Michael

private investor | just a quant | too poor to buy liquid stuff | 'Keep your head up in failure, and your head down in success' ~Jerry Seinfeld

[Michael @MichaelR_Quant]

@GfI_Himmelreich congrats on the exit!! Interest is rising and not fully digested and priced in IMO, plus boomer leaving our planet being the largest cohort of the population owning real estate will bring a long 'n lasting head wind for prices IMO. Are you going to invest it in your P123 models?

[Michael @MichaelR_Quant]

@systvest @P123Finance But, only Abschluss der Gründung klicken, if Cost for Auslage des Firmenkontogebühren beglichen wurde.

[Michael @MichaelR_Quant]

@systvest @P123Finance Ok. And ze Eröffnungsbilanz sendet ze Steuerberater to ze Finanzamt or was?

[Michael @MichaelR_Quant]

@buffetsalpha I fully and highly respect your criticism. The model rather looks for binary outcomes. If I wanted low stable returns, I'd probably buy large caps with low debt... let's see.

[Michael @MichaelR_Quant]

in the last months I built my first AI Factor Strategy. 18% leverage, variable slippage, weekly rebalance, long only. Let's see how it performs OOS... "everyone has a plan until he gets hit in the face" $XRX fell sharply yesterday. not a good start for the strategy.

[Michael @MichaelR_Quant]

@GfI_Himmelreich @pedma7 Why do you say you wouldn't pursue it again if you make 40% with low risk? The way there was too painful? Or renting out models is even more profitable with no downside?

[Michael @MichaelR_Quant]

@systvest Lost quite some money with $XRX today... I hope you were short. BTW, it was the first stock I bought in my new AI Factor strategy, it can only get better.

[Michael @MichaelR_Quant]

@GfI_Himmelreich @P123Finance Ok. I got it. I rather mean it from the perspective that you need a visible tracking record for institutions. In case your strategy would work there, that would be as good as the ETF, I guess?!

[Michael @MichaelR_Quant]

@marclou How much do you think this survivorship bias? How well is this feasible or copy-able for everyone else?

[Michael @MichaelR_Quant]

@luisbu1lds I am located in Stuttgart. Can you still add me?

[Michael @MichaelR_Quant]

@RenaudFoucart Wow. Great article.

[Michael @MichaelR_Quant]

@franzbruckhoff @skpnky What is the best distributor channel in your opinion?

[Michael @MichaelR_Quant]

@systvest Don't do Transparenzregistereintragung while being drunk #lifeLessons

[Michael @MichaelR_Quant]

@btsouth @CommandCodeAI @ollama @opencode Wow. Great setup. You are really cooking. You inspired me and I tried the same. When I try Deepseek via API the model is called 'Deepseek Flash'. Is this automatically V4.1 Flash?

[Michael @MichaelR_Quant]

@franzbruckhoff @clivassy How would your process look like to achieve this outcome?

[Michael @MichaelR_Quant]

@franzbruckhoff Wenn du willst, könnte ich auch eine Strategie für dich erstellen und dir über eine Website zur Verfügung stellen. Man könnte diskutieren, welche Liquidität du benötigst und welche Drawdowns du verträgst. Du müsstest dich einmal pro Woche drum kümmern bez. Transaktionen.

[Michael @MichaelR_Quant]

@franzbruckhoff Yes, I am currently building strategies using point-in-time data. I use LightGBM, ElasticNet, ExtraTrees Machine Learning Strategies. I don't implement everything myself. Let's exchange if you are interested.