picotrades @picotrades
In a rack near you, or closer to the matching engine than you. When I’m not taking care of my 🐰, that is. Joined July 2021-
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Anyone with experience with NN models ingesting tick data without downsampling: if you’re willing to connect and maybe answer a question or 2, my DMs are open.
Christmas wishlist for USEq mkt structure: - trade-at - end maker-taker - cap data fees for any real-time product - fix tick sizes - force retail order-by-order best ex - revoke at least 8 exchange licenses..?
One of the fun things about HFT taking is that opportunities are extremely short-lived. You have to look at every event or have some rather clever sampling. Either way, the events of interest are a really tiny fraction of all. Fun problems :)
No. Literally, if you’re a trader, do not waste one minute on these. So you studied stochastic control and some of these look like fun? Good for you, but these won’t help you make any money.
No. Literally, if you’re a trader, do not waste one minute on these. So you studied stochastic control and some of these look like fun? Good for you, but these won’t help you make any money.
Some, including me, complain about PFOF. Out of intellectual honesty, the cost to investors of PFOF, however, is a tiny fraction of that of fragmentation and ATSs. One exchange (or at least data center), no maker/taker, no hidden orders. Much cheaper. For now, keep peggin’ 🤣
Second-biggest owner of Twitter is executing a man for his tweets. Silence from the owner of Twitter, who is a self-styled ‘free speech absolutist.’ Not even a “concerning”.
Second-biggest owner of Twitter is executing a man for his tweets. Silence from the owner of Twitter, who is a self-styled ‘free speech absolutist.’ Not even a “concerning”.
Americans be like “I ate in 30 min and spent 4h30min waiting for the waiter to bring me the check”. Which is why they keep getting told “whenever you’re ready” the second their last bite enters their mouth. They’ve only got the table for 1h45 anyway.
Americans be like “I ate in 30 min and spent 4h30min waiting for the waiter to bring me the check”. Which is why they keep getting told “whenever you’re ready” the second their last bite enters their mouth. They’ve only got the table for 1h45 anyway.
And this is why, ladies and gentlemen, you should stay anon. As a CEO of a public company with pending litigation, this just doesn’t look good in too many ways. Even if you’re clean (I believe Doug is), this just doesn’t look good. Good luck @Dougielarge
Crypto creating a platform for rag pulls was worth more than that for money launderers. $800B isn’t what it used to be. Thank the fed.
Crypto creating a platform for rag pulls was worth more than that for money launderers. $800B isn’t what it used to be. Thank the fed.
I finally got it! VCs and PE just have “mark to market” backwards. They grift and market to their marks. Someone should go out and tell those benevolent souls, I am sure they will change their ways.
Does he really deserve taxpayer-provided rehab?
Does he really deserve taxpayer-provided rehab?
The most laughable ones are those get a little heart/butterfly/star where “nobody” (i.e. only their biweekly tinder dates) will see it.
The most laughable ones are those get a little heart/butterfly/star where “nobody” (i.e. only their biweekly tinder dates) will see it.
Reminder to my fellow HFTs: locking in edge might cost some EV, but your strategy probably behaves better closer to flat & you have more room for future opportunities. Don’t be too greedy.
i'm talking with @RealHxroLabs tomorrow about what i did when i started trading crypto. planning to cover: - how to approach a new market you know nothing about - importance of trying to make money every day - going through some of my trading strategies and why i did them
i'm talking with @RealHxroLabs tomorrow about what i did when i started trading crypto. planning to cover: - how to approach a new market you know nothing about - importance of trying to make money every day - going through some of my trading strategies and why i did them
Euan and I are teaching this live course on systematic options trading again. It's a practical course about simple systematic trades, based on clear and obvious things. investorsalley.com/quant-course-j…
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4K Followers 1K Following Education and advocacy for the role Principal Trading Firms (PTF) using high frequency trading (HFT) perform to improve markets for all.I have worked with some great quants in my day, as well as some absolutely terrible ones. Here are some common ways to spot a quant who will never make any money: 1. Ability to hold eye contact
I have worked with some great quants in my day, as well as some absolutely terrible ones. Here are some common ways to spot a quant who will never make any money: 1. Abundance of hubris/disrespect for non-quants; corresponding disinterest in their knowledge 2. Convinced that…
@deusexcapital how is it possible to become ostensibly "interested in clothes" and yet look this bad
we are in a market where you've been paid to do the obvious because contrarians got too much capital Office buildings empty -> short offices Government spends recklessly -> short bonds Xi dresses up as Mao -> short China Code 3x faster with ChatGPT -> buy AI stocks
playbook for me is all about CRE blowup. 1 WeWork unloads 600+ offices in chaotic fashion into already weak market 2 AI based real-time translation becomes a Teams feature which starts remote hiring narrative 3 AppleVisionPro work applications are really good office = dead
@macrocephalopod @picotrades @captaiNautilus @FormulaDeltaOne @0xdoug @sasuke___420 @ltrd_ @BeatzXBT @chameleon_jeff non-fillsim reward functions are nonobvious on short timescales. Fitting to forward returns comes with a basket of problems like when to sample, unactionable predictions, how said feature should impact trading, etc.
@picotrades @captaiNautilus @FormulaDeltaOne @0xdoug @sasuke___420 @ltrd_ @BeatzXBT @chameleon_jeff This somewhat depends on the strategy, right? Simulated performance is also a noisy proxy of the thing that you care about (actual future performance). I think that other statistics (e.g. correlation of your forecast with future returns) can also be useful.
Handy cheat sheet when you see a post about rates: -Quotes moves in bps change in yields: OK -Quotes moves in % change in price: OK, BUT WEIRD -Quotes moves in tick change in price: OK, BUT HARDO -Quotes moves in % change in yields: IGNORE, BLOCK, REPORT, LAUGH AT, MOCK IN QTs
man if only there was a measure invented to quantify central tendency of returns and the dispersions around it
"Introducing the Consistency-Weighted Return": "An alternative measure for evaluating trading strategies... designed to combine raw profit with the strategy’s consistency." carlosbarredo.medium.com/introducing-th…
“Can I charge my phone with your phone?” is the new “do you have a cigarette?”
BREAKING: Ro Khanna has introduced a new reform plan that: - bans stock trading for Congress + spouses - bans Congress from lobbying after - 12 year limits for Congress - ban lobbyists + PACs donations He directly mentions Unusual Whales work in fighting corruption. Let's go.
@Noahpinion Can we just go back to calling incels by their old name? They are losers.
Today has been a long day in the office, so here’s a quick thread on common issues that quants face and things you can do to solve! A 🧵
@conrad_hotdish Yes. My grandmother left Ireland on a boat at age 19 and never saw her father again. You want to pretend that renting a u-haul and moving a few hundred miles is too much of a burden and the world owes you the standard of living of your desires in the exact location you were born.
@AmirAli7e @picotrades Presumably, but they're rather light on details.
About 46% of renters in the U.S. are currently struggling to make ends meet, according to Harvard University researchers
@ScienceStanley @ylecun @chrismunns These pictures were taken during strikes. That's an exceptional situation in Paris, so exceptional that someone took a picture. It's still cleaner than any regular Friday evening on my street in NYC.
BREAKING: Mitch McConnell once again has just frozen during questioning. This is the second time this month this has happened on camera.
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