People say a lot of things about trading, and most of it is worthless. So it's useful to be able to quickly discard ideas. Let's take an example... Many in crypto, including Zhu Su, will tell you that buying new highs is a good plan. Is it? Let's have a look... 1/n

All Strategies Presented 1/и

First hour of the day has some fun effects happening across it

great read from Pete churningandburning.com/2023/09/10-tra…

Piotr Pomorski For example… “what happens to an asset vs a basket of similar stuff, following the opening auction” is a more interesting thing to think about than “what are returns over the next t”

Some shitcoin trend stuff that might not be common knowledge. All of this comes from Robot James 🤖🏖 btw, obviously I’m too dumb to have figured it out alone 🧵1/n

Last post of 'Prop Trader Series': Epilogue churningandburning.com/2023/12/epilog…

Educational quant series continued — what to do in this conundrum on a mean reversion signal: you're bleeding money out the ass but your signal strength is growing and telling you to double down? Cut the position or bet more? Of course, the answer is that it depends. Before we

I've worked in a bank (10yrs), a hedge fund (6yrs) and in HFTs (4yrs). Two things: 1. Yes, I'm old 2. You be amazed - stunned - by the number of premium name counterparties whose polished branding and external image belies a myriad of internal 'systems' that are held together

new post dropped: All my homies hate LASSO (it's meant to be free so everyone who RT will get access 😃) 🔮how good is LASSO at recovering sparsity? 💡 lesson from a macro HF PM in building +150 forecasting models 🏰 (lack of) invariance of regularisation featuring stolen

Some thoughts on market widths, and what that means. The bid ask spread is best conceived as a confidence interval. Fair value is generally agreed upon, and market makers providing quotes will give various "error bars" around their theo.

$SMCI Parabolic Top -- A Trade Breakdown & how I 10x'd my $30,000 options account to $300,000 in a single day on puts. churningandburning.com/2024/02/the-sm…

"If you find yourself constantly disagreeing with prices visible to anyone with a smartphone you probably get invited to lots of poker games."

yes I finally wrote about it. defo my longest article so far. as usual giving access to some who RT reference: Gappy (Giuseppe Paleologo) Kris Agustin Lebron

I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe Lowkey-Advanced Ridge Regression (Part I) as usual giving access to the lucky ones who RT stolen content from Senior PowerPoint Engineer Agustin Lebron Jessica Nutt negativecnvx

x.com/i/article/1835…

yo friends I think today I might have had my biggest W at work so far… > *watching the market* > “huh that’s weird it has happened like at least 6 times in the last 2w” > *run some tests* > “damn there might be something here” > “I swear Corey has a podcast that mentions this”

Trading Fast Signals: Multi-Period Trading At Home I wrote about my biggest W here. there won't be another article like this for the foreseeable future bcs recently I've only been getting Ls. as usual giving access to some who RT

new post dropped long, long, long thoughts on backtesting in low frequency space. ref: cephalopod Robot James 🤖🏖 Corey Hoffstein 🏴‍☠️ Gappy (Giuseppe Paleologo) elPythonQuantador experquisite (yes I did say it's long) as usual giving access to some who RT

someone in my family has been diagnosed with a tumor around the jaw/brain. the treatment costs are way higher than what i can currently cover and we are in a rush if you want to help, here are the wallets: sol address: 5o2My1xBtAwvmM4PdJfb1CCW6EnCsFagjqqm1rPTjnev eth address: