Sar1M7

Mathematics, investing, macroeconomics are my passions. Sons of American Revolution M7, Really D7 temporarily M7

[Sar1M7 @Sar1M7]

@PeterSchiff How is it's worth related to it's complexity? By this argument everything worthwhile has to be simple

[Sar1M7 @Sar1M7]

There is no dearth of qualified American workers. H1-B workers undercut American workers by taking a lower pay, working longer hours. They are always given non-critical projects since they lack the mental faculties to undertake complex projects.

[Sar1M7 @Sar1M7]

@QuantVol actually I thought about this. Market is big enough.

[Robot James 🤖🏖 @therobotjames]

@saah1lk @EconomPic @sajidnizami So everything that is supplying the massive leveraged directional demand will yield positive (either through basis or borrowing yield in the case of stablecoins).

Other than this effect, it's all rather efficient...

[Sar1M7 @Sar1M7]

@saxena_puru and what does he know?

[Sar1M7 @Sar1M7]

@AgustinLebron3 markov

[Agustin Lebron @AgustinLebron3]

1/ Taking a break from options to talk about a general trading concept.

Intended audience: people who are getting into trading, people have read a bunch of “experts” and came away even more confused, etc.

A thread…

[Robot James 🤖🏖 @therobotjames]

I'm nearly always trying to predict continuous alphas.

The problem I'm generally trying to solve is:

"What maximizes risk-adjusted excess return after txn cost, given expected vols, co-movements of assets, and my estimate of transaction costs"

[Robot James 🤖🏖 @therobotjames]

Allow me to ramble for a bit about how I think about edge in trading. 👇👇👇

First, what we're trying to do is trade deviations from fair value.

We want to repeatedly:
- buy what's cheap
- sell what's expensive
- offset risk as cheaply and efficiently as possible.

1/n

[Sar1M7 @Sar1M7]

risk off

[Sar1M7 @Sar1M7]

@Seanismacro @goodalexander @mpp75214 Depends on where the long term vols would have been

[Sar1M7 @Sar1M7]

@goodalexander @mpp75214 I would want to go short vega 5 years out, cant do that

[Sar1M7 @Sar1M7]

@goodalexander @mpp75214 the strike, TTM space is too thin last time I looked 6 months back

[Sar1M7 @Sar1M7]

@loragtz so this is always true except from a parent to kid

[Sar1M7 @Sar1M7]

@themichaelcaine how old now?

[Sar1M7 @Sar1M7]

@garyvee bro you're full of it

[Sar1M7 @Sar1M7]

@HaileyLennonBTC take a loan against 401k

[Sar1M7 @Sar1M7]

@Ksidiii This tweet is for sale on: https://t.co/bLuuGSUnpz @cent

[Sar1M7 @Sar1M7]

@Ksidiii It's upto us to say Im not coming in. Most beta males sissies will do a 2 hr commute and be right back at the office