I asked ChatGPT to design an intro course in quantitative research for new hires. It's clearly influenced by questions I asked it in the past. But it still feels way too scattershot and formulaic, like a second-hand-information-based course. Anyway, comments welcome: 1. what
And here is Sonnet 4.5: Module 1: Market Microstructure & Data (4 hours) Order types, execution mechanisms, and market venues Bid-ask spreads, tick sizes, and liquidity measures Data cleaning, corporate actions adjustments, and survivorship bias High-frequency vs. low-frequency
And Grok Expert: Introduction to Financial Markets and Instruments Overview of asset classes (equities, fixed income, derivatives, commodities, FX) Market microstructure (order books, liquidity, HFT basics) Key players (hedge funds, market makers, regulators) Probability and
@__paleologo might need a math refresher or at least math prereqs attached to the sections
@__paleologo probably more time for implementation and research infrastructure
@__paleologo The commandments of ChatGPT : 1. Do not ask ChatGPT general questions 2. Everything you ask ChatGPT ask other LLM and do check the answers with other LLMs 3. Do ask ChatGPT quantitative questions 4. Do ask ChatGPT to ask quantitative questions 5. Do not believe ChatGPT
@__paleologo Gappy-where’s the Alpha going to come from for all this work? It’s been removed years ago.
@__paleologo Humans have intuition, ai does not. If you ask me to do something, I can guess what you want. AI cannot do this you need to treat it like a 5 year old and explain everything until you get an output that is acceptable. Even then you’ll have to edit it and feed it back to it.
@__paleologo Surprisingly solid. Maybe add story times (tell folks about flash crash and such, hrt style).
@__paleologo 3. what are the objectives for the students? what should they be able to do after the course? 4. if this is just a TOC for information delivery, do videos and have them watch beforehand, then do something better with course time.
@__paleologo 1. who are the students and what do they already know? the time frames would imply they already know a lot. 2. what is the course process? teacher talks and students take notes? (ugggh) students work problems as teacher walks around?
@__paleologo I don't know anything about this field, but I might start with more context. Why is this a thing? What's the history?
@__paleologo Release the need for perfection; refine with gentle intention.
@__paleologo 5. why does this course need to exist?
@__paleologo What model did you use just curious? I feel like o3 > 5-thinking in terms of being able to put together “study plans”