Zarane

quant trader #BTC

[Zarane @Zarane_]

@the_delta_dog and maybe not, depends! What cost assumptions?

[Zarane @Zarane_]

@pedma7 Have you tried to run TWAPs (with a mix maker taker)?
You could get more capacity that way!

[Zarane @Zarane_]

@Frenchie_ Bravo, bien mérité!!

[sysls @systematicls]

https://t.co/wt8AFEzFVe

[Zarane @Zarane_]

@systematicls I randomly comment

[Zarane @Zarane_]

@systematicls 👏👏👏👏👏

[sysls @systematicls]

Your signal with the HIGHEST SHARPE might be your biggest drag on live performance because trading it costs more than it returns.

If you want to understand how PMs think about managing fast moving signals in real portfolios, check out this article below!

Random 20 retweets + comments get free access to the article. Cheers everyone!

👇

[Zarane @Zarane_]

@frenchie_ super intéressant merci pour le contenu!

[Zarane @Zarane_]

@CryptoPicsou @HyperliquidX Dm

[Zarane @Zarane_]

@thismacapital Mais tu cours le risque de te faire liquider d'un côté et que ça revert si tu gères pas abien ton collateral (cf XPL sur Hyperliquid il y a quelques semaines)

[Zarane @Zarane_]

@JoestarCrypto Tu as paradex aussi qui proposent en plus des options perp!

[ltrd @ltrd_]

https://t.co/W5ij6oZB3P

[unusual_whales @unusual_whales]

Good night to everyone:

[Zarane @Zarane_]

@CryptoVizArt @ki_young_ju got it, 100% clear

[Zarane @Zarane_]

@CryptoVizArt @ki_young_ju bore market 😅 ok fair, then I got your point! I call bear market something when i'd see more 'huge pain' accross most of these indicators like the above!

[Zarane @Zarane_]

@CryptoVizArt @ki_young_ju I understand your point, but most of indicators where also signalling a top/ beginning of bear market in march 2024 but we had november 2024 surge after! So listening to these indicators would have made an investor sell its btc around 60k-70k before (which is not bad btw)

[Zarane @Zarane_]

@CryptoPicsou partie pedagogique blitzstream

[pedma @pedma7]

Autocorrelation.

One of the most important mathematical concepts for trend-following performance.

I simplified this topic into a few core ideas.

Here's how to understand and measure autocorrelation:

[Zarane @Zarane_]

@CryptoPicsou dev de stratégie systématique

[Zarane @Zarane_]

@CryptoPicsou maintenant obligé de vérifier si le graph est inversé 🤣