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@l1quid1ty
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please be patient, i larp as vol tradoor - ex-jpm collar water stone capital management llc
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Quant Twitter argues about 15 sharpe at 15 million while not making any money right right
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I wish I had picked economics instead of engineering. Would've been so much easier to make shit up ...
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Some people on SO are generous. Took me long time to figure this out and here it is .. with maffs.
With delta hedging, you need a bigger book to get decent returns.
Also explains that recent post that MMs let deltas run and don’t hedge as often.
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@anderpart
@686Prism
Well. The real joke is that they told everyone they’d bid 40m (because transparency and shit). So when they went to the auction, 40.2m wins 🤣 Ken taught a MM lesson without even being there.
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When people are picking fights on twitter its very likely their pnl is down the hole.
Also if you are a professional would you ever care if its a bull market or bear market? You need to make money either way.
Dug this old one for Cit lmao. It fits.
Some particularly salty folks have said my stock picks only have done well because it’s a bull market. Is some of it beta? Sure.
But I’ll remind you that my biggest single Long/Short position is up 58% since I published it and put it on.
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The one person making out like a bandit in all this
@WifeyAlpha
What's that now? Third consecutive quarter of pain for everyone ... 🤣
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@risk_biscuits
1. Leverage adds path dependence and you suddenly have forced selling scenario in your portfolio depending on leverage factor
2. Vol itself predicts future returns. Higher vol implies less returns.
Kris wrote intuitive post on this
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@Tallow_beach
@MosquitoCapital
Legit. A lot of crap we deal with is similar. Lately found out that some servers had public internet access because of an erroneous update to firewall 7 years ago .. shit happens. No amount of automation can save you from ops and automation itself requires humans.
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Do people not care about Vix anymore. It's doing that roaring 20s thing for a while now.
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BREAKING NEWS: MOSSAD BLEW UP GAY BERAS SHORT NQ IN OVERNIGHT SESSION.
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All that brain trying to figure out spreads where he could just and hold VTI forever ….
I mean what does it say when a person like this could be in nasa but isn’t 👀
Next time you think about trading stocks, think about your competition.
The most decorated international math olympiad participant of all time is that competition.
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You may think 3x ETFs are degen. The real stuff is in Europe where they got 16x products.
Return profile is amazing.
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CME needs to one up CBOE and launch straddle futures. It’ll give better return than SVIX.
Then blackrock should launch an ETF holding these futures.
NYSE should then let that ETF trade like futures 24/5. 😤
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Doomberg leaving because engagement baits didn’t work?
Or.
Doomberg leaving because we ran out of people believing him?
Doomberg, a popular fintwit account and newsletter, says they will no longer actively participate on Twitter after their engagement metrics dropped 50% to 95% under new Twitter management
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most honest a journalist has ever reported on the market moves...
Finally an Honest Headline from Bloomberg...
Fixed Income Rallies Hard For No Obvious Reason -"At Least to "Us"-
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"I am a mean reversion trader" is just a signal that the person is going to be really mean and annoying on timeline isn't it ...
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When does a kwant write a thread?
Right after backtesting and just before losing money.
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@JessicaNutt96
Canada Pension Plan.
Which roughly translates to - "we yolo your money, so you don't have to".
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ok
this is hilarious lmao.
This is the largest, most liquid, market in the world. It is heading for ‘no bid.’ It’s also a fair proxy for Bank of America’s $760 billion bond portfolio. Fucked.
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Oh hey. Time of the year when this chart makes rounds. Someone tag Cem.
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Put call ratio is not as good for trading vol as it is for engagement. 😤
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If you speak to tech workers from dot com era they all said - get laid off in earlier batches because later ones don’t get much and are burned out.
Well. Shit.
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I am actually reading a book at the moment where the first strategy is “buy and hold futures”.
No Kalman filters were used in the entire chapter.
ultimately, running trading processes involves a lot of work.
keep things as simple as possible.
and be paranoid that you don't really understand things, and design stuff to be as robust as possible to an uncertain future.
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dis ... market maker running away with oil barrels to pay for theta bill..
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meanwhile gasping for 4300 going into opex lmao.
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You know what attracts women?
Not looks, money, or style
It’s FX repo.
You know what attracts women?
Not looks, money, or style
It’s utility.
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Futures on IG/HY etc.
Stocks that trade like futures.
Option structures inside ETFs.
It's like the entire industry realized that real money is in selling packages to retail.
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what do you do if you find a strategy like this...
also I really love how quickly I can test stupid things in R.
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Why do people go to lengths making option spreads with twenty legs when they can just buy calls or .. you know. Do the honourable thing and go long?
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“When I hear investors bitch about prices vs fundamentals I just hear a confession. “I can’t see the ball clearly anymore.””
This is brilliant. Made my morning tbh.
@Citrini7
You could have bought Nvidia at a 250 P/E ratio in 2000 and achieved a 40,000% return over the next 23 years.
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macro tweeting vs macro trading 👀
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fintwit with amazing takes on swift realizing what it really meant...
JP MORGAN CEO DIMON: THERE ARE NUMEROUS SWIFT WORKAROUNDS.
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That canvas on wall loool
Hey guys this trading thing isn’t working out could someone please buy my screens
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how everyone looks at macro bros writing twenty paragraphs of stories but no return ...
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frenly reminder
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Nobody - and I don't care if you're Warren Buffet or if you're Jimmy Buffet - nobody knows if spus are gonna go up, down, sideways or in fkin circles.
Least of all, macro bloggers, fed plumbing enthusiasts and high order options greek enjoyers.
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If he had a PhD or a Nobel prize we’d be having second LTCM right now.
RoaringKitty is far from an "idiot"
> graduated from Stonehill College with a business degree in 2009
> was once a Chartered Financial Analyst (CFA) charterholder
> was a licensed securities broker registered with the Financial Industry Regulatory Authority (FINRA) from July
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People bearish from 3900 going bullish at 5000 👀
I am staying in bed for now.
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we hired one of those interns active on tiktok that post day in life videos ...
this is going to be a weird summer.
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Listening to Patrick explain the global equity carnage all I am thinking is how
@WifeyAlpha
made out like a bandit😂
Seriously. Nobody on my timeline had clue and it’s a multi month market problem.
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Insane that vaccines is how west was able to get rid of diseases, then decades later same people debating the whys and how’s - on a podcast with public going after doctors.
Comedy is that scientists also have a history of siding with corporates (lead in gasoline etc).
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If economists and macro dudes are so good why doesn’t Jim Simons ever hire them?
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@OffTheRunTrades
@MinvstrD
MMT folks be like “raise taxes to counter inflation” but forget the raise taxes part.
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@SoccerMomTrades
@Mike_Hunt_Sr
@BankofVol
Then
@VolatilityQ
@WifeyAlpha
been warning since November about it all. His stuff has way too crazy future outlook.
FWIW. People who used to buy dips in market slowly wound up positions and got out. My theory is even the value rotation was BS. It was funds closing positions.
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Y’all not ready for this.
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Laws of trading is such a good book. Going through annual read and just figuring mistakes made through the year. Hits different.
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Given Mr. Robots amazing contributions to macro community I’ve decided to give him laser eyes.
He shall now be called macro robot.
@brrrzooka
@bennpeifert
I feel there's a whole army of people looking stuff up on yahoo finance or FRED, thinking they'll notice something everyone else has missed...
...and then making ridiculously overconfident decisions about it.
When they could just be eating ice-cream or having sex or something.
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1. Scott is real for this.
2. I used to think backtests mattered too. Then I started running the strategy lmao.
@TradetroniX
No. Just no. If you got a positive backtest you could have zero confidence the effect is real
This way you can (excepting no stationary) be 100% confident
Big difference
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So. What's up with prof plum picking fights with everyone over rates? 🤣
Not enough work selling calls and puts on SPY?
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I have more respect for NY now.
new york needs to start turning californians away at the border what the fuck is this shit
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This entire Jew and Muslim hate thing we got going on twitter these days is insane.
Took civil rights movement to normalize the country. Spread equality to the world. Only to come back 60 years late and see a tweet that “h I L T e r was right”.
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Buy real estate because land is running out they said.
🚨 NEWS: New island appears after the eruption of an underwater volcano in Japan.
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Fintwit going nuts on QRA release on my timeline…
“The Indian rupee is backed by nothing.”
Me: are you sure?
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