Lucas Jevtic

Former Researcher @TheBlockRes. Current Quant @HFT. Future Twitter Nobody @LKIJevtic.

[Lucas Jevtic @LKIJevtic]

@BeatzXBT If you drink enough pints in Durham you'll make back the train ticket

[Lucas Jevtic @LKIJevtic]

@Timccopeland The Scouts Institute round the corner is also pretty nice

[Lucas Jevtic @LKIJevtic]

@quant_arb You forgot to mention 1d constant noise kalman filter

[Lucas Jevtic @LKIJevtic]

@BeatzXBT @Bybit_Official Pretty brutal to get zero fees / rebates. Need 0.1% total volume of all non BTC/ETH perps (MM1) or 500MM > monthly volume (PRO3)

[U.S. Securities and Exchange Commission @SECGov]

Careful what you read on the internet. The best source of information about the SEC is the SEC.

[Lucas Jevtic @LKIJevtic]

@liquiditygoblin Why does it look like your wings have some bias?

[Lucas Jevtic @LKIJevtic]

@worstcontrarian Context?

[Citrini @citrini]

hearing rumors that a private credit pod was trying to arbitrage the treasury basis with a ladder attack in the forex repo market and is now blowing up after hitting the 0dte option maturity wall? anyone have color on this?

[Lucas Jevtic @LKIJevtic]

@BeatzXBT @LSseckman who ya meeting

[Lucas Jevtic @LKIJevtic]

@WE3co @HyperliquidX Where can I get the merch @chameleon_jeff

[Lucas Jevtic @LKIJevtic]

@laurentzeimes Sharpe 10 w/o fees 👎

[Lucas Jevtic @LKIJevtic]

@0xLoris What style of model do you plan on using for fitting? Anything publically available or is the standard approach of using what your old firm was using?

[Lucas Jevtic @LKIJevtic]

@liquiditygoblin What parametrisation, or extention of would you suggest for fitting the "w-shaped IV"?

How would you fit efficiently in an online tick-by-tick setting?

[Lucas Jevtic @LKIJevtic]

@fintechfrank The village is not looking too shabby

[Lucas Jevtic @LKIJevtic]

@Vertox_DF Just read the bible:

[Lucas Jevtic @LKIJevtic]

@lawmaster @EvgenyGaevoy Congrats!. Can't think of anyone better to be at the helm.

[Lucas Jevtic @LKIJevtic]

@Dogetoshi Technical indicatoooorr

[Lucas Jevtic @LKIJevtic]

@quant_arb Wing Wing for Korean wings is pretty good

[Lucas Jevtic @LKIJevtic]

@cobie @GCRClassic Sails boat to Argentina, never seen again

[Lucas Jevtic @LKIJevtic]

@0xMerp There is alpha in simplicity