quant @lpltquant

Joined January 2024

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7K

2yrflipper @2yrflipper

a month ago

30 yr calendar is 127 at 13. Like it has been all week. So easy on a slow market to describe what to do. Offer 14s in Z, if you get them work the 13 bid in Z. If you think you are going to miss buy 27s in U. Win is 20 ticks loss is 5. I make this trade all day long

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edwin @edwin_teejay

2 months ago

@__paleologo Related but different (and simpler): Imagine you are playing a card game you start with a well shuffled deck of 52 cards, containing 26red cards and 26 black cards, stacked face down. You have a sequence of turns, 52 possible turns in total, each turn you either pull the top…

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Quantіan @quantian1

4 months ago

A question posed at a quant dinner party: I have a 52 card deck I draw from sequentially. Each round, I offer you 1:1 odds on the color (red/black) of the next card, in any size you want. If your initial bankroll is $1, how much can you guarantee you can make playing this game?

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Gappy (Giuseppe Paleologo) @__paleologo

2 months ago

Someone (can’t find the original!) posed the following problem here a few months ago; it was asked during a dinner as w conversation piece. But to me, it’s a beautiful, deep problem and it comes back to me regularly as an old friend. You start with $1 (and can’t borrow…

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Sahil Mehta @Gamma_Blast_

3 months ago

🌮🌮

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Sahil Mehta @Gamma_Blast_

5 months ago

Weak ADP = Strong NFP Strong ADP = Weak NFP The ancient tradition😂 @aRishisays

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Boring_Business @BoringBiz_

4 months ago

Humans saw this and still decided to invent adjusted EBITDA

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Bob Elliott @BobEUnlimited

4 months ago

The UK economy looks to be at a turning point as their income-driven expansion fades. After holding up for much longer than most expected, rapidly weakening labor markets are set to undermine continued decent growth with short-end pricing under discounting cuts needed. Thread.

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Bob Elliott @BobEUnlimited

5 months ago

The UK faces significant downside growth risk from the burgeoning trade war while inflation remains sticky above target. A similar set of pressures as the Fed, but Bailey is choosing a much different path - proactive cuts. Thread.

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HFI Research @HFI_Research

5 months ago

Um...

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Sahil Mehta @Gamma_Blast_

5 months ago

I'm bored so i'm gonna shitpost😂

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Patrick Saner @patrick_saner

6 months ago

Credit spread have widened a little but aren't cheap yet. They will face a lot of headwinds should real rates continue to rise...

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Mr. VIX @yieldsearcher

6 months ago

Same conclusion but slight correction is in order (thanks to @lpltquant who pointed this out. I seriously have the best followers who keep me honest at all times) When SERFF goes negative, it means SOFR> FFR, so interpretation is SOFR spiking over FFR, which as I say often, is…

Mr. VIX @yieldsearcher

6 months ago

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Benn Eifert 🥷🏴‍☠️ @bennpeifert

9 months ago

Okay, this is a good one. Let's talk about volatility risk premium, volatility term structure, volatility spikes, and "the obvious thing often isn't right" (1/?)

Jessica Nutt @JessicaNutt96

9 months ago

Okay, this is a good one. Let's talk about volatility risk premium, volatility term structure, volatility spikes, and "the obvious thing often isn't right" (1/?)

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Javier Botet @jbotet

7 months ago

Me suena de algo...

𝐀𝐥𝐛𝐞𝐫𝐭𝐨 𝐁𝐨𝐫𝐫𝐞𝐥𝐥𝐚 @albeertobrr

7 months ago

Me suena de algo...

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Gappy (Giuseppe Paleologo) @__paleologo

7 months ago

Basic hedge fund economics 🧵. N.B.: 1. for educational purposes only and I will keep it super-simple 2. ofc, personal views 3. No soliciting! I am not coming to defend hedge funds, just to explain some basics. And I am not going to answer replies on the Current Thing. 1/