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_]

@diegoalvarezmgl @vegeta_trader Diego, me sigues? Quiero mandarte DM pero no puedo hacerlo.

[FM @FMChain_]

@diegoalvarezmgl @vegeta_trader Probablemente el benchmark correcto es el NDX con el mismo filtro de régimen. Ahí ves si esos +1000 trades añaden valor.
También si el avg 50% de cash libre puedes usarlo para otras estrategias…
Pero sí es cierto que el risk-off salta muy poco. Habría que conocer las reglas.

[FM @FMChain_]

@diegoalvarezmgl @vegeta_trader Es un modelo momentum rotational. Cada mes abre X posiciones y a fin de mes rebalancea. Por eso la duracion es la misma en win y loss.

Por lo demás, usa un filtro de régimen que no abre ninguna posición cuando el NDX está por debajo de una media móvil. ¿Cuál es el problema?

[FM @FMChain_]

@pedma7 I have the same feelings. But I worked in corporate/tech/banks for some years. I hated it.

Most people is playing with excels, dbs, or negotiating prices.
They are not improving the world neither.

But I would love to create something again.

[FM @FMChain_]

@DennisFurrer @HyperliquidX @Outcomexyz @hydromancerxyz Hey Dennis, can’t DM you. Could you invite me? Thanks!

[FM @FMChain_]

The model is betting for a trend continuation

[FM @FMChain_]

@PKycek Is this live or a backtest? Impressive results

[FM @FMChain_]

@pedma7 Or 2021 to 2023.
What is the reason it failed in 2023 (bullish year) and 2026 Q1 (sell off)?
Long/short model?

[FM @FMChain_]

@TradeQuantiX Testing in prod

[FM @FMChain_]

@nobrainflip check @FuturAILabs for higher yields

[balljeet @jeetmaxxer]

keep scrolling bro im sure the next post will be life changing

[Steve Burns @SJosephBurns]

“If you’re going to trade using models then you just slavishly use the model. You do whatever it says no matter how smart or dumb you think it is in that moment. And that turned out to be a wonderful decision.”

— Jim Simons

[Aporia @0xaporia]

“Use AI to optimize your trading, backtest, improve and continue to develop”

“Optimize, improve, continue to develop” that’s the same word three times in a row. And none of them answer the actual question: optimize what, exactly?

Before reaching for AI, most people would benefit more from learning to reason from first principles. Because if you can’t evaluate what the AI gives you, you’re not using a tool but outsourcing your thinking to something you can’t audit.

“Use AI.” What for? “I don’t know, just use it bro, you’ll be left behind otherwise.”

👍👍

[FM @FMChain_]

I’ve worked with all kinds of traders: retail, institutional, doing technical analysis, order flow…

They all want to overcomplicate things. All of them.

No one builds their strategy around doing simple things extremely well.
That’s why 95% of people lose money.

[FM @FMChain_]

@pedma7 I have been doing that for the last year, focused on mean reversion.
Check my discord msg!

[FM @FMChain_]

@Axel_Mnvn El risk-reward está reñido con el win rate.
https://t.co/ioPSRA6ABe

[FM @FMChain_]

For normal people: Is better to "buy high, sell higher" than "buy the dip".

In long-holding period, momentum is better than mean reversion.

[FM @FMChain_]

@JuanAALosada @IkerRealEstate Dímelo a mí que vivo allí.
Mira property Finder o bayut y no verás descuentos.
Veremos en 1-2 meses si esto se alarga y la gente no paga el segundo cheque del verano.
Allí lo habitual es pagar 6 meses y 6 meses.

[FM @FMChain_]

@JuanAALosada @IkerRealEstate Eso es un índice del valor de las constructoras (EMAAR, DAMAC…) , no del precio de las propiedades.

[atlas @reatlashype]

by age 21 you should have gambled your entire net worth multiple times

[FM @FMChain_]

@copernicomad @antonello La asombrosa cifra de 10% son europeas en el top20.

Para tirar cohetes no estamos, desde luego.