Deep learning statistical arbitrage part 1 - replication
Reproducing the headline results from "Deep learning statistical arbitrage" (Guijarro-Ordonez et al. 2022) on my own data, with a python implementation you can use.
Benjamin Siranosian
Ben Siranosian — genomic language models at Radical Numerics. Computational biology, bioinformatics, infrastructure, quant finance, and travel.
Latest posts
Revisiting VIX Call hedging - 2025 data update and new strategies
Five years on: revisiting OTM VIX-call tail hedges with a 2025 data extension - equity curves, risk/return frontier, and timing luck reduction, reproduced in Python.
Launching Radical Numerics
Radical Numerics emerges from stealth with $50M of seed funding and state of the art genomic language models.
Reducing RNA-seq batch effects by re-aligning TCGA and GTEx
Batch effects are a constant pain when comparing RNA-seq data from different sources, but re-processing with consistent bioinformatics tools can reduce much of the effect.
s3stasher simplifies using AWS S3 in python
s3stasher is a python package that transparently handles files in s3. It also maintains a local cache of recent files for offline use.
Fixing a Milli-q purifier for 99% off
Milli-q water purifiers are too smart for their own good, but splicing in a large resistor can bypass some of the restrictions.
Does AMD 3D V-Cache help in bioinformatics?
Deciding which server CPUs to buy by giving my 7950X3D split-brain syndrome and running lots of pipelines.
Tail risk hedging with VIX calls (Stanford MSE448 final)
A few years ago, while in the last year of my PhD at Stanford, I published this blog post on using VIX calls to hedge against severe market downturns. The…
Cross-account AWS FSx for Lustre and S3 data repository associations
FSx for Lustre and S3 are two complementary methods of storing data in Amazon Web Services (AWS). FSx offers an extremely performant, reliable, true…
Introducing the ComputeBench: the cloud development environment for bioinformatics
The following is a cross-post from the Deep Origin blog. Today, I’m proud to announce the beta release of Deep Origin’s first product: the ComputeBench. The…
Accelerated computing is the future of genomics
“We’re out of storage, and we’re out of compute.” I’ll never forget the 2016 Broad Institute Cancer Program meeting where Eric Banks, senior director of the…
Bioinformatics in the cloud, on a budget
Let’s say you’re a biotech or academic lab that needs to do bioinformatics or computational biology at a reasonably large scale. You have a tight budget and…
Getting a industry job after grad school
You've decided to move on from the academic career path after finishing your masters or PhD. Congratulations! However, making the transition out of academia…
Why are bioinformatics workflows different?
Data workflows and pipelines are an integral part of bioinformatics. However, the tools used to write and deploy workflows in bioinformatics are different…
Deploying redun to AWS Batch - troubleshooting
I recently went down the rabbit hole trying out the newest bioinformatics workflow manager, redun. While installation and running workflows locally went off…
Trying out redun - the newest workflow manager on the block
Workflow managers form the cornerstone of a modern bioinformatics stack. By enabling data provenance, portability, scalability, and re-entrancy, workflow…
Rare transmission of commensal and pathogenic bacteria in the gut microbiome of hospitalized adults (2)
When we last left off, I was peering into the -80 freezer at the hundreds of stool samples I would need to analyze. In reality, a lot of experimental design…
Rare transmission of commensal and pathogenic bacteria in the gut microbiome of hospitalized adults (1)
My final project with the Bhatt Lab is now published! You can find the open access text at Nature Communications. I'm excited to bring this chapter of my…
Moving into aging research - in dogs!
P - H - Done As I finish up my PhD at Stanford and consider my next career moves, I'm positive I want to work at a small and rapidly growing biotech…
Tail risk hedging - replication of the VXTH index
Edit: full writeup on this topic posted here. In my last post about hedging a portfolio with options, I looked at how a complicated 4-option spread could…
Volatility as an asset class - replication of Doran (2020) and extension to a leveraged risk-parity portfolio
Introduction This post is going to be a departure from the usual genomics tilt of this blog. I've recently been interested in the science (art?) of hedging…
Large-scale bioinformatics in the cloud with GCP, Kubernetes and Snakemake
I recently finished a large metagenomics sequencing experiment - 96 10X Genomics linked read libraries sequenced across 25 lanes on a HiSeq4000. This was…
Transmission of crAsspahge in the microbiome
Update! This work has been published in Nature Communications. Siranosian, B.A., Tamburini, F.B., Sherlock, G. et al. Acquisition, transmission and strain…
What is crAssphage?
CrAssphage is a like mystery novel full of surprises. First described in 2014 by Dutilh et al., crAssphage acquired it's (rather unfortunate, given that it…
Metagenome Assembled Genomes enhance short read classification
In the microbiome field we struggle with the fact that reference databases are (sometimes woefully) incomplete. Many gut microbes are difficult to isolate…
Race report: China Peak Enduro 2019
China Peak was a rocky, rocky race. Photo creadit Scott McClain. I raced the China Peak Enduro mountain bike race last weekend with Nick, Catherine, Peter…
Short read classification with Kraken2
After sequencing a community of bacteria, phages, fungi and other organisms in a microbiome experiment, the first question we tend to ask is "What's in my…
Genetic and transcriptional evolution alters cancer cell line drug response
Are your cell lines evolving right under your eyes? Credit : Lauren Solomon and Susanna M. Hamilton, Broad Communications As a scientific researcher, you…
Joining the Bhatt lab
My third lab rotation in my first year at Stanford took a different path than most of my previous experience. I came to Stanford expecting to research…
Deep learning to understand and predict single-cell chromatin structure
In my last post, I described how to simulate ensembles of structures representing the 3D conformation of chromatin inside the nucleus. Now, I'm going to…
Simulating 3D chromatin structure with molecular dynamics and loop extrusion
Much of the current evidence for the loop extrusion hypothesis comes from molecular dynamics simulations. In these simulations, DNA is modeled as a polymer,…
Is loop extrusion responsible for the 3D structure of the genome?
3D genome organization shapes genetics at all scales. Source: Nature 3D Genome Collection It's generally accepted biological knowledge that chromatin is…
Down and up the California coast
With 11 days left to go before move-in at Stanford, I had only just made it to California. There was still so much to see! I headed down to the Bay to see…
Driving West and a Week in Tahoe
After the eclipse, a few friends joined me for the drive West into California. Already four thousand miles of solo driving in, I was grateful for the…
Jasper, Glacier, Eclipse
After finishing the bikepacking trip and a well-deserved recovery meal, was headed back up North for a few days in Jasper National Park. Situated a few…
Bikepacking in Banff
The main attraction for this part of the trip was a 3-day bikepacking trip from Banff, south into British Colombia, and back again. This was my first time…
Getting to know Banff
I was thrilled to finally arrive in Banff. After long days in the car, and hours of cruise-controlled monotony across the plains of Canada, the chilled…
Moving to California, the long way
I'm starting a PhD in Genetics at Stanford in the fall. The plans are set, I've moved out of my apartment, and thrown away A LOT of clutter from the past…
Dublin
Another day, another new city and country! I arrived early for a full day in Dublin. The museum highlight of the day was definitely the bog bodies at the…
Cardiff
After the short time in Lonon, I was on a bus to Cardiff. This was my first time in Wales, and it was nice to be in a calmer place. I was staying with two…
From simit and kebabs to tea and crumpets
After a tearful goodbye with Lauren and Selen, I hopped on a Turkish Air flight and was headed for London. This was my first time in the city, so I was…
Doseluna winery
I realized I've been neglecting to talk about the vineyard we were staying on! Doseluna winery is completely owned and operated by Selen's family. They…
Assos day two - market day
In a nearby town there was a local outdoor market on Fridays. Everyone seemed to show up - buying, selling, exchanging and conversing. You could find…
Arriving in Assos
How lucky are we? Selen's family runs a vineyard in Assos, on the Turkish coastline near the Greek island Lesvos. We piled in the car -- six hours of…
Cycling around Büyükada
After so much city time, Lauren and I wanted something more quiet and active for today. Selen recommended Büyükada, the largest of the Princes' Islands in…
Istanbul's Old City
Monday, Lauren and I were up early the next morning for a full day in Istanbul's old city. We caught a boat from a terminal near Selen's house and rode it…
Arriving in Istanbul
"Why Turkey?" I was asked this question many times by friends and family as I prepared to travel further East than I've ever been before. Turkey has made…
ISCB Student Council Symposium 2017
Each year, the International Society for Computational Biology Student Council (ISCB-SC) organizes a conference for students and early career scientists in…
Cesky Raj (Czech Bohemian Paradise)
Cesky Raj is the first Nature Reserve in the Czech Republic. Two hours North of Prague by train, it's a great day trip to get out of Prague. You'll find…
Summer travels start NOW!
The past few weeks have been a whirlwind. Since the end of June, I have: Quit my job at the Broad Institute (yet somehow I'm still working) Moved out of my…