Coastal Quant

Seasoned quant researcher.

[Coastal Quant @coastal_quant]

@macrocephalopod Do you draw a line between gaming and strategy/board/card games? This podcast talks about the Magic The Gathering -> prop trading pipeline, you might find it compelling

https://t.co/edYcK9i1MQ

[Coastal Quant @coastal_quant]

@dylan522p @sshkhr16 Do yourself a favor and order from
Kolapasi in the Mission. All their chicken dishes are fire

[Coastal Quant @coastal_quant]

VCs and terrible public market takes, name a more iconic duo

[@jason @Jason]

AI stocks will drop 10%+ on Monday morning

Brace for impact folks

@DarioAmodei just unwound the AI trade with a blog post

[Coastal Quant @coastal_quant]

@DMTCapital At least you can’t get margin called buying calls, maybe he did learn something from all this

[Coastal Quant @coastal_quant]

@0xfdf Congrats!

[0xFaust @0xFaust12]

Dinner with the absolute boys @DMTCapital @coastal_quant @LacertaXG1

[Coastal Quant @coastal_quant]

@P_Remarks @0xFaust12

[Coastal Quant @coastal_quant]

@0xFaust12 This is my quant

[Coastal Quant @coastal_quant]

@SteveFlanders22 Any idea how this compares to tradfi markets? Say stocks?

[Gappy (Giuseppe Paleologo) @__paleologo]

If you hold a levered portfolio of ~7 stocks for a long time, chances are that you will look like a genius or like an idiot, whichever comes first. Kelly, Information Coefficient, etc. are not useless concepts.
Many such cases these days.

[Coastal Quant @coastal_quant]

Filtering markets by top of book liquidity is a good proxy for a level of institutional capital in a market. Was listening to a podcast with an ex-SIG prediction market trader who claimed they don’t touch mention markets which is corroborated by resting order $

With that said they probably don’t touch because of incredible adverse selection/insider flow there

[Jai Kannan @thejaikannan]

@bobaissoup and I launched a project today called https://t.co/w4aPkvAisc

find the lowest price on any diamond across 20+ retailers. We’re the only site where this is possible!

you can also search by certificate number (never been possible before) and style.

[Coastal Quant @coastal_quant]

@thejaikannan @bobaissoup 💎💎💎💎

[Coastal Quant @coastal_quant]

@__paleologo I know some folks at short-onlys that don’t even bother to buy SPX against their book. They are so far from thinking about idiosyncratic portfolio construction

[Coastal Quant @coastal_quant]

@DeepDishEnjoyer @AviFelman @gametheorizing @1000xPod I find the line to be hazy. Say you replace “risk” with “flows” - that’s more an alpha than pure risk premia but what if it’s flows caused by de-risking vs. some other mechanical effect?

[Coastal Quant @coastal_quant]

@0xFaust12 @paulpgustafson One pushback on this is that imagine stocks are volatile to the point that stock/sector weights of the index change meaningfully day to day. I would still consider a cap-weighted index of these stocks a risk factor (i.e. the market factor) despite high turnover

[Coastal Quant @coastal_quant]

@suryamidha @0xFaust12 Idaho supremacy

[Coastal Quant @coastal_quant]

@chamath @thejaikannan imagine getting this for even less money 🤔

[Coastal Quant @coastal_quant]

@0xFaust12 @FundamentEdge I’m here for this as long as they don’t replace their central quant function with AI