T
@o_wutang
Followers
9,087
Following
326
Media
736
Statuses
6,541
Explore trending content on Musk Viewer
ORM BKK INTER CATWALK
• 160332 Tweets
裏金議員
• 123665 Tweets
True Way Of Worship
• 76710 Tweets
SB19 LIVE
• 56762 Tweets
JACK AND JOKER FLEXTALK
• 42134 Tweets
#ドラゴンボール超スーパーヒーロー
• 33693 Tweets
タリーズ
• 22556 Tweets
Mauritius
• 17866 Tweets
スタートライン
• 17316 Tweets
Chagos Islands
• 17206 Tweets
ピッコロさん
• 15017 Tweets
コータロー
• 13982 Tweets
チカッパ
• 11735 Tweets
イグナイター
• 11132 Tweets
Pinned Tweet
A fun questions for quants: if I tell you that I have a 5 sharpe strategy, how much data do you need to believe it? How would you go about expressing that it is reliable?
47
11
153
econ prof just went “ if you don’t know anything on the exam don’t leave it blank, just bs. This is a social science it’s all bs anyway” I spat out my coffee and he continued ” you are all business school students you should be good at that”. I need a new coffee
16
31
657
girlfriend: how’re you single for valentines I don’t get it, what’s wrong with that guy in banking?
me: he said “VIX jumped 20 percent”
14
21
557
it’s not difficult finding a bf, it’s difficult finding a bf who’s more attentive than bbg ib helpdesk
18
19
345
Whoever else needs this for their finals or interviews or company holiday parties or college reunions you are welcome
11
27
328
so there was this giant boat party w the MBA program last sat, I thought: if I went I’d definitely get covid so I won’t go. It turns out, a good portion of people who went indeed got covid right after. But I got covid staying at home.
Sometimes you can be right and lose money too
12
9
317
A student’s backpack triggered the alarm at the library. She dumped the books out and wanted to check each one, but the guard said ”do you not know binary search?” so he separated the books in half and the first half triggered the alarm, then half again. And found it in 3 tries -
5
16
269
every time a new person tells me about what they do at a network event (not finance specific) I automatically categorize their type of work into either long vol or short vol - and I enjoy doing this. Am I broken or is this normal for a computer
16
6
198
guy: so what’s the story with this ring you’re wearing
me: an inflation hedge
4
4
182
fren: what have you been busy with?
me: finished a couple of books on the markets, reading another one now
fren: what if one day the world is in chaos and none of this finance stuff matters?
me: it never really mattered, it’s just the most fun game existing to play with
8
10
166
gave a data science guy a simple math conversion of my phone number and he couldn’t solve it
17
2
161
I must confess that there are more than 20 people whose voice I only recognize at 1.5X speed
8
3
153
firm is hiring an experienced vol trader who's interested in trading crypto vol, reach out if interested or pls refer anyone brilliant - they'll work side by side with me so needs to have cool vibes :)
24
11
119
this citadel quant sent me a self description word doc on a dating app. I totally get where he’s coming from, but I’m not reading 10 pages of factual words with bullet points about a stranger after work. At least put that into ChatGPT and make it a science fiction
17
0
92
Haven’t done this for a while here’s a fun problem for ML quants: for a linear combination of order book features and coefficients that produces a signal that’s mostly gaussian with threshold of +/-2 std which constitute an “entry signal”, meaning the strategy would send…
6
10
94
totally sympathize with folks under lockdowns being a bit more chatty on the phone, so this customer representative from fidelity just shared her dinner plans for the week with me
6
1
91
@TheSpeculator0
we created a jira ticket to investigate why Archegos isn’t answering their calls, follow below link to check the status of this ticket
4
1
85
in almost any fields I’ve tried, those who are highly skilled and experienced are usually the most humble and encouraging; those who tell the new comers “you can’t do it” “very difficult” are often the ones who pretend to be knowledgeable
7
6
83
speaking to a big group of interns made me realize how unusual it was to have read almost all books on the financial markets & built quant strategies on own initiative back when I was looking for a junior role
you guys on this site are very much self selected
5
0
81
@sebs_tweets
Dark. I’ll share one. My prestigious neuroscience professor wrote a book on Pain. It teaches the science behind all kinds of Pain. First page bottom ends with ”the best kind of pain is”, then I flip over “ other people’s pain”. There’s still a coffee splash on that page
2
10
78
before got into finance: it must be super competitive, EMH everywhere
before got into racing: it must be super competitive, others done this forever
reality: people are too lazy to put in the work, not that serious, scared.
Not saying it’s easy but don’t ever be afraid to try
2
4
79
a friend in rates vol sent me a message this morning saying inflation isn’t transitory and seemed really upset, then wouldn’t respond afterwards. He’s fine now - but make sure to check on your rates friends and see if they are ok
1
1
71
bday morning note to self
the most common advice I received from successful PMs in this industry is “be lucky”
some people think this is not helpful, it’s actually quite the opposite. Recognizing what is luck vs skill, proportion of luck is an important prior before an
12
4
70
Kids, getting a job at a good firm is just a beginning, it’s a platform that enables you to get to wherever you want to go as fast as possible. It’s not a destination.
The point is not just to tell people: look, I work here. Seriously
3
1
66
most of the times you don’t need a drink you just need 2 more hours of sleep traders
4
1
64
I have not disappeared from the internet it’s just fx derivatives trader school is such a fun giant book and I finally finished it after a week of aggressive reading happy sunday my frens
8
0
67
@RealTianZeng
There’s some research I can’t post in public, but clinical trials are still on going, and friends haven’t seen any dramatic improvement with patients on it, at least not in ICU. This was Monday, medicine doesn’t progress in four days
3
11
62
takes courage to admit that we enjoy working in finance. Those who say they hate what they do to get societal approval, cowards
3
1
64
was just informed by bestie that drunk me hugged a puppy and told him not to day trade when he grows up last night
5
1
62
had an interview with a firm yesterday where they had a BD person asking you to describe how your strategy works like they’re a 5yo and take notes on it, interesting attempt to steal strategies tbh I wonder how often people give it away
9
1
63
no regrets if nuked but would be very sad :(
life’s too beautiful and fun to end and so much yet to explore, reminder to everyone that try and enjoy every bit of it in times like this
5
0
61
zero idea how I got 100 on the midterm exam on linear programming w mean&median at 65, might have to break the dry Nov to celebrate
11
0
57
2/3 of instagram models went to TikTok, and the rest of us with day jobs are on Twitter trying to pick back up the personality thing
0
3
51
really can’t come up ways to celebrate the birthday if you’re living your life exactly the way you want everyday
14
1
57
Keep seeing this lately, genuinely curious what are some empirical evidence proving that GARCH is useless? I know there are many attempts to improve black scholes because Vol is neither constant nor iid. Why is GARCH inferior than these other methods?
12
3
57
getting ahead of major trends will make you look very stupid to the majority a lot of the times, but if you’re afraid of looking stupid then you’ll never be ahead
4
1
54
had dinner with a quant friend and we literally talked about date time conversion for three hours
6
2
55
So apparently there’s something called the “sharpe efficient frontier” done by Bailey and
@lopezdeprado
But I mean a t-test should suffice really, thoughts?
5
4
53
had an interview with a trading firm, not sure if I want to join them but became besties with the head quant by the end. Trading firms much easier to pass my vibe checks than large bureaucratic organizations tbh
3
0
51
just finished my Friday night backtests - risk parity does seem to perform pretty well a lot of the times. So when does it not?
14
0
48
once again ladies and gentlemen, your friendly neighborhood trader girl took first place against the boys
3
0
50
why, you ask, you’re reading this thing on this beautiful night in this beautiful city. idk either but if fren like
@therobotjames
rec a paper you just read it then you get smarter
5
0
48
lots of books need to be read, lots of cuisines need to be tasted, lots of markets need to be traded to battle our deep rooted cognitive biases
2
3
46
I bought a solana phone because I think suffering is a necessary process to achieve the greatness of humanity
9
0
47
this one guy today in the Pilates class struggles to hold a side plank on his knees among a group of rock solid ladies in perfect form is the modern day bravery
7
0
45
playing with an analytics project I did a couple of years ago and remembering vividly spending 80% of my time cleaning the data and 19% making the visualization look pretty, 1% actually analyzing anything
3
0
46
if you are so smart you wouldn’t be dissing matlab on twitter, you’d learn it in 5min and finish your hw so you can go play
5
0
42
my thai masseuse is so experienced and knowledgeable in what she does, she knows exactly what my current problem is and adjusts to it the moment she touches my body, without me saying a thing. That’s the kind of trader I aspire to be in 10 years
5
0
44
I’ve grown out of overachieving generally, but if the assignment was on vol how can I not to
5
0
44
dude from the bar: hey I like your necklace, where is it from?
me: it’s just an inflation hedge really
dude: oh so you’re a value investor
me: stay away from me
1
0
44
@Bonecondor
I have a guy who asks me once a season, really confusing. I thought about this and couldn’t figure out which earnings call reminds him of me
1
0
43
you guys are lucky that the massive numbers of ladies who are extremely skilled at hunting for good deals on purseforum aren’t interested in the financial markets
2
0
43
@choffstein
I complained about the markets getting too efficient/boring for us new kids in Jan 2020, I am so sorry.
2
0
43
yellow cab + 50% tip is still half cheaper than uber, I wonder how long this arb lasts
1
0
43