SilentWatcher

[SilentWatcher @BalefulWatcher]

@ScottPh77711570 @therobotjames I.e. the pray to el-Jefe risk management.

Love it ty.

[SilentWatcher @BalefulWatcher]

@LetMeCodeee CPP

[SilentWatcher @BalefulWatcher]

@liquiditygoblin If a perpetual lasts forever then it never settles, so it’s worthless?

[SilentWatcher @BalefulWatcher]

@Henrik_on_HL Haven’t followed Kinetiq super closely, why is it such an improvement over other liquid staking platforms? Is it merely that they use multiple validators to stake rather than just one?

[SilentWatcher @BalefulWatcher]

@bennpeifert In some sense this is more of a pragmatic response. *If you do manage VIX risk under a pct change model, you will eventually blow up*.

For example, if stocks routinely did double in 1 day, would looking at stocks in dollar changes (not pct) suddenly become more correct?

[SilentWatcher @BalefulWatcher]

@MoonDevOnYT To me it’s a great learning tool and place to ask stupid/basic questions. E.g. learning rust now and it’s saved me loads of time. However on languages I already know well (Python) the results are almost always badly written/wrong.

Helpful in domains where you know very little.

[SilentWatcher @BalefulWatcher]

@VolatilityWiz From a risk perspective I agree, the only way to hedge 0’s is with other 0’s

How do you square that with the fact that 0DTE volume is split roughly 50/50 between customers and market-makers (per data from CBOE)

Would expect MM to be more of the volume if they are hedging w/ 0’s

[SilentWatcher @BalefulWatcher]

@quant_arb Or even better a language that doesn’t need to be compiled but can be for a performance boost when needed?

[SilentWatcher @BalefulWatcher]

@Ksidiii Add a third option - I don’t trade dispersion but want to know the survey result without skewing it.

[SilentWatcher @BalefulWatcher]

@totlsota Long time listener, first time caller to your posts.

Rothfuss’ books are legitimately my all time favorite and I hate that I will never get to read the whole story because it takes him decades to write a single book 💀

Ps love your weird crypto posts that I wish I understood 😁

[SilentWatcher @BalefulWatcher]

@notnotstorm @PtrPomorski I came to polars for the performance and stayed for the syntax. Every time I’m forced to use pandas now I die a bit inside, being forced to move columns in and out of the index to make the functional call work, gag.

[SilentWatcher @BalefulWatcher]

@quant_arb How much of your shops trading system did you help build?

I’m primarily interested in mid freq. strategy development, but I’ve gone down a rabbit hole lately on setting up data ingestion/storage tools.

Is that a skill you think is worthwhile or something you’d simply outsource

[SilentWatcher @BalefulWatcher]

@quant_arb Curious if you have any examples you can share on how you used ChatGPT to do charting? E.g. upload code for crappy chart and tell ChatGPT to “tidy it up”, do you provide an example of the raw data, etc. thanks and appreciate your time.

[SilentWatcher @BalefulWatcher]

@macrocephalopod @heart_ Any related thoughts on how MMs survived and made a killing (or so I hear) through the wild up move in GME in 2021?

My understanding is MMs where actively involved in the options in GME not just the stock.

Not clear to me how you could even hedge those options meaningfully.

[SilentWatcher @BalefulWatcher]

@therobotjames Start a petition to get Benn back on twitter!?

[zerohedge @zerohedge]

If the recent 0DTE debate is anything to by, the BofA derivatives team blows JPM's out of the water