FM

Industrial engineer | Systematic trading and Investing | Quant | Discipline Equals Freedom. Freedom Equals Success.
Building @futurailabs

[FM @FMChain_]

Your reputation is more important than your paycheck. Your integrity is worth more than your career.

[FM @FMChain_]

@itssaizx @_HMPhysics_ Que el trading?

Cómo vas a decir que Renaissance Technologies, que lleva 30 años con una estrategia que funciona, es igual de gambler que los chavalitos de 20 años buscando descuentos jajaja

[FM @FMChain_]

Actually, vault-analyzer is not updated in real time, so it's filled around 90%

[FM @FMChain_]

FuturAI Labs - Low Volatility is open, but filled 88% already.

https://t.co/EncKbl9wyX

[FM @FMChain_]

@AstraeusCap @SystemicStratHL @pedma7 He's talking about the EV of share your trades publicly, since anyone can reverse it if you're really systematic. Not about sharing how you reversed it

[FM @FMChain_]

Astraeus reverse engineered my vault.

Credit where it’s due. That’s real work, and most of the read is right

It’s a mean rev strategy. It buys dips in large coins and gets paid for providing liquidity when nobody else wants to

But the order flow only show you half the story 🧵

[Astraeus @AstraeusCap]

As promised, here's my first attempt to reverse engineer profitable live Hyperliquid vaults (will not be the last). Put quite a bit of work into this, so I hope this is an enjoyable read. If I made mistakes, please point them out! https://t.co/bc4K7n0eop

[FM @FMChain_]

@kairos_fi It's almost 1:1. Some fills don't match, and that's difficult to simulate in backtest without a real tick data.
But 99% same results in the long therm.

[FM @FMChain_]

Quick question!
Why are you starting in 2023 and not in 2022?
I would love to see how the system handle the LUNA crash and the bear market. (Survivorship bias free db)
My extra layers make it survive like nothing happened. Curious to see the results!

[Astraeus @AstraeusCap]

As promised, here's my first attempt to reverse engineer profitable live Hyperliquid vaults (will not be the last). Put quite a bit of work into this, so I hope this is an enjoyable read. If I made mistakes, please point them out! https://t.co/bc4K7n0eop

[FM @FMChain_]

@namn_grg @hyperlink_xyz I'm talking with them already!

[FM @FMChain_]

Following the rules @AstraeusCap found, I would bet the max exposure is lower than 20% of the portfolio. Isn't it?

[Mikko Ohtamaa @moo9000]

A podcast fresh from the press.

@StratwiseAI explains how not to drain yourself to zero and avoid the pitfalls of the Martingale

CC @FMChain_ and @AstraeusCap

https://t.co/m25E9TRpJO

[FM @FMChain_]

@pedma7 @SystemicStratHL 2/
I launched it as my proof of work. Multiple institutional clients kept asking me and @volpex_io for more information, and a public track record answers that better than any deck.

For other clients, we build strategies adapted to their requirements.

[FM @FMChain_]

@pedma7 @SystemicStratHL 1/
Honestly, this vault is easy to reverse engineer because 95% of the time it follows simple rules. I know it can be done, I’ve reverse engineered other systems myself.

What matters is execution when things get hard. That’s the part you can’t see in the fills.

[FM @FMChain_]

@moo9000 Exactly!

I’m glad I had a conversation with @GrowiFinance . It pushed me to stress-test the system against the worst possible scenarios, even ones that haven’t occurred yet.

Either you’re prepared for the worst, or you won’t survive.

[FM @FMChain_]

6/
One more thing.

Before the end of the month, I’m launching a new version of the system.

Same philosophy. Different engine.

This one won’t be as easy to reverse engineer.

Stay tuned. https://t.co/OLTAmEL8oW

[FM @FMChain_]

5/
Markets don’t pay you for a pattern. They pay you for a function: absorbing the risk others refuse, at the exact moment they refuse it.

If you can’t manage that risk when it hurts, you don’t have a function. You have a martingale that hasn’t blown up yet.

Great work again.

[FM @FMChain_]

I’ll buy back soon

[FM @FMChain_]

Testing a model which starts as a mean reversion but also follows the trend.
Looks amazing. And robust.

[FM @FMChain_]

@AstraeusCap Yeah, I do the same sometimes ;)
There're multiple risk management layers that are not "visible".
But they are what makes the system smart and not just a "martingale".