Gappy (Giuseppe Paleologo)(@__paleologo):It’s very likely that a fruit fly (~150k neurons, ~100m synapses) could do basic portfolio construction for a fundamental PM— orthogonalizing 100 alphas to a few important factors and scaling them. The problem is training on the job. But with enough bananas, I am optimistic we could get it done.

Gappy (Giuseppe Paleologo)

@__paleologo

Pronounciation: Jew ZEP peh (NOT pay!) Pah lay AW! low go. Sister account: @yogappygappy. Even the ants started small.

参加 July 2021

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Gappy (Giuseppe Paleologo)@__paleologo

2026.09.12 13:45

It’s very likely that a fruit fly (~150k neurons, ~100m synapses) could do basic portfolio construction for a fundamental PM— orthogonalizing 100 alphas to a few important factors and scaling them. The problem is training on the job. But with enough bananas, I am optimistic we could get it done.