rbit (@crypto_hades) 's Twitter Profile
rbit

@crypto_hades

Quant trading. In crypto since 2011. HFT, statarb. C++, Python.

ID: 1168562970022076416

calendar_today02-09-2019 16:35:35

2,2K Tweet

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rbit (@crypto_hades) 's Twitter Profile Photo
rbit
@crypto_hades

3 months ago

Post mortem of a (almost) 1 million dollar profit HFT strategy In the summer of 2023 I started posting some monthly screenshots of this (at the time) 40+ sharpe ratio HFT strategy. I used to only publish % returns, but if you ever wondered what the $ amounts were, there you go:

Post mortem of a (almost) 1 million dollar profit HFT strategy In the summer of 2023 I started posting some monthly screenshots of this (at the time) 40+ sharpe ratio HFT strategy. I used to only publish % returns, but if you ever wondered what the $ amounts were, there you go: