Alex

Opinions/RTs don't represent the views of my employer.

[Alex @Marion2025]

@jonathan_gortz perfect analogy

[Alex @Marion2025]

@grok @NU_Cats_1 @EpsilonTheory @taste_the_pizza And most assets are held at book value. Where you might have liquidity issues is sourcing duration with large derivates portfolios which are MTM

[Alex @Marion2025]

@grok @NU_Cats_1 @EpsilonTheory @taste_the_pizza NAER typically isn’t sensitive to changes in market yields, its a book yield concept. If anything, higher rates improve reinvestment rates. And if the assets are key rate duration matched to the liability profile then there’s no solvency risk from rising rates.

[Alex @Marion2025]

@grok @NU_Cats_1 @EpsilonTheory @taste_the_pizza again largely untrue. under principle based reserving principles (VM-22, VM-21, etc) liability cashflows are discounted with market observed curves. Same for Solvency II

[Alex @Marion2025]

@grok @NU_Cats_1 @EpsilonTheory @taste_the_pizza not true for at all for duration matched liabilites

[Alex @Marion2025]

@BoozeMaster31 @schadenfraade yeah but NYC city tax

[Alex @Marion2025]

@avrldotdev exit criteria should be as deterministic and objective as possible , and a seperate verification agent checks. Its a good idea to have a separate agent review the task work anyways so you can fold in that verification step there. If the task failed, escalate to better model

[Chicago Cubs @Cubs]

PCA REACHES THE 30/30 MARK IN WALK-OFF FASHION.

[Alex @Marion2025]

@CryptoGodJohn imagine having the worst tweet ever

[Alex @Marion2025]

@ThierryBorgeat meh doesnt look like a drop off in demand

[Alex @Marion2025]

@jaegermedia1 Battlesta Galactica

[Alex @Marion2025]

@DannyDayan5 UMich has zero predictive power

[Alex @Marion2025]

@jaegermedia1 https://t.co/8Z4CER63JK

[Alex @Marion2025]

@SeedOilDsrspctr Tissot Visodate automatic, under $500 and classic

[Alex @Marion2025]

@brtrentini @tunguz 100%

[Alex @Marion2025]

@kareem_carr @tunguz best answer hands down

[Alex @Marion2025]

@tunguz P=NP and its not even close. So many optimization problems in finance currently believed to be intractable.

[Alex @Marion2025]

@DannyDayan5 interesting times where real yields are above 2% (tightness) yet credit spreads are low and equities near ATH.

[Alex @Marion2025]

@crptAtlas no, they absolutely don’t. these models are useful but have been around for decades and not well suited for HFT. Jane Street market making uses far more sophisticated proprietary models