LΞPak

GIGO Systematic Kwant Trader

[LΞPak @LePak0nChain]

@eqpoker check dm

[LΞPak @LePak0nChain]

@ScottPh77711570 the whole country itself is a “5 star prison”

[Gappy (Giuseppe Paleologo) @__paleologo]

I know more than one people who can guess betas and correlations visually. Once I met a person (not joking) who guessed the correlation using one data point. So I decided to train my eyes. You can do it too and influence people and win friends.

[Robot James 🤖🏖 @therobotjames]

nearly everything that is a good repeatable trading idea looks like:

"under <some circumstances> this thing is likely to be too cheap/rich because <some people> are being forced or greedy or stupid... so the thing is more likely to go up/down in the future"

[HangukQuant @HangukQuant]

gonna keep up the giveaway for awhile more and then close it! glta :)
https://t.co/cqcHpYxIBa

[HangukQuant @HangukQuant]

🚨🚨🚨 celebrating my 20k account with a 40k+ quant content giveaway. The last time I did this was my bday last year. doubling it this time, with the following prizes:

form is here: https://t.co/gZDIFOAzgW

roughly 200~800 participants each time, so make a wise choice🤭 good luck!

just rt+like/comment, boost the algos and good luck to you? let's speedrun it to 30k

[Stoic @Stoiiic]

Failed Auction Simplified

[LΞPak @LePak0nChain]

What?!
@coingecko

[Robot James 🤖🏖 @therobotjames]

at some point, volatility is going to spike a lot.

and lots of you are going to get rekt cos you didn't have a good plan for what to do, or you didn't stick to it.

i can't have that on my conscience - i got enough already - so pls read this and make a plan.

[HangukQuant @HangukQuant]

https://t.co/8Oge6aLYc8
reminder - still free, still up! Before you send in my DM what resources I recommend, do this one first🔽🔽

[Lex Luthor @L3X_luthor]

what rentech do? some thread. i also collect some resources that kind of support the points mentions. see below

[LΞPak @LePak0nChain]

@macrocephalopod 140%

[LΞPak @LePak0nChain]

fast/slow emas
ratio/rate of change
linear/regularized regressions
rank/zscore
ensembling/averaging

Kalman
Execute

[cephalopodshop @macrocephalopod]

It *is* linear in the parameters but that's not why it's called linear regression. It's called that because it's linear in the independent variables.

Of course, the independent variables themselves can have arbitrary non-linear dependence on the data, but the model can't discover that, it needs to be put in exogenously.

Unlike nonlinear methods (trees, nets, knn, svm etc) which can discover nonlinear relationships between the independent and dependent variables as part of the fitting process.

[Agustin Lebron @AgustinLebron3]

Alpha leak of the day: improving beta models is alpha.

Finding signal (alpha) is really hard because it's buried under tons of noise. Beta models are a de-noising technique. A way of saying "this stuff doesn't matter".

Better betas = a better lens to view markets.

[qm @quantymacro]

I Studied Regressions *Only* for 30 Days So You Don't Have To But You Have To Subscribe

Lowkey-Advanced Ridge Regression (Part I)

as usual giving access to the lucky ones who RT

stolen content from @ryxcommar @AgustinLebron3 @JessicaNutt96 @negativecnvx

[LΞPak @LePak0nChain]

Same vibes

[Francesco D'Alessio @FrancescoD_Ales]

Loi is going to ruin your productivity