[gillesjacobs]

I also find it highly unlikely anyone is able to implement 130+ papers in 7 months.

This would require insane productivity, implausible access to pricing and news data resources (which are often not freely available) and expertise in machine learning, natural language processing, finance, and data science. OP had to implement financial, time-series and linguistic feature engineering pipelines, as well infer the architecture and hyper-parameters used AND train all these models.

He also claims he "web scraped" all the data which is highly unlikely as pricing datasets are often sold for a pretty penny and not publicly available in the detail described in several of these papers.

OP must be a genius to pull this off, all the while being a trader at "a Tier 1 US bank" (in itself that description is ridiculous).

All OP has to show for all this work is a hastily written Reddit post with dubious claims. There is no proof of the work done whatsoever, no code samples, not even result tables or graphs. And at the end OP chills his cryptotrading bot.

What's worse HN seems to gobble it up naively. Seemingly because OP is critical of something that is popular to criticize.

[lordnacho]

> OP must be a genius to pull this off, all the while being a trader at "a Tier 1 US bank" (in itself that description is ridiculous).

Mostly agree with you, but what's ridiculous about that description? His LinkedIn says he worked at Merrills and Citi. Those are normally considered top tier US banks?

[anonu]

If those aren't top tier I don't know what is...

Generally the banks are no longer the place to do prop trading though. You're better off at a hedge fund. They will not only pay better but have way better access to resources, tech, experienced traders, etc

[sseveran]

A lot of papers use data from a few sources which are typically available to universities. Also a surprising (maybe not?) scrape data themselves. That being said as someone who was involved in paper replication and investigation there is not enough time to implement substantive papers in that time frame.

[gillesjacobs]

Exactly, I work in the field of text mining financial news and have replicated parts of studies and 7 months for 130 papers is impossible.

[derefr]

Perhaps he lead an R&D team at his bank, and most of this work was being done in parallel by his reports.

Or perhaps there are fewer ideas contained in these papers than there are papers themselves. I can “replicate 130 papers”, too, if they’re all substantially the same experiment on different data-sets. Just download all the data-sets and loop through them :)

[SomeOldThrow]

> I also find it highly unlikely anyone is able to implement 130+ papers in 7 months.

Indeed, when I first read the headline I thought for a second this was one of those studies intended to show how easy it is to submit fraudulent work.