Aspiring Data Science

#math #ai https://www.youtube.com/watch?v=jGZOi-7haCw

#math #randomness Пробую использовать эту концепцию Арнольда в ML. https://youtu.be/Wpi06vIdrzc

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#fun #simpsons Так это все был один актёр озвучания?!! https://www.youtube.com/watch?v=cisBEGCFSjQ

#music #techno https://www.youtube.com/watch?v=qevy-EDhotg

#ufo #aliens #disclosure https://www.youtube.com/live/u_emZmzkTtM

#criminology #dyatlovpass https://www.youtube.com/watch?v=kGyC8XTeeL8

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#trading #backtesting https://youtu.be/xV1GKbEVTqI

#fun #poetry https://www.youtube.com/watch?v=k9S78RX78wk

#entropy #gravity #physics Возможная связь информации, квантовой механики и .. гравитации. Гравитация (в форме уравнений похожих на уравнения ОТО) возникает как продукт требований к квантовым полям, как я понял. https://youtu.be/IxmTqIkToTg

#pymc #bayesian https://www.youtube.com/watch?v=YUh46N-SZ34

#trading #backtesting "Knowledge lookahead is hard to detect algorithmically because it lives in the researcher’s head, not in the code. The best defense is a strict event-time framework and a willingness to question every filtering step: “Would I have been able to apply this filter in real time?”" "Preventing Lookahead The structural fix is an event-time framework where every data point carries two timestamps: the effective date (when the event occurred) and the availability date (when you could have known about it). Signals are computed strictly from data whose availability date precedes the signal computation time. This is the same “parse at the boundary” principle from software engineering: validate and tag your data at the point of ingestion, and enforce the temporal constraint everywhere downstream." "Detecting Regime Dependence Sub-period analysis is the first tool. Split the backtest into non-overlapping windows of equal length and compute performance separately in each. If the Sharpe ratio varies wildly across sub-periods, the strategy is regime-dependent, and your full-period result is averaging over very different performance characteristics. Rolling metrics make this visual. Plot the rolling one-year Sharpe ratio over the backtest period. A robust strategy shows a relatively stable line. A regime-dependent strategy shows extended periods of strong performance interspersed with extended periods of negative Sharpe." "The Capacity Question Every strategy has a capacity limit beyond which market impact overwhelms the alpha. If your backtest assumes you can trade $50M per day in a stock that averages $10M in daily volume, you are assuming away the dominant cost. The backtest shows profits at a scale that is physically impossible to execute. I think about capacity before I think about performance. A strategy with a Sharpe of 2.0 and a capacity of $500K is an intellectual exercise, not a trading strategy. A strategy with a Sharpe of 0.8 and a capacity of $50M is a business." "Measuring Your Cost Sensitivity The break-even cost analysis is the most informative diagnostic: compute the per-trade cost at which the strategy’s Sharpe drops to zero. If the break-even cost is close to realistic transaction costs, the edge is thin and fragile." "Data Frequency Bias Using daily data for a strategy that would execute on intraday signals hides intraday drawdowns that would trigger risk limits in production. A daily bar that closes up 0.5% may have had an intraday drawdown of 3% that would have stopped you out. Your backtest shows a calm upward ride; the live experience would have been a drawdown followed by a recovery you never captured because your stop triggered. If your strategy operates at intraday frequency, backtest on intraday data. Daily data can give you a rough first pass, but you must re-validate on appropriate-frequency data before committing capital." https://www.susanpotter.net/quant/backtest-bias-taxonomy/

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#llms "Публичные бенчмарки помогают увидеть общую картину, но плохо предсказывают, как модель поведёт себя в конкретном продукте. На реальных данных и task-specific метриках расстановка сил между моделями может заметно меняться: одни хуже работают с доменной терминологией, другие не выдерживают нужный формат ответа, третьи дают приемлемое качество, но выигрывают по стоимости или снижают зависимость от внешнего провайдера." https://youtu.be/ES6TgMywx6g

#ai #programming #llms https://www.youtube.com/watch?v=i843E015deY

#gamedesign https://www.youtube.com/watch?v=k9cbm5jSOxk

#ufo Снова этот jellyfish, похожий на фигуру человека в костюме и с реактивным ранцем, меняющий форму. Эту хрень снимают по всему миру. ЧТО ЭТО? https://youtu.be/F0N7V04U1kw?t=205

#healthcare #medicine #ai #llms https://www.youtube.com/watch?v=R-jhdYaHK7I

#programming #ai https://www.youtube.com/watch?v=5D_1TwHSjfA