Can you use autoregressive diffusion to generate market data?(blog.janestreet.com)
173 points by jsomers | 53 comments
Jane Street blog post exploring whether autoregressive diffusion models can generate realistic synthetic financial market data.
#quantitative-finance on Hacker News
3 stories tagged quantitative-finance, newest first.
Quantitative Finance with OCaml(qcaml.com)
49 points by leonry | 9 comments
Online book teaching quantitative finance with OCaml, covering derivatives pricing, risk, credit modeling, trading algorithms, and financial infrastructure.
Jane Street's Figgie card game(figgie.com)
451 points by eamag | 109 comments
Landing page for Figgie, Jane Street's fast-paced card game that simulates market trading, with rules, FAQs, and app downloads.