Francesco Bottoni

Coder and @fastdotai International Fellow

[Francesco Bottoni @bot_fra]

Here my first blog and tweet post on #fastai journey: https://t.co/Acfs4PrLnx Hope my open thoughts make you smile and reach your hearts @jeremyphoward @radekosmulski @lexfridman

[Francesco Bottoni @bot_fra]

Bubbles, defaults, government interventions, bear markets, and fortunes made and lost—they’ve all happened before

[Francesco Bottoni @bot_fra]

@SowingAlphaSeed In medio stat virtus

[Francesco Bottoni @bot_fra]

@Dan_Trend You not only wrote the post you tagged me as well. Really appreciate. Thanks for sharing and thanks for your time. Now let’s read

[Francesco Bottoni @bot_fra]

@Dan_Trend @ignis55 @PtrPomorski Do you think I’m just wasting time and gains? If so I’ll switch

[Francesco Bottoni @bot_fra]

@Dan_Trend @ignis55 Hi Dan, although you cone from tech, you started with realtest? Maybe I’m wrong, but I come tech as well and keep using python + libs. What am I missing with my custom environment? I mean lib like pybroker which suggest @PtrPomorski as well
Love hearing from you

[Francesco Bottoni @bot_fra]

@Dan_Trend @ignis55 @PtrPomorski Fantastic

[Francesco Bottoni @bot_fra]

@SowingAlphaSeed to you for your contribution

[Francesco Bottoni @bot_fra]

@SowingAlphaSeed yes, or golang bin

[Francesco Bottoni @bot_fra]

@SowingAlphaSeed local server

[Francesco Bottoni @bot_fra]

@PriyanshuP1405 the hardest part, for me, isn’t reading papers, implementing them, or ankifying them. it’s carefully inspecting, iterating fast, deploying strategies on paper — then leaving them for months without a single mistake that could ruin everything

[Francesco Bottoni @bot_fra]

@orrdavid a partial answer?
https://t.co/hrK9OCKOQo

[Ivan Blanco @iblanco_finance]

🎯 New Research Ideas! The beta anomaly only shows up in calm times. In stress periods, it fades.

New paper from Atilgan, Demirtas, Gunaydin, and Tosun on G10 equity markets:

When economic uncertainty is LOW:
- Low-beta stocks outperform high-beta by roughly 1% per month
- The classic low-vol effect shows up cleanly across most G10 countries

When economic uncertainty is HIGH:
- The gap between low- and high-beta portfolios largely disappears
- The relationship weakens substantially

In our own factor work at Noax Capital, we continue to see this pattern. Anomalies that look very robust in pooled samples often live or die depending on the macro regime you're sitting in. Personally, still a lot of research missing on factor timing; yes, I am a factor timing guy.

The data suggest the beta anomaly is not a constant; it is a calm-regime trade. Worth knowing before sizing a low-vol bet against a macro that may not cooperate.

📄 Atilgan, Demirtas, Gunaydin & Tosun: https://t.co/tPv4rzRKoY

→ More curated research like this in my newsletter: https://t.co/Xtg63ha48q

[Francesco Bottoni @bot_fra]

@JoachimMo1985 @systvest just joking

[Francesco Bottoni @bot_fra]

@JoachimMo1985 @systvest the problem is your profile pic. you changed with top professional one

[Francesco Bottoni @bot_fra]

@QuartzResearch @ColtCZGroup https://t.co/Adt2HrMp8b

[Francesco Bottoni @bot_fra]

@sharps_research love it

[Francesco Bottoni @bot_fra]

@PtrPomorski @PtrPomorski have you tried the ml4t-backtest lib? did you compare it with pybroker?

https://t.co/NPST5YL6Mg

[Francesco Bottoni @bot_fra]

@AvacadoTrader0 keep pushing, no matter what. here is my p&l curve, live since 1 april. i've totally missed the maket run. but it's fine, i'm focused on the beta, which is still negative.

[Francesco Bottoni @bot_fra]

@Dan_Trend @JoachimMo1985 Is it still true in the llm era?

[Francesco Bottoni @bot_fra]

@JoachimMo1985 crashes destroy capital faster than growth rebuilds it