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market makers aren't quoting price they're running an inventory optimization formula, and every bid/ask you've ever traded against was its output formula is free, been public since 2008, and retail trading has never once mentioned it NYU professor Marco Avellaneda published the model - 14 pages, zero paywall, on... show more
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![Lecture 2 of our Physics-Informed Neural Networks mini-series. In Lecture 1 we made the idea visible...a neural network isn’t predicting a PDE solution, it is the candidate function uᵩ(x,t), and the PDE residual rᵩ(x,t) is the leash that keeps it honest. Now the natural question follows: How can a neural network be punished for breaking a PDE when nobody ever handed it the true solution, and the equation itself contains derivatives like uᵩₜₜ and uᵩₓₓ? Here’s the satisfying answer: A PINN doesn’t need the true answer to be corrected. It only needs a way to measure how wrong it is according to the PDE! The network outputs uᵩ(x,t). A software called "autodiff" is used to compute the derivatives (uᵩₓ, uᵩₜ, uᵩₓₓ, …) exactly by applying the chain rule through the network. Those derivatives get dropped into the PDE to produce rᵩ(x,t). If rᵩ is big at some point, the loss spikes there, and gradient descent pushes the parameters so that rᵩ shrinks. The math breakdown We want a function u(x,t) that satisfies a PDE on a domain Ω. In this lecture we keep a concrete nonlinear example in mind, the damped sine-Gordon equation uₜₜ(x,t) + γ uₜ(x,t) − c² uₓₓ(x,t) + sin(u(x,t)) = 0. A PINN replaces the unknown function u with a neural network uᵩ(x,t), where ᵩ means all the network parameters (weights and biases). Now we build the physics residual by plugging uᵩ into the PDE rᵩ(x,t) = uᵩₜₜ(x,t) + γ uᵩₜ(x,t) − c² uᵩₓₓ(x,t) + sin(uᵩ(x,t)). If uᵩ were a true solution, rᵩ would be 0 everywhere. So we sample points (xⱼ,tⱼ) inside the domain. These are collocation points. At each one we evaluate rᵩ, and we define a physics loss L_phys(ᵩ) = meanⱼ |rᵩ(xⱼ,tⱼ)|². This is the punishment mechanism. (Punish just means: if |rᵩ| is big, L_phys is big; training updates ᵩ to make L_phys smaller. Reward means the loss drops, so those parameter changes are kept.) The key question was where the derivatives come from. Since uᵩ is built out of differentiable operations, we can compute uᵩₜ(x,t), uᵩₜₜ(x,t), uᵩₓ(x,t), uᵩₓₓ(x,t), at any input (x,t) we choose. Imagine a simple differentiable model written as a sum of nonlinear features uᵩ(x,t) = Σₖ vₖ σ( wₖx x + wₖt t + bₖ ) + b₀. Then the derivatives are just chain rule uᵩₓ(x,t) = Σₖ vₖ σ′(·) wₖx uᵩₓₓ(x,t) = Σₖ vₖ σ″(·) (wₖx)² uᵩₜ(x,t) = Σₖ vₖ σ′(·) wₖt uᵩₜₜ(x,t) = Σₖ vₖ σ″(·) (wₖt)². So rᵩ(x,t) is an explicit computable number at every (x,t). For the damped sine-Gordon example, it’s the same story, just with one extra nonlinear term: rᵩ(x,t) = [uᵩₜₜ(x,t) + γ uᵩₜ(x,t) − c² uᵩₓₓ(x,t)] + sin(uᵩ(x,t)). A real PINN is a deeper composition of these same building blocks, but it’s still just a chain rule, and autodiff is the machinery that does that bookkeeping reliably for big graphs. Then we train by gradient descent on the total loss. Even if we use only physics for the moment, the update is conceptually just ᵩ ← ᵩ − η ∇ᵩ L_phys(ᵩ), with learning rate η. In practice we also include initial/boundary conditions or data, because PDEs aren’t uniquely determined without them L(ᵩ) = L_data(ᵩ) + λ L_phys(ᵩ) + L_bc/ic(ᵩ), where L_bc/ic(ᵩ) enforces things like uᵩ(x,0) ≈ u₀(x) and uᵩₜ(x,0) ≈ v₀(x), or boundary conditions at x = ±L. So Lecture 2’s punchline is simple: the PDE becomes a training signal. We keep differentiating uᵩ, measuring rᵩ, and updating ᵩ until the residual goes quiet across Ω. #PINNs #PhysicsInformedNeuralNetworks #ScientificMachineLearning #AutoDiff #Backpropagation #PDE #DifferentialEquations #Optimization #MachineLearning #AppliedMath #ComputationalPhysics](https://image.24vids.com/tw-2009748938266685482/amplify_video_thumb/2009748619386101760/img/q0u_ZxmvYMtDl2eQ.jpg)
![yesterday someone leaked a full quant trading system on GitHub before they deleted it i forked everything 5,000 lines of code. 7 modules. 25 mathematical factors funds use this system to manage millions i studied it for a week. then pointed it at crypto markets on polymarket here's the full breakdown you can feed this to your claude and build the same thing for just $200 ARCHITECTURE: Python thinks, analyzes, calculates C++ executes orders in 5-10ms data → factors → AI → strategy → risk → execution DATA. 4 streams simultaneously: - Binance WebSocket: prices every second, orderbook at 20 levels - AlphaVantage: news with sentiment score from -1 to +1 -X: mention volume, engagement, influencer activity - On-chain: BTC flows to/from exchanges cache in Redis ( target price) = N(d1) d1 = [ln(current/target) + (σ²/2)T] / (σ√T) then 4 adjustments on top: - momentum: +/-5% - AI sentiment: +/-7% - order flow: +/-2% - historical patterns: +/-8% compare final probability against polymarket price if edge > 10%: enter RISK - Quarter Kelly for position sizing - max 5% bankroll per trade - drawdown 15% = bot stops - VaR < 3% per day - correlation between positions < 0.7 - never take more than 1% of market liquidity key insight is don't hold to expiry. trade the movement, not the outcome cost: → Binance API: free → OpenAI: $50-100/month → AWS EC2: $120/month → monitoring: free - total: $200-300/month - code is open source. formulas above. you already have claude the only thing between you and a working system is one free evening](https://image.24vids.com/tw-2028582457000247657/amplify_video_thumb/2028582094247481344/img/KlC6FLZJsc2yRvTI.jpg)
![String Theory Lecture 1 A String Does Not Move Like a Point A point particle traces a line through spacetime. A string traces a surface. This is the first geometric shift in String Theory. Particle mechanics asks where one object is at time t, so its history is a curve. String Theory asks where every point of an extended object is at worldsheet time τ, so we need another coordinate telling us where we are along the string. For a point particle x(t) So, for one input of time we get a position in Spacetime. For a string Xᵘ(τ,σ) Here τ plays the role of time on the worldsheet, while σ labels position along the string. Freeze τ and vary σ, and you see the string at one instant. Let τ move, and that curve sweeps out a two-dimensional surface... the worldsheet. The same comparison appears in the action. For a relativistic point particle, the geometric action measures worldline length S = −m ∫ ds If we parameterize the path by t, the action has one integral, one parameter, and one tangent vector dxᵘ/dt For a string, the same idea grows by one dimension. The action measures area, not length. In Nambu-Goto form, S = −T ∫ dτ dσ √[−det hₐᵦ] Here T is the string tension. It plays a role similar to mass, but for an extended object. It weights the area of a surface rather than the length of a line. The particle action has ∫ dt because the history is one-dimensional. The string action has ∫ dτ dσ because the history is two-dimensional. We are no longer summing along a path, we are summing over a surface. The geometry changes for the same reason. For the particle, one derivative is enough dxᵘ/dt For the string, the geometry is built from two derivatives: ∂τXᵘ and ∂σXᵘ The first tells you how the string changes as worldsheet time flows. The second tells you how the embedding changes as you move along the string. Together they define the induced worldsheet metric hₐᵦ = ∂ₐXᵘ ∂ᵦXᵤ In plain terms, hₐᵦ measures tangent lengths and tangent angles on the worldsheet. From it, the area element is dA = dτ dσ √[−det hₐᵦ] This, the Nambu-Goto action is the direct analogue of the point-particle length action. The point particle extremizes length and the string extremizes area. For calculations, people usually switch to the Polyakov action: S = −(T/2) ∫ dτ dσ √[−γ] γᵃᵇ ∂ₐXᵘ ∂ᵦXᵤ This describes the same classical string dynamics, but the algebra is cleaner. After choosing conformal gauge, varying with respect to Xᵘ gives (∂²/∂τ² − ∂²/∂σ²) Xᵘ = 0 This is the first real dynamical payoff... a two-dimensional wave equation on the worldsheet. For a point particle, the equation of motion tells you how one position evolves along one path. For a string, it tells you how an entire curve evolves, with waves traveling along it. The term ∂²Xᵘ/∂τ² measures acceleration in worldsheet time, while ∂²Xᵘ/∂σ² measures curvature along the string. The time evolution is balanced by how the string bends along its own length. This is why strings have oscillation modes. A point particle has one trajectory. A string has many possible vibration patterns, each one a normal mode of the worldsheet wave equation. For a closed string, σ wraps around the loop Xᵘ(τ, σ + 2π) = Xᵘ(τ, σ) For an open string, one standard free-end condition is ∂σXᵘ = 0 at the endpoints. Solving the wave equation gives waves moving in opposite directions along the string Xᵘ(τ,σ) = Fᵘ(τ + σ) + Gᵘ(τ − σ) A function of τ + σ moves one way. A function of τ − σ moves the other. Therefore, a particle has a worldline, its action measures length, and its geometry uses one tangent. The string has a worldsheet, its action measures area, and its geometry uses two tangent directions. #StringTheory #TheoreticalPhysics #MathematicalPhysics #Physics #Spacetime](https://image.24vids.com/tw-2047925796963004514/amplify_video_thumb/2047925638485753856/img/d0IV19m4OAIfEf0I.jpg)
