@__paleologo Avatar @__paleologo Gappy (Giuseppe Paleologo)

There is no information about Gappy (Giuseppe Paleologo) in the provided tweets. The tweets appear to be discussing various topics, including economists, public intellectuals, and social media trends, but do not mention Gappy. As a result, there is no summary to provide about current events related to Gappy.

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Social Influence

Social category influence finance 10.58% technology brands 7.69% travel destinations 5.77% countries 4.81% stocks #2859 automotive brands 1.92% luxury brands 0.96% financial services 0.96%

Social topic influence book 12.5%, in the 11.54%, math 5.77%, this is 5.77%, business 4.81%, books 4.81%, ai 3.85%, lunch 3.85%, the most 3.85%, how to 3.85%

Top accounts mentioned or mentioned by @f4stsc0pe @kevin97642887 @ryxcommar @petarjovovic3 @paleologo @lossexp @meanfieldzane @ben_golub @w98ab @number_pizza111 @riemannzeta @xianzhongreturn @umassecon @macrocephalopod @iowahawkblog @bengolub @refineink @pmarca @dollmogorov @openai

Top assets mentioned IBM (IBM) Alphabet Inc Class A (GOOGL)

Top Social Posts

Top posts by engagements in the last [--] hours

"I am positively annoyed by most of X AI takes recently (so I don't visit) but I can still vent right How is this even a headline on the WSJ I am seriously thinking of leaving civilization for a while to become a hunter-gathererer with the San of Botswana"
X Link 2026-02-12T19:23Z 51.7K followers, [----] engagements

"I am not sure this satire (more efficient government) but I hope it happens. And I am contrarian-long Europe. Billionaires are sick of the California government They're moving to somewhere with: - More efficient government - Better lifestyle - Warmer weather That's exactly why Italy is about to become the business capitol of the world https://t.co/aLduUTyt12 Billionaires are sick of the California government They're moving to somewhere with: - More efficient government - Better lifestyle - Warmer weather That's exactly why Italy is about to become the business capitol of the world"
X Link 2026-02-13T23:03Z 51.7K followers, 18.2K engagements

"A minor lesson I learned. Hudson River Trading has large cafeterias in all of its centers. And an abnormal amount of communal spaces (alcoves booths meeting room). You sit for lunch and talk to strangers or old friends. I estimate that premier real estate space (and the chef-served lunches) to cost $20-30m/yr. It is a 100x return/yr. Eating together is how you get people to lower their defenses talk trust others collaborate create alliances since the Pleistocene. And the lesson is that you can win at technology by going back to very simplest ancestral things. Sharing 8+ meals a week with"
X Link 2026-02-13T23:52Z 51.7K followers, 324.1K engagements

"Another instance in the wild of the Bullshit Asymmetry Principle. The amount of energy needed to refute bullshit is an order of magnitude bigger than that needed to produce it. We are going to live with the $140k poverty line for the next [--] years. On the positive side you can bet against bullshitters. In the long run the market equilibrates. Green writes a piece saying 140k is the new poverty line. Its thoroughly debunked. And a legion of the credulous sycophants who dig the vibe ex post redefine poverty to ennui (the piece never wouldve gotten traction without the 140k poverty thing which"
X Link 2025-12-01T18:20Z 51.6K followers, 98.9K engagements

"In the Jackson Hole office we have skis Milo and math. And bbg. Not much else needed in life"
X Link 2026-01-16T19:28Z 51.6K followers, 95.4K engagements

"I like LA and Chicago very much. I like Denver. Miami is like Naples managed by Spanish speakers so it suits me. I enjoyed Houstonians on a massive scale. Gimme Toronto or Montreal any time and all Canadians. Therefore its only fair that I have been living in NY (most overrated city in the solar system) for [--] years. Have a good day. https://twitter.com/i/web/status/2019390675112886642 https://twitter.com/i/web/status/2019390675112886642"
X Link 2026-02-05T12:40Z 51.6K followers, 18.4K engagements

"I will take the other side of Bowles (or of Weber) any day. And whenever somebody invokes common sense or moral intuition as self-evident or invocations of sociopathy my spider-sense tickles. See you all tonight at the Caviar Russe. In economics we cannot say that the marginal utility of providing milk to kids is more than that of a rich person enjoying an extra bid of caviar. Isn't this sociopathic This lack of morality is designed to prevent redistribution. Sam Bowles @UMassEcon In economics we cannot say that the marginal utility of providing milk to kids is more than that of a rich person"
X Link 2026-02-05T14:51Z 51.6K followers, 11.6K engagements

"@macrocephalopod I don't think I could derive Black-Scholes today but probably would not hire anyone who could. Matrix inversion and quicksort are very fair questions"
X Link 2026-02-07T00:27Z 51.6K followers, 17.2K engagements

"@f4stsc0pe Once at a previous hedge fund I saw code where the author (a PhD in Statistics from Berkley) inverted the Gramian and after 10+ years it still triggers me"
X Link 2026-02-07T13:26Z 51.6K followers, [----] engagements

"J.G.: add this to all dashboards ASAP. A crazy mental trick is to map complex concepts onto regions the brain is primed for (Chernoff). The most hilarious example Ive seen ismultivariate portfolio data on cartoon fish. Analysts would thus look for the "weird fish" in the aquarium. https://t.co/2AyFClFK1t A crazy mental trick is to map complex concepts onto regions the brain is primed for (Chernoff). The most hilarious example Ive seen ismultivariate portfolio data on cartoon fish. Analysts would thus look for the "weird fish" in the aquarium. https://t.co/2AyFClFK1t"
X Link 2026-02-07T13:30Z 51.6K followers, 39.5K engagements

"@iowahawkblog DAVID Volskwagen Group famously owns Lamborghini"
X Link 2026-02-07T15:04Z 51.6K followers, [--] engagements

"@ryxcommar @PetarJovovic3 @f4stsc0pe (shorter) Trefethen and Bau: https://www.johndcook.com/blog/2010/01/19/dont-invert-that-matrix/ https://gregorygundersen.com/blog/2020/12/09/matrix-inversion/ https://www.johndcook.com/blog/2010/01/19/dont-invert-that-matrix/ https://gregorygundersen.com/blog/2020/12/09/matrix-inversion/"
X Link 2026-02-07T15:42Z 51.6K followers, 16.9K engagements

"Once in a while I post some math & science blogs or sites I like. I also have a gazillion bookmarks which I have to parse at some point. https://claude.com/resources/tutorials https://lilianweng.github.io/ https://francisbach.com/ https://www.ethanepperly.com/ https://terrytao.wordpress.com/ https://www.argmin.net/ https://djalil.chafai.net/blog/ https://www.quantamagazine.org/ https://www.johndcook.com/blog/ @__paleologo @ryxcommar @PetarJovovic3 @f4stsc0pe I will wish you get everything you ever wanted if you can drop your rss feed(even a few of them would work) for math blogs pls pls pls"
X Link 2026-02-07T19:12Z 51.7K followers, 29.2K engagements

"A surprising number of AI/ML opining on the future of capitalism and democracy. These people have no more cognitive edge (possibly less) than my doorman at work. Definitely less edge than academic economists"
X Link 2026-02-08T00:24Z 51.6K followers, [----] engagements

"Just this week I have listened to a podcast where the author (CS prof at U Toronto) predicted the end of democracy. The Google X business manager predicting the end of capitalism. Uncountable people predicting the end of white collar jobs blue collar jobs extermination of the rich. A number of them has respectable jobs. The population of forecasters is growing at an alarming rate. It is a very understandable reaction to uncertainty. But it doesn't make a lot of sense to predict the future when one a) has not practiced long-term forecasting; b) has not tracked/calibrated their performance; c)"
X Link 2026-02-08T05:11Z 51.7K followers, 17.6K engagements

"@LossExp There are projects like Good Judgment etc. I dont follow them closely. I like that Scott Alexander makes/made predictions with probs and then scored them a year later. Obvious books I read are Superforecasters and The Art of the Long View"
X Link 2026-02-08T07:06Z 51.6K followers, [---] engagements

"@kevin97642887 Like"
X Link 2026-02-08T07:08Z 51.6K followers, [---] engagements

"Department of Large Predictions spherical rotations edition. From Greece to Rome to Britain to America. From the Massachusetts Bay Colony to the Wild West to San Francisco. The technological frontier kept moving West till it reached the Pacific Ocean. But if the wealth seizures destroy Silicon Valley as they are intended to do and From Greece to Rome to Britain to America. From the Massachusetts Bay Colony to the Wild West to San Francisco. The technological frontier kept moving West till it reached the Pacific Ocean. But if the wealth seizures destroy Silicon Valley as they are intended to"
X Link 2026-02-08T13:17Z 51.6K followers, 10.9K engagements

"@ben_golub @RefineInk In any case refine made me realize I have a long way to learn how to ask claude code better questions. They did make mistakes but ultimately I instructed them poorly"
X Link 2026-02-08T14:23Z 51.6K followers, [---] engagements

"Autographed copies of my book Elements of Quantitative Investing will be available exclusively to guests at Numerai'sconference January 30th in San Francisco. P.S.: I mildly customized the original poster for clicks. Good job grok. https://luma.com/numercon2026 https://luma.com/numercon2026"
X Link 2026-01-12T21:46Z 51.7K followers, [----] engagements

"So we went from software will eat the world to software will eat itself @pmarca"
X Link 2026-02-11T19:33Z 51.7K followers, [----] engagements

"Happy birthday wherever you are"
X Link 2025-03-21T11:53Z 51.7K followers, 178.9K engagements

"We went from LLMs can't do math better than a CAS to LLMs found a better bound in an optimization paper to LLMs solve Erds problems because they learned them from their corpus to LLMs solve a new Erds problem from scratch to LLMs are helping address the Navier-Stokes Clay problem. All of this in less than two years. This is not to say that we'll give the Fields medal to AI before [----]. Just we should not make point forecasts. https://twitter.com/i/web/status/2010108439599690067 https://twitter.com/i/web/status/2010108439599690067"
X Link 2026-01-10T21:56Z 51.7K followers, 64.2K engagements

"I did not realize it is the Super Ball today"
X Link 2026-02-09T01:21Z 51.7K followers, [----] engagements

"There was an excellent satirical magazine associated to the then Italian Communist Party who came up with a fantastic article whose title was "Mickey Mouse f*ks" based on a story that ran in the Italian "Mickey Mouse" weekly magazine (which was by the way also excellent). Everyone in Italy assumed that Mickey was gay and that Minnie was a beard so this was a shock for many. https://twitter.com/i/web/status/2020985315981136103 https://twitter.com/i/web/status/2020985315981136103"
X Link 2026-02-09T22:17Z 51.7K followers, [----] engagements

"An interview with Dmitry Balyasny. The interviewer is [--] and asks good questions. Theres also an older interview of Dmitry with Rubinstein that is informative"
X Link 2026-02-11T11:53Z 51.7K followers, 27.2K engagements

"Which book title is better a) The Elements of Fundamental Investing b) A Grimoire of Fundamental Investing a b I suggest in comments both work a b I suggest in comments both work"
X Link 2026-02-13T03:56Z 51.7K followers, [----] engagements

"Trivia night Congratulations to the Pineapple Pizza team"
X Link 2026-02-13T20:55Z 51.7K followers, [----] engagements

"Another little story. Until the early 90s IBM Research in Yorktown served free lunch. The chef was named Jean-Jacques. I recall Mandelbrot having lunch with his friends every day. Alan Hoffman Charlie Bennett and many other cool dudes were there and you could just eat with them. Then IBM had a major crisis. They laid off 40% of the workforce. They started charging for lunch every day except Monday. Then they laid off Jean-Jacques and charged every day but coffee was free. Then coffee was free only Mondays. Still Jean-Jacques catered at my wedding. We all knew each other because we all ate"
X Link 2026-02-14T00:04Z 51.7K followers, 143.9K engagements

"Which brings me to the last chapter of the story which is my team and my firm at large. Every time there is a PM or a QR offsite its always the same story. People come for the technical talks and then stay for the dinners. What they really cherish though its the dinners. Because everyone crave connection. https://x.com/__paleologo/status/2022414278058467451s=46&t=0766N4ICwAiHDpMyUQG9Yw Another little story. Until the early 90s IBM Research in Yorktown served free lunch. The chef was named Jean-Jacques. I recall Mandelbrot having lunch with his friends every day. Alan Hoffman Charlie Bennett"
X Link 2026-02-14T00:23Z 51.7K followers, 60.9K engagements

"@mean_field_zane 💯"
X Link 2025-12-12T05:34Z 51.6K followers, [---] engagements

"Here is a fun exercise. I asked Claude Code to write a simple introduction to the ExpectationMaximization algorithm. I asked for only one clarification told it to write the answer in LaTeX and to compile it for me. Done in five minutes. I still need to proofread it. Normally I would edit heavilytaste styleand I would add a lot of examples. But as it stands its actually much better than say the treatment in The Elements of Statistical Learning. Anyway here it isjudge for yourself. I think this is genuinely cool. This is not cutting-edge material but its the kind of thing people want to learn."
X Link 2026-01-11T16:41Z 51.4K followers, 49.8K engagements

"I enjoyed "Plur1bus" and it made me redouble my efforts to end up in hell because there as they say the company is a lot more fun. Whatever you think of it it's remarkable that Gilligan makes such a high-concept show work. For example "Vivarium" (another "Big Idea" thing) was a disaster. https://twitter.com/i/web/status/2010880014816842061 https://twitter.com/i/web/status/2010880014816842061"
X Link 2026-01-13T01:02Z 51.4K followers, 11.3K engagements

"By the way the story goes that both Van Neumann and Ramanujan multiplied [--] digit numbers at the age of five. But I am sure they were both getting their parents drunk and then they were bullshitting their way through dinner. This was are myths and legends born. Reading a book on mental math. Some tricks are clever. But this works even better: [--]. Make a colleague drink [--]. Check they dont have a phone readily available [--]. Ask them for two 5-digit numbers [--]. Make up a random number with [--] digits making sure the last and the first digits Reading a book on mental math. Some tricks are clever. But"
X Link 2026-01-18T22:13Z 51.6K followers, 26.6K engagements

"Marty Supreme is a strangely exhilarating movie and TimoteChalamet is a virtuoso"
X Link 2026-01-19T03:07Z 51.4K followers, 11.1K engagements

"Request to all portfolio managers I am negotiating the 2nd ed. of Advanced Portfolio Management with Wiley. It will be better: error-free new material AND IN COLOR (If not I will rewrite and publish elsewhere). Here is the request: what topics do you think were missing Answer in replies. If your advice is accepted you will be acknowledged in the book"
X Link 2026-01-22T22:50Z 51.5K followers, 74.2K engagements

"This is what I have so far: -Add to 6.2.3: Momentum. Decomposition interpretation -Investing vs Trading -Combine 6.2.1 and 6.2.2 into Crowding -Much more on crowding. How to think about it and manage it -More examples throughout -Better coverage of trading around events -fix all the numerical mistakes and math errors in the existing one -Why am I making money in a stock but the residual returns are negative'' -Timing skills: its measurement and elusiveness. A good rant about seasonality -somehow explain model error. Explain how good investing is about quantifying uncertainty - . and not doing"
X Link 2026-01-23T13:13Z 51.5K followers, 21.5K engagements

"A few movies under my belt this week. In a nutshell: [--]. Marty Supreme made want to take on table tennis. [--]. Sentimental value is Bergman Meets This Old House. [--]. Tron: Legacy was written by my cat while drunk. [--]. Under Paris: sharks can speak French. Sharks love (to eat) the French. [--]. The Apprentice makes me glad I never met Roy Cohn. https://twitter.com/i/web/status/2015246070624690568 https://twitter.com/i/web/status/2015246070624690568"
X Link 2026-01-25T02:11Z 51.5K followers, 13.7K engagements

"I try to watch all Oscar nominees. Couldn't go past [--] minutes of "Kpop Demon Hunters". I know the target demographic is sub 10-yr old girls but still personal failure"
X Link 2026-01-26T01:29Z 51.5K followers, 12.3K engagements

"I am not sure that consulting chatbots before every decision is a gap in the intended direction. i follow AI adoption pretty closely and i have never seen such a yawning inside/outside gap. people in SF are putting multi-agent claudeswarms in charge of their lives consulting chatbots before every decision wireheading to a degree only sci-fi writers dared to imagine. i follow AI adoption pretty closely and i have never seen such a yawning inside/outside gap. people in SF are putting multi-agent claudeswarms in charge of their lives consulting chatbots before every decision wireheading to a"
X Link 2026-01-26T03:52Z 51.5K followers, 16.8K engagements

"I also found several Davos speeches harder to watch than Kpop Demon Hunters"
X Link 2026-01-26T12:03Z 51.5K followers, [----] engagements

"if there is a temperature to X it seems to have risen today. Maybe my isolated impression"
X Link 2026-01-27T12:53Z 51.5K followers, [----] engagements

"@dollmogorov @OpenAI It's better than overleaf. I still find claude code more useful (can create contextual code) and for the heavy lifting I use OAI heavy thinking mode"
X Link 2026-01-28T03:44Z 51.4K followers, [--] engagements

"@quantian1 I support this message"
X Link 2026-01-28T04:43Z 51.5K followers, [----] engagements

"-It has no reverse search. -Editor is primitive. -The voice commands are ineffective. -Can I turn on heavy thinking with a Pro account Seems not. -Missing the flexibility of Claude Code to generate charts code tests text in one fell swoop. -Better than Overleaf for writing support but worse ad an environment. Prism is now available on the web to anyone with a ChatGPT personal account. Coming soon to ChatGPT Business Team Enterprise and Education plans. https://t.co/r2lVbNAT0R Prism is now available on the web to anyone with a ChatGPT personal account. Coming soon to ChatGPT Business Team"
X Link 2026-01-28T04:56Z 51.5K followers, 32K engagements

"Within business (L/S eq systematic macro etc) and (less well) across businesses revenue per investment professional is a coarse measure of performance but ok. Above $10M/employee: very good. $5-10M: okish. $5M: shut down that business before it shuts down the firm. That's assuming capex etc. are not abnormally high like in some systematic. If not the bar is higher. Now do revenue per employee https://t.co/mJcdsGXYaR Now do revenue per employee https://t.co/mJcdsGXYaR"
X Link 2026-01-29T05:45Z 51.5K followers, 58.7K engagements

"But across industries it makes no sense. https://x.com/__paleologo/status/1926707033320874311s=20 https://x.com/__paleologo/status/1926707033320874311s=20 A rough but not bad metric for performance of a hf/prop trading firm is revenue/employee (not only investment team size). The very best are close to $20m/employee (but I don't know recent numbers for RenTech and TGS). On non-HFs OnlyFans is doing well. If I ever start a https://t.co/jpsOhsrzeX https://x.com/__paleologo/status/1926707033320874311s=20 https://x.com/__paleologo/status/1926707033320874311s=20 A rough but not bad metric for"
X Link 2026-01-29T05:45Z 51.5K followers, 12.5K engagements

"This is a great great book. Highly recommended. I learned ten times more from this book than in all my years in business school (admittedly my business school was pretty shitty). Luis Garicano @lugaricano summarizes Roberts contributions to economics much better than I could do: https://t.co/17CzAJYVc8 Also he was one https://t.co/kWuaBOF1hb I learned ten times more from this book than in all my years in business school (admittedly my business school was pretty shitty). Luis Garicano @lugaricano summarizes Roberts contributions to economics much better than I could do: https://t.co/17CzAJYVc8"
X Link 2026-01-30T04:48Z 51.5K followers, 21.8K engagements

"That is not right. He was groomed by Valletta Fiats CEO during these years. By the time he took over he knew FIAT and the automotive industry very well. What is remarkable and untold about Agnelli is how he managed to look infinitely wealthier and more stylish than all the current crop of billionaires who are about 100x richer than him in real dollars. https://twitter.com/i/web/status/2017208297254715893 https://twitter.com/i/web/status/2017208297254715893"
X Link 2026-01-30T12:08Z 51.5K followers, [----] engagements

"Random photo of a small shelf"
X Link 2026-01-30T14:52Z 51.5K followers, 21.5K engagements

"@Porkchop_EXP @mspringut I am not sure it has to do with climate. This scene could be everywhere in Italy but everywhere that's a small-to-medium town. And I do see this type of family interaction in Harlem as well"
X Link 2026-01-31T03:20Z 51.5K followers, [--] engagements

"@jdr441310 If you are trading on your PA that is excellent. If in a pod you have to see how well you can scale but there is potential. And of course many boundary conditions"
X Link 2026-02-01T00:55Z 51.5K followers, [---] engagements

"I watched Iron Lung by Markiplier. Long shot. Miss. Ok"
X Link 2026-02-01T02:16Z 51.5K followers, 11.4K engagements

"@mean_field_zane For a hefty fee"
X Link 2026-02-01T02:45Z 51.5K followers, [---] engagements

"There was an interesting podcast episode with a sr Anthropic researcher (Sholto Douglas on MAD podcast Not completely sure) where he noticed how later smaller models (he was talking about Sonnet) often outperform earlier smaller ones. Distillation parameter architecture. It seems all of them contribute. It's great news for the rest of us users. I dream of a competitive on-device coding assistant. Maybe it's coming. New Claude model update(s) are coming The upcoming "Fennec" model (Sonnet update) seems to be better than Opus [---] according to tests from @chetaslua https://t.co/jBvGRj3NfE New"
X Link 2026-02-01T14:52Z 51.5K followers, 23.2K engagements

"My mini rel-value pairs: Overrated: Tokyo. Underrated: Osaka. Overrated: Barcelona. Underrated: Madrid. Overrated: Florence. Underrated: Naples. Overrated: Cairo. Underrated: Alexandria. Overrated: New York. Underrated: Houston. Paris: rightly rated. Kyoto. Also Berlin. I dont know that many cities though. https://twitter.com/i/web/status/2019474873018376503 https://twitter.com/i/web/status/2019474873018376503"
X Link 2026-02-05T18:15Z 51.5K followers, [---] engagements

"@JBsdx5 @dogredgogles Rome overrated in yer dreams"
X Link 2026-02-05T18:30Z 51.5K followers, [--] engagements

"This paper will make all your hedging dreams come true. Implement it and in the event that it does thank me later. https://arxiv.org/abs/2207.00932 https://arxiv.org/abs/2207.00932"
X Link 2024-06-28T15:00Z 51.7K followers, 65.1K engagements

"I needed to revisit Bayes Theorems presentations to explain it intuitively to a portfolio manager. The site below (and Gigerenzers book Risk Savvy) are my go-to places. Even you know the subject worth a read. https://arbital.com/p/bayes_rule/l=1zq https://arbital.com/p/bayes_rule/l=1zq"
X Link 2024-07-07T04:49Z 51.7K followers, 78.9K engagements

"I have compiled all my book recommendations (up to now) in a convenient document With pictures links and one-liner explanations. Enjoy. https://www.dropbox.com/scl/fi/qla85rge5nugfot45damz/gappycanon.pdfrlkey=kau4ct3kz3vmu2ptlg6bnce4w&st=4b9dhne9&dl=0 https://www.dropbox.com/scl/fi/qla85rge5nugfot45damz/gappycanon.pdfrlkey=kau4ct3kz3vmu2ptlg6bnce4w&st=4b9dhne9&dl=0"
X Link 2024-08-14T21:27Z 51.7K followers, 187.5K engagements

"Here are some recommended books on probabilistic thinking and decision making in a broad sense. Not in a specific order: [--]. The signal and the noise by N. Silver [--]. Thinking in bets by A. Duke [--]. Quit by A. Duke [--]. The model thinker by S. Page [--]. The scout mindset by J. Galef [--]. The book of Why by J. Pearl [--]. Superforecasters by P. Tetlock [--]. Risk savvy by G. Gigerenzer [--]. Calculated risk by G. Gigerenzer [--]. Thinking fast and slow by D. Kahneman [--]. The drunkard's walk by L. Mlodinow Think of it there are not many good books about probabilistic thinking: my beloved Gigerenzer maybe Nate"
X Link 2024-09-22T00:01Z 51.7K followers, 134.6K engagements

"Hi @0xfdf left us. Irish goodbye. Gone for now but you never know. His factor model implementation is here: I am still weakly in touch (i.e. can email not sure at the other end there's a human a AI or a hyper-intelligent dog). I am grateful he existed on X for a while and I am still glad he's out there somewhere in the physical world. 🫡 https://github.com/0xfdf/toraniko https://github.com/0xfdf/toraniko"
X Link 2024-10-19T12:50Z 51.7K followers, 55.1K engagements

"This is in a way a practical book about the Kelly criterion. I bought two copies by mistake. If were having lunch and you are interested remind me to bring you the spare copy. Haghani btw is the Haghani. With Larry Hilibrand the real on-the-ground PM at LTCM"
X Link 2024-10-31T13:15Z 51.7K followers, 103.7K engagements

"CUSUM is an algorithm for change-point detection. It's kind of magical. Here is a financial application which is very important in itself to showcase its magic. A short informal 🧵 to be rewritten in a more formal technical note. Ready let's go. 1/"
X Link 2024-11-08T04:43Z 51.7K followers, 104.8K engagements

"The paper to end all papers. Multiple testing did the heavy lifting. We needed the post-doc to write the paper and fix the LaTeX tables. Now our job is done"
X Link 2024-12-17T17:19Z 51.7K followers, 125.2K engagements

"I didn't appreciate this game the first time I tried to read it (a long time ago). But maybe I should give it another try. Has anyone read it"
X Link 2024-12-29T00:33Z 51.7K followers, 84.7K engagements

"Long morning thought: 25+ yrs ago I chose as a PhD major Operations Research/Management Science and got a MS in Statistics as a byproduct of courses taken. Somehow it worked for me. But if I had to choose a PhD field today I would not even consider OR/MgmtSci/Stats/EE. If you want to work in Statistics don't get a PhD in Statistics. If you want to work in applied math (of which OR is a special case) don't get a PhD in Applied Math or OR. OR Statistics Applied Math have been taken over and made irrelevant and exist as academic vestigial outposts. OR in particular has become kind of a sad joke."
X Link 2024-12-29T16:08Z 51.7K followers, 127.8K engagements

"As a retail investor (we all are) this piqued my interest. Maybe I should invest in Oakmark rather than my vanilla tax-efficient SP500 A short 🧵. N.B.: this is not investment advice. It's just to show how tools empower a retail investor to circumvent issues that would have made their life harder just five years ago. 1/ Bill Nygren a portfolio manager at Oakmark Funds has returned [-----] annuliazed since inception compared to the S&Ps 9.78% https://t.co/6nOjfHbw3E Bill Nygren a portfolio manager at Oakmark Funds has returned [-----] annuliazed since inception compared to the S&Ps 9.78%"
X Link 2025-01-11T16:53Z 51.7K followers, 169.9K engagements

"A meandering 🧵 on heavy tails. I usually recommend "Fundamentals of Heavy Tails" by Nair @AdamWierman and @BertZwart1 as an introduction to Heavy Tailed phenomena: 1/8"
X Link 2025-01-15T02:37Z 51.7K followers, 87.4K engagements

"Longer quote: Nick Patterson formerly with Renaissance Technologies: ".the most important thing to do in data analysis is to do the simple things right. So here's a kind of non-secret about what we did at Renaissance: in my opinion our most important statistical tool was simple regression Nick Patterson formerly with Renaissance Technologies: ".the most important thing to do in data analysis is to do the simple things right. So here's a kind of non-secret about what we did at Renaissance: in my opinion our most important statistical tool was simple regression"
X Link 2025-01-15T08:09Z 51.7K followers, 232.9K engagements

"I usually recommend Harrells Regression Strategies Gelman et als Regression and Other Stories and Wassermans All off Statistics vol [--]. And Bruce Hansens Prob and Stats for Economists. I wonder if people reading this have other recs. Can please post in reply Id sincerely appreciate. @__paleologo Any book recommendations on linear regression @__paleologo Any book recommendations on linear regression"
X Link 2025-01-16T01:40Z 51.7K followers, 100.8K engagements

"Basic hedge fund economics 🧵. N.B.: [--]. for educational purposes only and I will keep it super-simple [--]. ofc personal views [--]. No soliciting I am not coming to defend hedge funds just to explain some basics. And I am not going to answer replies on the Current Thing. 1/"
X Link 2025-03-01T17:40Z 51.7K followers, 193.5K engagements

"Underrated & rarely talked about"
X Link 2025-03-02T14:13Z 51.7K followers, 182.4K engagements

"Also underrated & rarely talked about P.S.: I don't post about competitors as a comms rule but I think I get an exception here. Underrated & rarely talked about https://t.co/RTzfFDfc74 Underrated & rarely talked about https://t.co/RTzfFDfc74"
X Link 2025-03-02T16:22Z 51.7K followers, 132.8K engagements

"Dude. They did not change my life. And I wrote one of them. How to change your life in [---] pages: https://t.co/V6gAIgc3UT How to change your life in [---] pages: https://t.co/V6gAIgc3UT"
X Link 2025-03-14T20:57Z 51.7K followers, 2M engagements

"@JayAndelle0 Divine Comedy Canto XXVI https://digitaldante.columbia.edu/dante/divine-comedy/inferno/inferno-26/ https://digitaldante.columbia.edu/dante/divine-comedy/inferno/inferno-26/"
X Link 2025-03-15T00:03Z 51.7K followers, 54.3K engagements

"A few days ago I gave a talk at Columbia's conference on "The Future of Portfolio Management". Title: "Simpler (portfolio) heuristics that make us smarter". Below is the link to the slides. A short intro. 1/"
X Link 2025-03-22T15:36Z 51.7K followers, 69.5K engagements

"I did not realized that Learning Theory from First Principles has been published. It is still freely available. I really like this book for its choice of topics. It covers everything that matters"
X Link 2025-03-27T11:59Z 51.7K followers, 278.3K engagements

"Yesterday I linked to a pretty dense book. Today: a 165-pp booklet formatted for iphones; The little book of deep learning by F. Fleuret. To the point. And you can read it during bathroom breaks I did not realized that Learning Theory from First Principles has been published. It is still freely available. I really like this book for its choice of topics. It covers everything that matters. https://t.co/dLUle3IUmb I did not realized that Learning Theory from First Principles has been published. It is still freely available. I really like this book for its choice of topics. It covers everything"
X Link 2025-03-28T11:06Z 51.7K followers, 58.2K engagements

"Id conjecture these work better as names for sex positions than as trading strategies. Please test both and let me know in the replies. No hurry. If algorithmic stock prediction doesn't work how do these patterns work Are you saying it's all a lie https://t.co/67JkV5s0mP If algorithmic stock prediction doesn't work how do these patterns work Are you saying it's all a lie https://t.co/67JkV5s0mP"
X Link 2025-04-27T20:58Z 51.7K followers, 83.5K engagements

"If I go on OnlyFans and do paid sessions on advanced linear regression wearing stilettos are you going to pay up #monetization"
X Link 2025-04-30T16:37Z 51.7K followers, 82K engagements

"Stanford videos (and interviews with the creators) of "14 Statistical Ideas that Changed the World". Lasso FDR Conformal Inference Boosting EM Bootstrap Gibbs Sampling GAMs. https://www.youtube.com/playlistlist=PLt_pNkbycxqahVksaNnjz3M6759xHIZ-r https://www.youtube.com/playlistlist=PLt_pNkbycxqahVksaNnjz3M6759xHIZ-r"
X Link 2025-05-02T11:39Z 51.7K followers, 66.9K engagements

"Are these the best film about Finance Margin Call The Big Short The smartest Guys in the Room Too Big to Fail The Wolf of Wall Street With the exception of TWOWS (which has no pretense of realism) they are all forgettable quite poorly researched movies. And the only one about HFs is The Big Short which is based on a Michael Lewis book so you know is fiction masquerading as facts"
X Link 2025-05-09T07:27Z 51.7K followers, 105.7K engagements

"This is a long semi-technical 🧵 on Tail Risk Hedging. It's unusual in the sense that I am posting it as I am trying to figure stuff out out of frustration. I find OPP (other people's posts) about Tail Risk Hedging a bit vague or confusing (exception: @bennpeifert). 1/"
X Link 2025-05-11T19:20Z 51.7K followers, 113.8K engagements

"Apology to New Yorkers. Chicago is still the most beautiful city in a few thousand miles"
X Link 2025-05-15T01:55Z 51.7K followers, 33.1K engagements

""Dive into Deep Learning" is a sprawling collection of code and theory (almost 1200pp) co-authored among others by Alex Smola. It is a very useful reference for specialized topics. https://arxiv.org/abs/2106.11342 https://arxiv.org/abs/2106.11342"
X Link 2025-05-17T13:39Z 51.7K followers, 46.5K engagements

"Another minor discovery today: PATTERNS PREDICTIONS AND ACTIONS by Hardt and Recht Covers a lot of interesting material: deep learning generalization causality sequential methods. This is a book of ideas by two very good researchers. Free pdf online. Link in reply"
X Link 2025-05-17T19:14Z 51.7K followers, 37.8K engagements

"A rough but not bad metric for performance of a hf/prop trading firm is revenue/employee (not only investment team size). The very best are close to $20m/employee (but I don't know recent numbers for RenTech and TGS). On non-HFs OnlyFans is doing well. If I ever start a fund will call it OnlyHedges. Humble goal. Augurs well"
X Link 2025-05-25T18:28Z 51.7K followers, 94.6K engagements

"@amphilomath it's a good book but not complete. I recommend the following: "Atoms in the family" by his wife L.Fermi "The pope of Physics" by G. Segre' and B. Hoerlin "The last man who knew everything" by D. Schwartz my favorite"
X Link 2025-06-12T01:49Z 51.7K followers, [---] engagements

"There are not many books that describe strategies in some detail. Understandable. Even the simplest strategy is full of nuances and there is a massive difference between the median practitioner and the best one. This one comes to mind. At $18 on AMZN its a good deal"
X Link 2025-06-15T12:50Z 51.7K followers, 88.6K engagements

"Finished this didn't read the causality chapters and still recommend it. Available online for free"
X Link 2025-07-16T12:18Z 51.7K followers, 69.8K engagements

"I did not know that for any random variable x mean(x) - median(x) = stdev(x) Direct proof:"
X Link 2025-08-02T14:52Z 51.7K followers, 148K engagements

"Time for a sober but hopefully hopeful possibly short 🧵. Every year at this time of the year I am contacted by several interns across a swat of HF/prop trading firms who were just told sometimes informally that they will not receive return offers. 1/"
X Link 2025-08-05T02:51Z 51.7K followers, 107.4K engagements

"Now do revenue per employee"
X Link 2025-09-04T02:53Z 51.7K followers, 822.4K engagements

"I just woke up and the first thought I had even before kissing my wife even before realizing I needed to go the bathroom so badly was I have to re-read that old survey by Gabaix on power laws in economics. It was good. Anyway link below. Open access. But life is really mysterious and wonderful in its small ways. And that was the second thought of the day. Happy Saturday"
X Link 2025-09-06T11:11Z 51.7K followers, 73.4K engagements

"And you thought that coin tossing was fair Losers"
X Link 2025-09-09T08:17Z 51.7K followers, 33.3K engagements

"In the near future basic concentration of measure will be taught in undergraduate probability. And concentration of probability for matrices in masters-level courses. https://arxiv.org/abs/1501.01571 https://arxiv.org/abs/1501.01571"
X Link 2025-09-10T20:14Z 51.7K followers, 36K engagements

"Here are the slides I used at MIT today for the talk "Buy-Side Equity Quant Analysis: Tools and Open Problems". The talk is very high-level and reuses some problems I described at a Fordham's conference last year. There is little new but. ok there's little new on this topic in my brain. https://tinyurl.com/bam-mit-2025 https://tinyurl.com/bam-mit-2025"
X Link 2025-09-12T03:24Z 51.7K followers, 52.7K engagements

"I have been reading this old book and its excellent. I had learned Kernel methods/Gaussian Processes via Rasmussen-Williams (also withstanding the test of time) but this is better. Ben Recht was writing recently something like nobody cares about kernel methods these days. Sadly true. I dont think kids care much about this stuff these days. Why study it then Three reasons from me: [--]. It generalizes linear models to the fullest extent and for free giving you insights into ridge Nadaraya-Watson attention mechanisms. Read recent and recurrent threads of @docmilanfar on this. [--]. It is among the"
X Link 2025-10-07T11:41Z 51.7K followers, 44.2K engagements

"The Big Short is a fantasy about being a hedge fund manager with no drawdown limit Indiana Jones is a fantasy about being a professor with no admin duties Indiana Jones is a fantasy about being a professor with no admin duties"
X Link 2025-10-08T23:37Z 51.7K followers, 523.7K engagements

"Its a good question. I spend maybe 1hr/week talking to random PhD students chatting on zoom about this topic plus messages. I care about those people because I was them. My experience: I discovered Operations Research after graduating college and applied for a PhD abroad as a total outsider. I was a 2nd year PhD student when an MBA student told me I want to work for a hedge fund. It was the first time I heard the term. When a recruiter emailed me about a job at HRT I googled it and found the magic of Hormone Replacement Therapy. All the jobs were long-shot unsolicited calls from recruiters."
X Link 2025-10-30T12:01Z 51.7K followers, 73.1K engagements

"855 books on architecture [---] books on/by Wittgenstein Could sew clothes And disassemble/reassemble a car engine Had a deeply intense love life His novels are some the absolute best in the English language Cormac McCarthy is one of the most interesting people ever Terrifically amusing @SmithsonianMag story from last month about Cormac Macarthy's absolutely gigantic personal library which overwhelmed scholars are slowly going through. https://t.co/X0h6xB6DvK Terrifically amusing @SmithsonianMag story from last month about Cormac Macarthy's absolutely gigantic personal library which overwhelmed"
X Link 2025-11-08T12:46Z 51.7K followers, 38.8K engagements

"McCarthy read [---] books to research Blood Meridian. And it sold [----] copies when it came out. Life is a linear diffusion with drift. Looks like brownian motion at short time scales. But it's a straight line when you zoom out"
X Link 2025-11-08T15:50Z 51.7K followers, 71.6K engagements

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