Recent content by Atomated

Wellington (Asset Manager) - AUM: $1 trillion | Quant portion: don't know, but the quant group is very prestigious among quants Geode Capital (Asset Manager / Hedge Fund) - AUM: $400 billion | Quant portion: all of it. It was basically Fidelity's quant arm and spun out independently in 2003. Now...

There is a difference between best and biggest. The best places are the firms you have probably never heard of before. There are plenty of investment managers with > 500m that are quant focused and typically have much better performance overall than the companies originally listed. Keep in mind...

If you want a good list of firms that have quants, go to quantnet.com: https://quantnet.com/threads/big-list-of-quant-employers-2.27288/ Keep in mind there are differences between Hedge Funds, Asset Managers, Prop Shops (directional), and Prop Shops (market-making).

Trying to predict any type of asset price is not an ideal strategy. It is like predicting a random walk. You can clearly see that the data you are looking at is significantly long-biased. If you randomly make entry and exit trades, you can probably achieve close (if not greater) than the...

I think you missed the point. You cannot directly trade with Neural Networks. Funds and individuals that use Neural Networks use them for tasks like portfolio optimization, and NOT directly trading.

There are significant issues using Neural Networks for time series modeling (and trading) Issues: You need to have a sparse nn architecture (i.e. not have fully connected layers). This is because you cannot have future data impacting the weights / biases of older data. Unfortunately, you...