Alpha Wolf

On the internet sometimes

[Alpha Wolf @johnaophipps]

I thought this was pretty interesting

[Livsun @L1vsun]

every retail strategy breaks eventually. wall street buried the reason in a 1976 paper

it's called the realized/implied vol ratio - a single number that tells you which market state you're in before a trade

trending, mean-reverting, high-volatility: each demands a completely different strategy

running trend-following in a mean-reverting regime isn't bad luck - it's a math guarantee to lose

> above 1.2: trending regime - momentum strategies have edge
> below 0.8: mean-reverting regime - stat-arb activates
> 0.8-1.2: no position

that's the classifier quant desks run before any signal fires

fischer black published this in 1976. it sat in academic journals for decades while retail stared at candles

two sigma, citadel, renaissance all run some version of it. it predates most of their analysts

data is free on yahoo finance, python implementation is 15 lines

Bookmark this

you didn't have a bad strategy

you had a good one in the wrong regime, and nobody in your group ever told you regimes exist

[Alpha Wolf @johnaophipps]

@SithHaters Big emphasis on discipline. I have some work to do.

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading There are too many ways to skin the cat

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading My clients are all looking at entries during open and monitoring through he day. I dont know retail always tries to make specific conditions for when trading should be executed.

[Alpha Wolf @johnaophipps]

@_bolivian If you sent it I would hold it out of respect for the community.

[Alpha Wolf @johnaophipps]

@TweakinTrades you love lying to yourself huh

[Alpha Wolf @johnaophipps]

@Banks @blknoiz06 @Banks a few of different Twitter communities have a beef with TJR for a bunch of reasons, relating to "alleged" fraud. CT is not the first screen to take issue with him. The sentiment is bound to spread around.

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading @jadecap_ This is probably for the best then.

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading @jadecap_ You've been on a streak lately 🤣

[Alpha Wolf @johnaophipps]

@TweakinTrades lmaoo tbh youre way better than most people who have no idea what theyre doing

[Alpha Wolf @johnaophipps]

@SithHaters Lol he already made his money on most of these props this is just the lesson he had to learn

[Alpha Wolf @johnaophipps]

@itsjjsimon @SithHaters @BrettSimba Youre a business person and then a trader when you chose to engage with props.

[Alpha Wolf @johnaophipps]

@SithHaters Lol you really hurt his feelings 🤣. I didnt know it was that deep.

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading My biggest mistake when I first started was thinking I would be able to get where I want get to by just placing a trade and setting then R. Ive seen way better results just keeping an eye on things and making choices as price developed.

[Alpha Wolf @johnaophipps]

@Jigsaw_Trading Family dinners will be a lil more uncomfortable moving forward thats for sure 🤣

[Alpha Wolf @johnaophipps]

I wonder if these prop firms realize that putting people live will only slow down the inevitable. The bill comes due eventually.

[Alpha Wolf @johnaophipps]

@SithHaters @ProbableChris Im probably being too generous then😅

[Alpha Wolf @johnaophipps]

I think what is being said here are 2 sides of tje same coin. @probablechris is saying its marketed as a 50k account and then when you go love they essential pull back the curtain. @SithHaters youre also correct it is a 2k account. Both can be true. But having the discussion helps the majority of people who dont yet understand this.

[Alpha Wolf @johnaophipps]

@TweakinTrades Its weird I must be doing something wrong because whenever people are getting chopped up is when im doing well.🤣