Tag: bayesian
Concepts
Interview Questions
- A fill just changed what the stock is worth
- The break-even spread when some traders know the answer
- Is this trader skilled, or just lucky?
- Does the order of your Bayesian updates matter?
- Confidence interval vs credible interval
- What a prior is, and how conjugacy works
- Estimating a coin's bias, both ways
- Bayesian vs frequentist, what actually differs?
- A gentle prior meets a tiny sample
- A strong prior versus forty flips
- Updating in two batches gives one answer
- The Gamma-Poisson cousin
- Bayesian updating with a Beta prior
- The sunrise problem, Laplace's rule of succession
- Updating a Gaussian belief with a Gaussian measurement
- Bayesian updating for a fill rate, the Beta-Binomial
- Bayesian updating for a mean, the Normal-Normal
- Bayesian updating for a wait-time rate, the Exponential-Gamma
- Predicting tomorrow's trade count, Poisson-Gamma gives Negative Binomial
- Bayesian updating for a Poisson rate, the Gamma conjugate
- Your posterior mean is a tug-of-war between prior and data
- How much does your prior matter? Watch it wash out