SystmTrdr

System Trader | In Markets for 10+ Years | Build Bots to Fight the Bots | Colo'd

[SystmTrdr @SystmTrdr]

@SystematicIRE Do you happen to have any literature or podcasts that hint at that!? I would love to learn more. And I appreciate (any) the insights!

[Build Alpha @buildalpha]

https://t.co/l9wHyUk2bP

[SystmTrdr @SystmTrdr]

@TradeQuantiX @Blue71061836 What’s this mean? You split capital 50/50 on the start date and never share between strategies? Or each day (or after trade close) capital is pooled together and shared 50/50 before new trades?

[SystmTrdr @SystmTrdr]

@ZionAlgos Algo

[SystmTrdr @SystmTrdr]

@stonkdadddy how do you define the velocity - acceleration column? ROC(n) - ROC(ROC(n), m)?

[SystmTrdr @SystmTrdr]

Feels like a top is in...

[SystmTrdr @SystmTrdr]

Fun week! Who's still breathing?

[SystmTrdr @SystmTrdr]

Invite manziel to your bachelor party.. no one is catching anything

[SystmTrdr @SystmTrdr]

@quantfiction Yes price edges found first no doubt.. half life shorter for sure

[SystmTrdr @SystmTrdr]

@quantfiction The mistake w price is a lack of normalization not the data itself. Plenty of value. Although much easier edges in alternative agree

[SystmTrdr @SystmTrdr]

@thechartist @RyanDetrick I'll ignore n = 6 😂

[SystmTrdr @SystmTrdr]

@thechartist @RyanDetrick How many times higher in 3 mos after a random day. Need context for this stat to mean anything. Edge is compared to implied odds or expectation

[SystmTrdr @SystmTrdr]

@quantfiction They're all empirical. Just discrete v continuous. A few other adaptations too. DM me let's chat

[SystmTrdr @SystmTrdr]

Can you please help me understand your Kelly formula in layman terms?

[SystmTrdr @SystmTrdr]

@MacroQuantCTA directional* trading strategy

[SystmTrdr @SystmTrdr]

trading is not an easy game so if u r having trouble trade smaller and survive until better times. that is truly what trading is about. no money then u cannot play :)

[SystmTrdr @SystmTrdr]

Yes on Mar 15 I said to go short spoos. Easy money has been made

[SystmTrdr @SystmTrdr]

@OddStats From t0 to t4 you had DD of .73 but max DD shows none. I'm still lost

[SystmTrdr @SystmTrdr]

@OddStats Not sure that makes sense