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" In the future, a trillion times a trillion dollars will be spent on making antimatter to travel to other star systems" Elon Musk, June 19. I think this should be taken seriously. Only a microscopic amount of the energy in fossil fuels is released, so one carry mostly waste . In an attempt to only capture a few percent of a trillion times a trillion dollars we have started looking into parallels…

" Students’ reading and mathematics performance declined sharply across the OECD ." https://www.oecd.org/en/about/news/press-releases/2026/09/pisa-2025-students-reading-and-mathematics-performance-declined-sharply-across-the-oecd.html the few that know math can then arbitrage the ones not understudying math ? Or will AI save them? Statistics: Posted by Collector — 22 minutes ago — Replies 0 — Vie…

Back when I worked in multi-agent AI research, we could only dream about this level of cooperation: https://metr.org/blog/2026-08-26-openai ... s-incident "Roughly 1200 agents meant to be isolated from one another found a way to communicate with one another on an unsanctioned message board, sending over 70,000 messages and files during the investigation period. Of these agents, 700 went on to par…

Back when I worked in multi-agent AI research, we could only dream about this level of cooperation: https://metr.org/blog/2026-08-26-openai ... s-incident "Roughly 1200 agents meant to be isolated from one another found a way to communicate with one another on an unsanctioned message board, sending over 70,000 messages and files during the investigation period. Of these agents, 700 went on to par…

Back when I worked in multi-agent AI research, we could only dream about this level of cooperation: https://metr.org/blog/2026-08-26-openai ... s-incident "message board to coordinate several large-scale collective projects to find a general-purpose way to fool or tamper with the automated scorer for the ExploitGym benchmark. Agents managed to achieve milestones they could not have achieved worki…

If involved in Risk arb (M&A arb) this should likely be of interest Hot from the press Collared takeover exchange options with ratio barriers: practical extensions of the Haug–Haug knock-in/out Margrabe formula Statistics: Posted by Collector — 53 minutes ago — Replies 0 — Views 21

I am currently working on building a pricer for Bermudan swaptions using the G2++ model. In 1D, tracking the option value envelope remains quite manageable. However, as soon as you move to 2D using a naive approach, the algorithmic complexity explodes quadratically. This is the notorious "curse of dimensionality" that trips up most geometric approximation methods once they go beyond a single fact…

Vitamin D3 as a solar-derived photophysical reservoir: A hypothesis linking ultraviolet photochemistry, triboluminescence, biophoton emission and innate antimicrobial defense triboluminescence very interesting, in particular when u think of D https://www.sciencedirect.com/science/article/pii/S0306987726002501 Statistics: Posted by Collector — 49 minutes ago — Replies 0 — Views 3

Folks, I'm hiring for some open roles.  These are not pure quantitative roles, but some knowledge of options and trading is desired.  The open roles are Typescript/React FullStack as well as Core Low-Latency Modern C++. You may submit your profile in brief at: https://www.optionsxchange.com/contact . Please note you found the message on this board. Statistics: Posted by blycm — 10 minutes ago — R…

iframe I first heard of Anton in 2009 when the BBC aired "Million Dollar Traders", so his name has popped up now and again in my YouTube feeds. This documentary landed on YT a few days ago. It's no secret that fees along the chain are a fact of trading life but I'm interested to know if anyone else has seen this or had any thoughts. Statistics: Posted by jasonbell — 55 minutes ago — Replies 0 — V…

Check out my paper on funding costs elimination via bond decomposition/repo refinancing: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7081838 Statistics: Posted by oislah — 36 minutes ago — Replies 0 — Views 2

A question I keep coming back to, and I'm curious how this forum handles it. The gap between a backtest and live P&L is mostly a gap in honesty, not in modelling. Look-ahead creeps in through feature construction and point-in-time data; survivorship hides in the universe; and the real killer is that we get to re-run the backtest until it looks good, then quietly forget how many configurations we …

Hello, I specialize in large-scale data scraping. Previously, I scraped ALL Linkedin (profiles, posts), ALL Youtube (videos), ALL Reddit, etc. What is the data quants would love to get today (and that is not served by alt data companies already)? Thanks in advance for sharing your (boldest) dreams, and I will try to make them come true! Statistics: Posted by thomasmeyer — 27 minutes ago — Replies…

Some of the best books on for example fixed income are gone, no longer for sale. One of the best was that by a Chemical bank trader...was sold in few copies then gone.. another one was a book I did not like competitors to have so I bought every single copy, still think I have them in boxes of a basement...( luckily no more copies were printed) Sorry no international rules agains cornering book ma…

The present paper is not concerned with Godspeed (likely the speed of light, still open for debate ), but with the speed of stock prices. Still, a trader who learns to price and hedge stock-speed options may, at least briefly, feel like the god of the trading floor. I am not fully sure such options have been described before in literature, at least I could not find so. So options on stock-speed: …

When I was a kid I imagined a probability distribution, where the expected time until something happens, equals the time you have already been waiting and it hasn't happened. I came up with this waiting for trains. This is the opposite of the longer you have been waiting, the less time remaining until it comes. The general idea is that something that hasn't happened will continue to not happen. A…

Anyone with experience in F# that can give us their 5 cents? https://fsharp.org https://en.wikipedia.org/wiki/F_Sharp_(programming_language) Statistics: Posted by Collector — March 7th, 2026, 9:28 pm — Replies 1 — Views 64

With your camera, not a gun, of course! Here's one of my top picks: This Greenwich swan hunting park placed in top ten by USA Today - CT Insider March 31 2026 I'll head over there this morning and let all of you know what I find! Statistics: Posted by Trickster — April 1st, 2026, 11:20 am — Replies 2 — Views 107

HI, I was wondering if anyone had the famous Alex Gerko of XTX interview that was posted on twitter and then taken down. I heard it was a great interview and that is why they wanted it taken down since it was so detailed. Would love to have a listen if anyone has it saved. Thanks a lot! Statistics: Posted by JasonCN — March 6th, 2026, 2:26 pm — Replies 0 — Views 73

Norway plans to build a big tunnel for ships in Norway to avoid rough sea. What about instead building a tunnel here. Financed by convertible bonds that after tunnel finished can be converted into oil Statistics: Posted by Collector — March 8th, 2026, 8:11 pm — Replies 7 — Views 105