Anson Tan｜CTA Algo Trader (BTC ETH)

@Balaena_Quant

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

Weekly AI Quant Trading Workshop
Link in bio 🔗

[NyroBrain @nyrobrain]

NYROBRAIN-AI Agentic Quant Research

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@0xcryptowizard 💪💪💪

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@QuantINsider_IQ Done

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@RohOnChain Yes!

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@KyleDeWriter Where can i find the full article or books?

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@_dominatos Is there a github link for the synthdata?

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@xmayeth I see
Thanks for the great work

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@david_eng_mba @saylor @dgt10011 @cz_binance @LynAldenContact @GrantCardone @Strategy @MicroStrategy Where I can find this chart bro? Thanks

[Balaena Quant @Balaena_Quant]

Balance statistical prudence with operational realism,
focusing on configurations that remain stable across perturbations rather than those that shine under a single historical backtest.

[Balaena Quant @Balaena_Quant]

💣Problem of Sharpe:
(1) its assumption of a normal distribution for PnL returns
(2) it being a point estimate instead of a range
(3) less reliable for non-linear risk-return relationships
(4) penalises even desirable volatility
(5) difficult to compare across different timeframe

[Balaena Quant @Balaena_Quant]

High alpha means nothing if it is not consistent;
low beta means little without meaningful signal;
and IR is the sanity check that ties both together.

https://t.co/k6L6GOHis2

[Balaena Quant @Balaena_Quant]

PBO shifts our attention from “how high is the Sharpe ratio?” to “how reliable is the process that selected it?”

https://t.co/BXjTGm8Ko8

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@DAIEvolutionHub Send

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@0xScottlai Sure is troll

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@calvintsaikm I don’t believe hahah

[Maartunn @JA_Maartun]

Fresh Bitcoin movement spotted 👀

In the last hour, a total of 45,430 BTC got moved.
- 41,037 BTC from the 1m–3m cohort
- 4,393 BTC from the 1w–1m cohort

Short-term holders are actively reshuffling their coins 🌀

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@ec_unoxx @hellosuoha .

[Anson Tan｜CTA Algo Trader (BTC ETH) @AnsonBalaena]

@yourquantguy 🔥🔥🔥