David Lai

[Stat Arb @quant_arb]

Assorted tricks for Python trading algorithms!

A thread 🧵

[1/N]

[jeff.hl @chameleon_jeff]

1/ There could be interesting dislocations on Monday depending how #Coinbase reenables #USDC conversions.

The stuff of quant dreams.

Let's analyze Coinbase's tech stack: order and feed latencies and what makes HFT on Coinbase unique 🧵

[Conor @jconorgrogan]

Had some time tonight so looked at every FTX-owned wallet I could find across every chain, threw it in debank/arkham, and summed up the holdings

Total "value"? About $6B

2.1B in SERUM
1.2B in SOL, most of it locked
700M in FTT
500M in Maps
135M in OXY

This size is not liquid

[Jonathan | jonathanmeyer.eth @jwmeyer]

In 2022 I learned how to operate Ethereum solo staking validator nodes. Through that effort, I made the following process overview and tracking file to help me along the way:

https://t.co/F0eiRPKGOO

[Stat Arb @quant_arb]

This is a pretty important primer. Links below (also background knowledge textbook provided)

[ltrd @ltrd_]

Here we have a Bar Chart Race animation plot. Turnover on several perps during the time of yesterday’s drop. You can see which coin was dumped before and after the announcement.

60 retweets & 300 likes and I will prepare code for this plot.

[slappjakke @Slappjakke]

1/ Not smart enough to write MEV bots?

Here is a guide for how to abuse MEV arb bots to make yield for yourself

Let me show you how I make 20% DAILY ROI for new token launches

This example uses
@Uniswap
@revertfinance
@3xcalibur69

👇🧵

[Lookonchain @lookonchain]

An hour ago, a whale removed 84,131 $ETH ($101M) from #Curve. Which caused the stETH/ETH pool out of balance, and stETH/ETH depegged to 0.9682.
https://t.co/0jdd8VeYCg

SmartMoneys have already made money on the temporary depegging of stETH/ETH.

1.🧵
Share with you.

[Jason Choi @mrjasonchoi]

The Definitive Thread on FTX

I met SBF before FTX started, and witnessed their rise and fall. I can't stand @nytimes's puff piece.

If anyone wants to know what happened, send them this.

[wassieloyer @wassielawyer]

1/ So here is an explanation of the structural clusterfuck in understandable English.

FTX Trading Ltd (aka FTX Intl), Alameda Research and FTX Ventures were separate structures. They should not have a commingled balance sheet, and a failure of one should not affect the others.

[Zane Tackett @tackettzane]

1/I obviously have 0 say at this point, but hey, interested to hear others' thoughts:
Two options:
A) bankruptcy
B) token

[THESE ARE NOT CONCRETE NUMBERS]
Liabilities: -8.8bn

Liquid assets: 900m
Less liquid: 2.037bn
Illiquid: 3.2bn

liquid hole: -7.9bn
illiquid hole: -2.66bn

[Shiro @CryptoShiro_]

MEGATHREAD #Airdrops 🧵

I am getting tired of seeing dozens of duplicate new threads daily on potential airdrops for projects we knew already.

This is why I gathered them and kept only the best ones.

Read this thread to know the best info on airdrops for many project. 🪂👇

[Benn Eifert 🥷🏴‍☠️ @bennpeifert]

fwiw this prompted my favorite incoming text message of the day 🥹☠️

[Benn Eifert 🥷🏴‍☠️ @bennpeifert]

taking this in a different direction that is relevant to derivatives trading.

vanna is the cross-partial derivative of an option's value with respect to spot price and fixed-strike implied volatility.

[Corleone @corleonescrypto]

Aptos Airdrop Guide

Aptos is building the ultimate Layer-1. They received millions in funding from the biggest VC’s.

- Fast guide to get the Aptos Airdrop
- Highest chance to get $APT

Let’s dive in 👇🧵

[Rugg @rd_rugg]

Nested JSON files can easily become difficult to explore manually.

📌 Bookmark jsoncrack .com. It offers a beautiful visualization of JSON files as graphs. It can also be integrated with VScode IDE. Great tool!

[Mark Tenenholtz @marktenenholtz]

Most data scientists use linear/logistic regression to figure out which features are important in a dataset.

I almost never do this.

Instead, I generally use leave-one-out feature importance (LOFO) + LightGBM.

Here's why:

[ltrd @ltrd_]

Please share your thoughts with me, what you liked about this analysis, and what was missed in your opinion. Also, if you found it valuable, please share it with a bigger audience. Thanks a lot and good luck.

[Khuyen Tran @KhuyenTran16]

Have you ever wanted to add a math description for your #Python function but found it time-consuming to do so? latexify_py allows you to add LaTex math description with only one decorator.

Link to latexify_py: https://t.co/2v8eygXgBj