Rama Nambimadom

Ex PIMCO PM/quant (20 years)

[Rama Nambimadom @FixedIncQuant]

@copleysteeler @ryanlpeterman They are very famous acronyms for ppl in the field.

[Rama Nambimadom @FixedIncQuant]

@DocPriyamMD @theDailyDx What are nitrates ? What about cislus instead of viagra ?

[Rama Nambimadom @FixedIncQuant]

@bennpeifert Thanks for the explanation. Class act as always.

Illegitimi non carborundum

[Rama Nambimadom @FixedIncQuant]

@Alpha_Ex_LLC What was the rationale for 17 ?

[Rama Nambimadom @FixedIncQuant]

@dailychartbook Well during GFC , even passive bond funds underperformed their benchmark.

[Rama Nambimadom @FixedIncQuant]

@Merridew__ That was exactly the play during dot com with the 3Com/Palm ipo

[Rama Nambimadom @FixedIncQuant]

@VolatilityVIX @D2_Finance I don’t think fixed income under performing in 2022 should have been at all surprising. Valuation does not always drives results, but valuation affecting results should not be seen as a surprise.

[Rama Nambimadom @FixedIncQuant]

@VolatilityVIX I don’t recall him being unkind to someone purely because they were a lower level of understanding. He was kind of hard on people whose business model was selling providing low/no value stuff that was essentially exploiting the un/under educated. Sometimes the 2 sets intersected.

[Rama Nambimadom @FixedIncQuant]

@dampedspring But see the top back then was when Druck got sucked back in.

[Rama Nambimadom @FixedIncQuant]

@goodalexander Here I am selling 25 strike puts on skm

[Rama Nambimadom @FixedIncQuant]

@johnarnold I live in city with same democratic socialist mayor for third of last 40 years. It’s been planned/developed in large part by one of the most influential real estate companies in the country.

Safe (tops fbi list), top schools, property values ⬆️

Partnership works

[Rama Nambimadom @FixedIncQuant]

@j_g_allen @lostinacanyon @CoronaHeadsUp Sloppy

[Rama Nambimadom @FixedIncQuant]

@Merridew__ If it’s just 2 competitors. I am sure they can collude to charge premium prices. They do not have to violate law. There are enough game theory profs who would teach them how to signal effectively to produce a collusion type outcome.

[Rama Nambimadom @FixedIncQuant]

@tolstoybb Did Hungarians go crazy during covid ? supposed to be in budapest in a few weeks

[Rama Nambimadom @FixedIncQuant]

@dampedspring @Merridew__ I made a bunch of money doing stupid things in dotcom. What kept me from losing my shirt was every day opening Galbraith’s “Great Crash of 1929” to a random point and reading a few pages.

I 35x-ed my initial (meager) investment; lost more than half of that and cashed out at 15x

[Rama Nambimadom @FixedIncQuant]

I was a fly on the wall when Noel Chriss first described this problem to Rob Almgren. I was an intern at Morgan Stanley (in Chicago) working for Niel. he would periodically come down to meet with us & took us along in his meetings with other UChicago faculty/PhD types.

[0xDipper @Dipper_pol]

This is the rarest piece of HFT content on the internet - Robert Almgren walking through a real execution trade tick by tick

He's the co-founder of Quantitative Brokers and the man who wrote the Almgren-Chriss model - the standard execution algorithm used at Goldman, Citadel, Two Sigma

In this lecture he shows a live order from May 14 2018, every fill, every limit, every market reaction across 2 minutes and 40 seconds

The article above is that exact same thinking applied to Polymarket - measure your edge in bits before you place a single trade

Bookmark it & give it a watch tonight ↓

[Rama Nambimadom @FixedIncQuant]

@kkmaway This is

https://t.co/EoyMidfBDf

[Rama Nambimadom @FixedIncQuant]

@johnarnold You mean 72% cocoa or 72% sugar (hello)

[Rama Nambimadom @FixedIncQuant]

@Merridew__ If it isn’t, 20 million will be even more not enough.

[Rama Nambimadom @FixedIncQuant]

@Merridew__ I was sending 1999 videos