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geodesic partners

HFT Quant helping fellow mathematicians, engineers break into quant finance

Location United Kingdom Joined Joined on  Personal website https://geodesicpartners.co.uk/ github website
Backpropagation from scratch in NumPy: let the shapes do the work

Backpropagation from scratch in NumPy: let the shapes do the work

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3 min read

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A good bet on a prediction market is still a bet: arbitrage, expected value and Kelly

A good bet on a prediction market is still a bet: arbitrage, expected value and Kelly

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2 min read
Hash maps in coding rounds: picking the key is the hard problem

Hash maps in coding rounds: picking the key is the hard problem

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3 min read
Coins 1, 5, 6 and 9: where greedy gets change wrong and a DP table doesn't

Coins 1, 5, 6 and 9: where greedy gets change wrong and a DP table doesn't

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3 min read
Why variance can come out negative in code, with Welford's fix and notes on tied AUC and Spearman

Why variance can come out negative in code, with Welford's fix and notes on tied AUC and Spearman

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3 min read
Why softmax returns NaN at a logit of 710, and the one-line fix

Why softmax returns NaN at a logit of 710, and the one-line fix

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3 min read
Two pointers: stop testing pairs and start ruling values out

Two pointers: stop testing pairs and start ruling values out

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2 min read
The sliding window trick, and the one input that breaks it

The sliding window trick, and the one input that breaks it

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3 min read
I put my whole coding interview course online: 8 patterns, 24 problems, 6 languages

I put my whole coding interview course online: 8 patterns, 24 problems, 6 languages

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2 min read
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