ByH0t [email protected] https://t.co/oMIiyJcIzk https://t.co/DuU6MMqcgQ
Aaron Defazio @aaron_defazio
6K Followers 368 Following Research Scientist at Meta working on optimization. Fundamental AI Research (FAIR) team
Auckland Grammar Scho.. @AucklandGrammar
2K Followers 509 Following The official Twitter feed of Auckland Grammar School. Per Angusta Ad Augusta.
Sasha Rush @srush_nlp
52K Followers 464 Following Professor, Programmer in NYC. Cornell Tech, Hugging Face 🤗 https://t.co/cZl0wTfqGz
Martin Schmid 🇺�.. @Lifrordi
2K Followers 87 Following CEO & Co-Founder of EquiLibre Technologies. Previously Senior Research Scientist at Google DeepMind. Co-author of DeepStack and Player of Games.
Big 🐰 @FreddieGibbs
544K Followers 7K Following Mgmt: [email protected] /@LamboLambo Booking: [email protected]
LGR @lazygamereviews
128K Followers 276 Following Profile for the LGR YouTube channel. Covering vintage computer hardware, software, and various retro tech oddities. https://t.co/rzDrV0S7cO
Sara Hooker @sarahookr
39K Followers 8K Following I lead @CohereForAI. Formerly Research @Google Brain @GoogleDeepmind. ML Efficiency at scale, LLMs, @trustworthy_ml. Changing spaces where breakthroughs happen.
Zachary DeVito @Zachary_DeVito
896 Followers 6 Following PyTorch Core Developer and researcher at FAIR. I work on Tensor programming models.
Nolan Hicks @ndhapple
17K Followers 647 Following Write about the city. Vet of both tabs. Hook’em🤘. 🏳️🌈. Tips? DM me. On Mastadon: https://t.co/EgizLqyv1b; Bsky: @ndhapple; Threads: ByNolanHicks
peepeepoopoo @DeepDishEnjoyer
7K Followers 483 Following i have approximate knowledge of many things
Simon Batzner @simonbatzner
4K Followers 711 Following RS at Google DeepMind. Prev: PhD at Harvard, MIT, NASA, Google Brain.
Palmer Luckey @PalmerLuckey
219K Followers 2K Following I am a technology enthusiast, writer, and modder. Founder of ModRetro, @Oculus VR, and @Anduriltech. Keeping American superheroes safe with autonomous systems.
Nicolas Koumchatzky @nkoumchatzky
4K Followers 2K Following AI infra at NVIDIA, ex-#TwitterCortex, Madbits (acquired by Twitter), DeriveXperts (acquired by Markit)
elPythonQuantador @ThePythonQuant
11K Followers 981 Following Quant Trader. Unapologetically miserable. Views are my own.
Diego de las Casas @diegolascasas
561 Followers 775 Following Working on LLMs at @MistralAI Past: @GoogleDeepMind 🇧🇷 in 🇬🇧
Grand River Trading @grandrivertrade
226 Followers 1 Following
Inner City Press @innercitypress
267K Followers 3K Following Matthew Russell Lee for/as Inner City Press covers SDNY, UN Gate, banks & IMF. books https://t.co/xHL0pGID4n https://t.co/VTEqaLISDB
Martin Shkreli (e/acc.. @wagieeacc
99K Followers 8K Following despite all my ragie I'm still just a wagie in a cagie working on DL Software: https://t.co/FVn3NRNrLe https://t.co/CgaoMfhUHd
Finster AI @finsterai
283 Followers 21 Following Building AI agents that integrate disparate sources of financial and market data. Founded by an ex DeepMind and JP Morgan team. Backed by @HoxtonVentures.
Miles in Transit @milesintransit1
17K Followers 185 Following I push transit to its limits, while attempting to be entertaining.
🤍❤️🤍 🇺�.. @vzverovich
11K Followers 192 Following Carbon-based open sourcerer, code necromancer and a former alien. Author of C++20 std::format and https://t.co/etCUwPD4OY. Opinions are not mine.
major @xmgnr
8K Followers 250 Following HFT / taking / making / sex with your mom / trading dot com / highly mathematically-inclined aesthetics
Manuel Kroiss @makro_ai
14K Followers 60 Following
New York Metro Weathe.. @nymetrowx
110K Followers 1K Following NYC weather forecasts without the hype, supported by our own community. Tweets: @jhomenuk
andy hwang @andrewnhwang
281 Followers 539 Following research + engineering @ HRT AI Labs stanford 🌲
jeff.hl @chameleon_jeff
11K Followers 70 Following @hyperliquidx building a pretty good L1. Previously: Founder of top 10 volume crypto HFT firm.
Kevin Lu @_kevinlu
416 Followers 179 Following @openai resident. ex-@berkeley_ai, advised by @pabbeel & @imordatch.
Evan Wright @evanpw
145 Followers 569 Following Doctor of shapes. Quant and developer. No longer gardening.
Chucktown Trader @chucktowntrader
439 Followers 326 Following systematic ETFs and equities, stack overflow copy-paster, VTI HODLER
picotrades @picotrades
4K Followers 70 Following In a rack near you, or closer to the matching engine than you. When I’m not taking care of my 🐰, that is.
Athul Paul Jacob @apjacob03
700 Followers 387 Following @MIT_CSAIL PhD Student | Co-created AIs: CICERO, Diplodocus | Ex: @google @generalcatalyst, FAIR @MetaAI, @MSFTResearch AI, @MITIBMLab, @Mila_QuebecHe thinks about us. 🥲 I bet that if he started shitposting on LinkedIn the way he did before the compliance officer would let him back to Twitter 🤣
Hilary Hahn was incredible tonight as always. When @SiLogyIO hits a Series B, we’re getting her in concert.
Me looking at data providers showing off their new “alpha” model
We're taking important steps to ensure CVX remains available and useful for the foreseeable future: cvxr.com/news/2024/04/a…
This pic is from Drake’s 1st Chicago show in 09. House of Blues w/ Sly Polaroid. Drake didn’t arrive til 2a so the crowd was unruly & a fight broke out during “Best I Ever Had” & someone launched a barstool at the stage. Lupe held Drake down. Someone got shot in the ass out front
I bought a pressure washer and I used it today and it’s the most fun I’ve had all year. Is this what fun looks like in your 30s?
Had a lot of fun at the @ycombinator investor reception last night. We're still working out pricing.
@_its_not_real_ The founder has written extensively about the economics of this, e.g. caseyhandmer.wordpress.com/2023/08/16/how… Maybe not going to work out, but you can check their work
It is 🙂
@aviral_kumar2 This might be related...? arxiv.org/abs/2403.05385
@sdathath @ChatGPTapp It's also not clear to me how much Goat Simulator 3 transfers to real life goat capabilities like producing milk or cashmere wool... lots of work there to fully ground those agents
Today is release day! - Larger, multilingual, function-calling Mistral model - Chat interface
We’re announcing a new optimised model today! Mistral Large has top-tier reasoning capacities, is multi-lingual by design, has native function calling capacities and a 32k model. The pre-trained model has 81.2% accuracy on MMLU. Learn more on mistral.ai/news/mistral-l…. Mistral…
This seems like a good time for a thread on why applying RL to trading is hard. The settings that RL has been successful have the following properties: zero-sum, perfect simulators, (nearly) perfect information, and training on the test set. Trading has none of these properties.
We have built DeepStack, the first AI to beat humans in no-limit poker. We are now building the next generation AI company for algorithmic trading! We are growing our research and engineering team. If you want to work with a world class AI team led by ex-DeepMind researchers and…
@quantymacro I am selling to willing buyers at market prices
Talking to someone at Voleon Him: our leadership tells us we’re the best firm at ML Me: like, as a joke?
What happens when you do PCA on a few Brownian trajectories... As the number of trajectories increases, the Principal Components converge to sine waves... #statistics
Interesting! I hope it's not just SVD/PCA on almost random noise because it's likely to have found similar patterns... (ie. you get sine waves when doing PCA on noise) #Statistics
dask feels like it was released by a trading firm in order to nuke competitors qr productivity
@iaindunning I agree. Completely unrelated, my 2 year old son LOVES the orange HRT hat I got at Neurips some years ago when you and I first met.
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