Random musings related to my hobbies + projects
Meta (in conjunction w/ Stanford + Harvard) released a paper last week called ProgramBench detailing the state of language models for writing code repos. It consists of the paper, the github to run the eval, and the huggingface link to download the test blobs.
List will be updated as I attend more conferences :)
I’ve been looking into reinforcement learning lately to create a racing agent . As part of this process, I’m reading Reinforcement Learning: An Intro 2nd Edition by Sutton & Barto as my background in ML is supervised/unsupervised learning ( blind source separation , variance pretraining ). It’s not too useful for my project implementation as I’m experimenting with newer methods like PPO and reward…
This post details how using native Pandas operations gives significant speedup over a naive implementation in the context of permuting price paths. Motivation Lately, I’ve been looking into how to perform more rigorous backtests for my trading indicators. The main source of my study is Permutation and Randomization Tests for Trading System Development by Timothy Masters. The book details…