Search Articles — Sudonull

Search Results

In this project

DiffQuant: Sharpe optimization in a differentiable simulator

https://sudonull.com/diffquant-sharpe-optimization-in-a-differentiable-simulator

Learn how DiffQuant optimizes Sharpe ratio directly through PyTorch graph taking costs into account. iTransformer, hybrid loss, mirror augmentation. Results on BTC: Sharpe +1.73 OOS. For ML engineers in trading.

From other projects

What Is the Gold Silver Ratio and How to Use It

https://ymaho.com/what-is-the-gold-silver-ratio-and-how-to-use-it

Learn what is the gold silver ratio and how to use it to gauge market sentiment, identify relative value, and make smarter precious metals investment decisions.

How to Value a Stock Using Fundamental Analysis | Guide

https://ymaho.com/how-to-value-a-stock-using-fundamental-analysis-guide

Learn how to value a stock using fundamental analysis. Master financial statements, valuation ratios, DCF models, and make informed investment decisions.

Trending Now