Hacker News with Generative AI: Quantitative Finance

Quantitative Finance: Kronecker-Factored Approximate Curvature Deep Hedging (arxiv.org)
This paper advances the computational efficiency of Deep Hedging frameworks through the novel integration of Kronecker-Factored Approximate Curvature (K-FAC) optimization.

Quantitative Finance, Deep Learning, Optimization, Machine Learning

5 points by walterbell 12 days ago | 0 comments

Implement algorithms that minimize slippage (quantitativo.com)
“The group coined a name for the difference between the prices they were getting and the theoretical trades their model made without the pesky costs. They called it The Devil.” Gregory Zuckerman.

Algorithmic Trading, Finance, Quantitative Finance, Market Efficiency

62 points by carlossouza 200 days ago | 8 comments

Python toolkit for quantitative finance (github.com/goldmansachs)

Python, Quantitative Finance, Tools, Finance

285 points by tzury 277 days ago | 60 comments