Okay Estimator

yea, let’s do it

[Okay Estimator @OkayEstimator]

My two core principles in life:

1) No one is coming to save you.
2) Help others however you can.

It sounds like there’s tension, but there isn’t. Be radically accountable for everything that happens to you, and make time to serve others.

Stay hungry, humble, and helpful.

[Okay Estimator @OkayEstimator]

@AgustinLebron3 The coastline ARR paradox

[Okay Estimator @OkayEstimator]

@Merridew__ You can for sure! Just a question of whether it’s worth funding out of portfolio margin and accepting the commensurate reduction in return on margin. I run higher vol and it hasn’t filtered up the list high enough for me.

[Okay Estimator @OkayEstimator]

@Merridew__ Last time I looked, costs and tick size devour the edge on /MBT, and return on margin compresses massively for the full size contract.

[Okay Estimator @OkayEstimator]

@usgraphics 100%. And no RGB lights.

[Okay Estimator @OkayEstimator]

@magnushambleton “But what is the crux?!”

[Okay Estimator @OkayEstimator]

On the global RAM shortage.

OpenAI pulled out of Stargate because they don’t have the cash. OpenAI bought 40% of forward DRAM output capacity from SK and Samsung, specifically for use on Stargate.

So they won’t need all that DRAM anymore? So I can finally buy computers again?

[Okay Estimator @OkayEstimator]

@bennpeifert @OGTaylorB Yes, they are limited to the investment choices offered by your state-specific plan. At this time, there are no states that allow you to buy any ETF.

The most flexible plans will offer you a variety of target-date style funds, standalone equity funds, and some bond funds.

[Okay Estimator @OkayEstimator]

@mhdempsey You’re absolutely right.

It’s the logical extreme of an environment where rounds get done at prices that public markets would never tolerate. Once you raise rounds like that, median outcomes are either to spend 5-10yrs growing into it or tender equity out to a greater fool.

[Okay Estimator @OkayEstimator]

@KrisAbdelmessih SHOX goes crazy. Best badge I’ve heard.

[Okay Estimator @OkayEstimator]

@idoccor @macrocephalopod @teddedwood45

[Okay Estimator @OkayEstimator]

@Citrini7 Long listed PE, short SPY

[Okay Estimator @OkayEstimator]

@nope_its_lily Do you reckon it’s because they trade wide and have a relatively low daily range (measured in ticks) compared to ES/GC/6J?

I’ve found that futs with a low daily range in ticks are resistant to short-term divergent strategies.

[Okay Estimator @OkayEstimator]

@Quant_Kurtis Sorry mate, not going to sign up for a paid subscription to Portfolio123 to figure out what’s wrong with your model for you.

Tried to engage here to help you make your thing better, but you mostly seem interested in pumping a paid sub / spon con.

Good luck to you!

[Okay Estimator @OkayEstimator]

@Quant_Kurtis Great! Now we’re working with something more useful.

You’ve got 31 positions on right now, and let’s assume 1 of them is short SPY 100% notional. So 30 shorts.

What are you short right now? Equal weight? And what is the weighted average beta of those shorts?

[Okay Estimator @OkayEstimator]

@Quant_Kurtis Do you have a screenshot?

[Okay Estimator @OkayEstimator]

@Quant_Kurtis I’ll be a bit more direct.

Let’s assume most of your OP was marketing fluff and what you’ve built here is a weekly rebalancing system that’s short some SPX constituents against the index.

What is the performance of this strategy *without* your magic market timing model?

[Okay Estimator @OkayEstimator]

@Quant_Kurtis I’m confused. Your screenshot says universe is SPX, but your OP talks about junk stocks rallying 100%. What is the universe in your backtest screenshot?

Let’s suspend disbelief and say it’s SPX only. Natural next question is the magic VIX rule you’re using. How does that work?

[Okay Estimator @OkayEstimator]

@EffMktHype Binary.

Continuous systems resist overfitting by forcing you to express your signal as an f(x, ...). Anyone who has enough maths to overfit an ensemble of continuous input signals has enough maths/stats to know why it’s a terrible idea.

[Okay Estimator @OkayEstimator]

@bennpeifert It is the Nigerian Prince scam.

A mark will self-select into the con by demonstrating a willingness to believe it is real.