Alex Johnson

Turning data into dollars with Python & ML 🐍📊

[The Tail That Wags The Dog @TailThatWagsDog]

Note to self.
Touchstone only.

GEX is a structural variable: large-positive when market makers are long gamma and the market is pinned/stable (risk-on), collapsing toward and through zero when they flip short gamma and the market becomes unstable (the risk-off precondition).

GEX leads instability, not direction.
What GEX calls out is "the pin is gone, a violent move is loading." It forecasts volatility is imminent, never the directional sign.

GEX dropping is the market crossing from pinned/stable (risk-on) into unpinned/unstable (regime-vulnerable) — and it flags that crossing before the regime actually breaks.

Vulnerability.
That's all. Vulnerability.

[Our Crypto Talk @ourcryptotalk]

Altcoins with major catalysts this week 👀

> $NEAR
> $GEOD
> $XPL
> $CC
> $H
> $QNT
> $HYPE
> $LINK

Sideways markets are where builders make their moves which translate into price action.

Do not miss them.

[Frank Chaparro @fintechfrank]

NEW: ICE, the owner of the New York Stock Exchange, and crypto exchange OKX are launching a 50-50 joint venture focused on digital financial products, including tokenized securities.

The venture, dubbed OKXICE, will be co-chaired by former New York Governor Andrew Cuomo and ICE SVP of Futures Markets Trabue Bland.

[MMT @MMT_Official_]

Aggregate your Liquidation Heatmap.

Then compare the leverage bands.

5x. 10x. 25x. 50x. 100x.

Each band shows where a different trader gets liquidated.

Toggle between them, the switch is faster then other platform load a normal candle.

When multiple bands cluster at the same price, that level is a magnet. Fast money wiped first, then the cascade triggers the rest.

Find where the bands overlap.
That is where the move accelerates.

[Green Lark @the_green_lark]

The Sharpe-optimal long-only portfolio of both Fama-French and AQR factors ends up with AQR factors only.

As as UMD-momentum hedge, the HML-Devil factor has a large weight despite its weak standalone Sharpe. For example in the post-GFC momentum crash of 2009 it's very useful.

As I am always very much long Momentum, I am looking for good Value options as complements.

[Topdown Charts @topdowncharts]

Weekly S&P500 #ChartStorm by Head of Research @Callum_Thomas ---> https://t.co/G590OFpAIw

This week: MAG7 vs the S&P 493, equal vs cap weight rotation, valuations and profitability, cash allocations, margin debt, seasonality, industrials, and why treasuries...

$SPY $VOO $IVV

[Ruslan Khairullin @Rus_Khairullin]

France just set a 2027 deadline to stop certifying any security product that doesn’t use post-quantum cryptography. By 2030 the entire French economy has to be quantum-safe.

The crypto everyone’s holding right now (Bitcoin, Ethereum, almost every chain) runs on elliptic curve cryptography.

Exactly the family of algorithms France just put on the chopping block.

The threat itself isn’t new. Governments have been quietly storing encrypted traffic for years waiting for quantum computers to catch up. “Harvest now, decrypt later” stopped being a conspiracy theory the day major intelligence agencies built infrastructure for it.

Bitcoin will survive this. The protocol can soft-fork to post-quantum signatures the same way it soft-forked to SegWit and Taproot. But this is the first state-level deadline that forces the industry to actually move instead of writing whitepapers about it.

CZ’s quantum freeze proposal from two days ago hits different now. The countdown started, and the chains without a real migration plan by 2028 are going to look very different from the ones that have one. 🤝

[Web3Radar @BedaKakuru48767]

Uptrend-Only Strategy – June 2026

Direction timeframes: Start with W (weekly) down to 1m (1‑minute) – align all higher frames for bullish bias.

Entry timeframes: Focus on 4H → 1H → 15m → 5m → 1m for precision entry triggers.

Rule: Only take long entries in confirmed uptrends – no counter‑trend trades.

Confluence: Wait for direction and entry frames to agree before pulling the trigger.

Risk note: Higher‑frame support/resistance still respected even in uptrend.

[@CryptoMarketIntel @AndasonF85945]

PRICE REVERSAL SIGNALS.
Spot the shift early:
✓HIGHER HIGHS TO LOWER HIGHS show momentum fading
✓TRENDLINE BREAK confirms weakness
✓HL BREAKOUT marks the true reversal
Clean structure → clear direction.

[PyQuant News 🐍 @pyquantnews]

We define the American style options exercise and use it to initialize a vanilla option with a plain vanilla payoff.

This setup creates the call option.

We then set the pricing engine we created above and get the theta.

[PyQuant News 🐍 @pyquantnews]

In our example, we'll use the CRR model to generate the options pricing engine.

[PyQuant News 🐍 @pyquantnews]

Pricing American options is tough.

Early exercise?

Binomial trees?

Dividends?

Lucky for us we have QuantLib.

Here's how to use it:

[Green Lark @the_green_lark]

Direct comparison of AQR' HML-Devil and the Fama-French HML Value factor.

On raw Sharpe HML-Devil underperforms, but it has more anti-correlation to Momentum (UMD).

One big difference is the behavior during the 2009 momentum crash: As Devil's HML is constructed to update faster, it is already rotated into the right stocks to catch the rebound, which balances out the momentum crash.

So even for non-quant investing this suggests to update value stocks faster if it is meant as a momentum hedge.

As a standalone strategy it's probably better to not update that fast, but Value is not such a great standalone strategy anyway.

Its purpose is to diversify momentum, pushing its Sharpe from 0.7 to >1 for the combo.

[Saeed @saeedamenfx]

Do Prediction Markets Match Option Prices? Bitcoin Threshold Evidence from Binance and Polymarket https://t.co/l2RFntnp3H #QuantLinkADay

[dunik @dunik_7]

$700. that's a used RTX 3090 on eBay — a five-year-old card with 24GB of VRAM, the same memory as a $2,000 4090.

pair it with a free 27B model (Qwen 3.6) and the $200/month AI bill starts looking optional.

everyone's about to share the spicy version: "free model beats Claude Opus on benchmarks." that's the wrong read.

those wins are real and cherry-picked Claude still takes the hard, multi-file agentic work. a 27B isn't replacing the frontier.

what the $700 card actually does, locally, for ~$8/month of electricity:

/ Qwen 3.6 27B at 30-50 tok/s vision, reasoning, agents, daily automation
/ DeepSeek R1 14B for math and coding, Mistral 7B for fast tasks
/ RAG over private docs medical, legal, financial nothing leaves the box
/ $0 per request, so you stop rationing usage

$700 once vs $5,280/year. break-even in ~3.5 months.

nobody's beating Claude with a $700 card. they're firing the part of the bill that was never worth $200/month.

the cheapest hardware you can buy now owns the commodity layer. the cloud just became the specialist you call.

[Nekt0 @Nekt_0]

A $5,000/MONTH CLAUDE BILL CAN BECOME A MODEL-ROUTING PROBLEM, NOT A FIXED BUSINESS EXPENSE

The video is not really about replacing one chat window with Kimi K2.6.

The useful part starts at the API: backend agents, coding systems and automations running multiple processes in parallel without feeding every token through the most expensive model available.

That is where the economics change.

Saving a few cents in chat means nothing. Saving 40% across 20 agents making thousands of calls every day becomes infrastructure-level margin.

The post points at the real mistake: treating every new model like another website to talk to. The money is in turning cheaper intelligence into repeatable backend labor.

Claude may still be the premium worker. Kimi is the argument against paying premium rates for every task.

[SMKG:OTC #PAAS Paytech, Fintech & Blockchain @SMKG_OTC]

Energy from Space the New Frontier - immediately the applications are endless!
Let's add to Paytech to that.

SmartCard Marketing Systems Inc (OTC: $SMKG) signs deal with Helio Corporation (OTC: $HLEO)

A new medium for Payments sustainability.

https://t.co/mRJ9lQ3lqo

[OOBE PROTOCOL @OOBEonSol]

Agent Network EP6 / THE AGENT INTERNET IS BEING BUILT RIGHT NOW (p2) https://t.co/W9jQz6yNxl

[Radovan Vojtko - CEO of Quantpedia.com @quantpedia]

Dual vs. Single Momentum in Commodities: Enhancing Risk-Adjusted Returns through Absolute Trend Filtering

Commodities represent a vital but highly volatile asset class, characterized by pronounced cyclicality, lack of yield, and susceptibility to severe macroeconomic drawdowns. While cross-sectional (relative) momentum is a well-documented anomaly, its application in commodities often forces portfolios to hold the “least declining” assets during broad-based bear markets, resulting in unacceptable tail-risk. This study empirically evaluates the efficacy of a Dual Momentum framework—combining relative strength ranking with an absolute time-series trend filter—applied to a diversified suite of commodity sector ETFs (DBA, DBB, DBE, DBP) from 2007 to 2026. We demonstrate that while pure relative momentum exhibits high parameter sensitivity and inconsistent benchmark outperformance, the inclusion of an absolute momentum filter structurally mitigates drawdowns and universally outperforms a static, equally weighted benchmark across all tested parameter combinations. The findings suggest that Dual Momentum provides a robust, parameter-agnostic framework for portfolio managers seeking tactical commodity exposure with superior risk-adjusted return profiles.

https://t.co/u8YUby2xWY

#commodities #dual #momentum #trading #strategy #quant #robustness #analysis

[Ralph Sueppel @macro_synergy]

"Crypto has Fundamentals: A Seven-Factor Model for Digital Asset Returns" https://t.co/jZLYGB2DvG