for the morning crowd/in case you missed it @macrocephalopod issued a standing duel challenge to all comers last night. Rumor has it if you beat him you inherit a mysterious programming package from him that adds .1 to your sharpe on any quant strategyhttps://twitter.com/macrocephalopod/status/1372338869262299136 …
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But can it account for variances in daylight savings time?
Uhhhh he said it could improve your risk adjusted returns, not do things that are literally impossible smh
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I wonder if a universal calendar app/library would be a good startup idea? Datetimes seem to be a huge pain for everyone, but also something that theoretically ought to be easy to scale/automate.
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