(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile
(Aladhi)🕳️

@fvckyourhedge

Options trading📖 O.F & DOM °Volatility Risk P.° $NQ $ES $BTC @tiger_trade @Cscalp_Official linktr.ee/liceasantiago Class ‘19

ID: 1233241559212097539

linkhttps://instagram.com/liceasantiago?igshid=MmVlMjlkMTBhMg== calendar_today28-02-2020 04:04:50

20,20K Tweet

862 Followers

2,2K Following

Path of Men (@pathofmen_) 's Twitter Profile Photo

High IQ + high testosterone = kings High IQ + low testosterone = overthinkers Low IQ + high testosterone = soldiers Low IQ + low testosterone = victims

Erequendi (@erequendiweb3) 's Twitter Profile Photo

Slow rug / scam / dead projects - Monad - Starknet - Zksync - Scroll - Taiko - Mantle - Algorand - Luna - Aleo - Mina - Linea - Boba network – Aptos – Cosmos – NEAR – Rootstock – Cardano – Stellar – Cronos – Axelar – Astar – Bittensor – Celo – Zircuit – EOS – Sonic – Injective

Hendrik Ghys (@minus1_12) 's Twitter Profile Photo

After talking to one of our resident basis traders: • CME futures basis competes with money market yield • Deribit futures basis competes with perpetual funding rates • Deribit funding rates were ~zero last few months • Basis compression this month is likely due to options

Sergei Perfiliev 🇺🇦 (@perfiliev) 's Twitter Profile Photo

There is no risk-free way to protect your savings from inflation. Inflation forces savers to go into riskier assets and take on additional risk, simply to protect their capital from debasement. But no asset is a perfect inflation hedge. Each has additional risks savers have to

There is no risk-free way to protect your savings from inflation.

Inflation forces savers to go into riskier assets and take on additional risk, simply to protect their capital from debasement.

But no asset is a perfect inflation hedge. Each has additional risks savers have to
(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

DYJ Scott Phillips noorucn.eth none tread.fi Loris Lol because is HARD AS FUCK ? And you truly trying to present it as if so easy peasy to do? I been doing bots since pre AI 2020 was my first dumb gridbot, Do you know what I had to do so my bot can not being adverse selected? And those bots just provide liquidity to NOISE I am

(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

DYJ Scott Phillips noorucn.eth none tread.fi Loris I can tell depth of the book has turn more sophisticated. Back in the day I got payed 2.5 bps To post a limit and I get picked up all day. These days 1 hour a fill. It shows books are more sophisticated than 2021-2023 era

Loris (@0xloris) 's Twitter Profile Photo

(Aladhi) 🕯️ 🕳️ Scott Phillips noorucn.eth none tread.fi DYJ 👆 this is it the bespoke latency infra complexity on dexs and vip account priority on cexs makes it infeasible for users at scale and if you *were* hellbent on doing it at scale for thousands of users you'd just do it as a vault instead of recreating the same infra 1,000 times

(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

I remember back in the day of Chang He talking about gamma 2021 days And then Sergei Perfiliev 🇺🇦 Made a thread about it. I learned a lot this is a good account That bring me good memories

(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

Hot take: I spend more time Seeking With Loris and now these days with Laevitas MCP Finding which buckets of my instruments are “in play” More that I spend actually trading them Lesson there

(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

Idk you guys but I fill proud finally I can provide to the size I need and not to the flow market gives( which is mostly noise) Now is time to fine tune my taker strategy

Idk you guys but I fill proud finally I can provide to the size I need and not to the flow market gives( which is mostly noise)

Now is time to fine tune my taker strategy
(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

Some one lift me at worse price for me Best entry for him. I freak out. “Then I say remember who you trade against “ Then my guy puked few mins when momo is gone. Market sells are hitting my bids at lows. Life is good

Some one lift me at worse price for me
Best entry for him.
I freak out.
“Then I say remember who you trade against “

Then my guy puked few mins when momo is gone.

Market sells are hitting my bids at lows.
Life is good
Thalex (@thalexglobal) 's Twitter Profile Photo

You can manufacture an option by replicating its delta. Next week, we'll give you a bot that does it for you. If you're a perp maxi, this is your best option. The trade-offs are: + Simplicity of nothing more than a perp position + Exit liquidity is constant, unlike itm options

You can manufacture an option by replicating its delta.

Next week, we'll give you a bot that does it for you.

If you're a perp maxi, this is your best option.

The trade-offs are:
+ Simplicity of nothing more than a perp position
+ Exit liquidity is constant, unlike itm options
(Aladhi)🕳️ (@fvckyourhedge) 's Twitter Profile Photo

Is actually sad to see that instead of saying “ I am going to level up” Using these tools to teach yourself Instead all want to do the dumb way To I’ll just “outsource my thinking” To LLM

Hendrik Ghys (@minus1_12) 's Twitter Profile Photo

I'm not smart enough to trade calendar spreads. They sound like a good idea when volatility term structure gets inverted: "Sell expensive IV in the front, buy cheap IV in the back." But that's not the exposure you get with a calendar. Let's look at an example from the fast

I'm not smart enough to trade calendar spreads.

They sound like a good idea when volatility term structure gets inverted: "Sell expensive IV in the front, buy cheap IV in the back."

But that's not the exposure you get with a calendar.

Let's look at an example from the fast
Thalex (@thalexglobal) 's Twitter Profile Photo

Anatomy of a calendar spread - with the help of our options backtester. Its interesting feature is that it supports playing back multi-leg options positions and is able to show P&L evolution by greek over time. It's open-source. Give it a try: thalextech.github.io/combo-pnl/

PaperFlow (@paperflow8) 's Twitter Profile Photo

Hendrik Ghys There was an analysis i did with a quant researcher at my old firm across multiple asset classes and vol regimes Hypothetically say fronts IV = mid IV. Say you could choose between the following 1. Buy 1 week atm, sell 1 month atm equal amts (paying, short v) 2. Sell 1 week atm,