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mev, mm

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@quant_arb Tell me you never traded professionally without telling me so. Also using too many words

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@TradingDutchman @FlowTraders Isn’t it also the case for the other dutch trading firm?

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@PhantomStays Pizol ?

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@sdav1986 Can’t show some volumes?

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@grugcapital @0xMachinis @DeanEigenmann @EdgarArout @thal0x @NathanWorsley_ Skill issue

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@AgustinLebron3 The only time where it produced something reasonable was after giving so much background information and direction that the entire thing became much more time-consuming than writing the code myself. Add to that the time needed to read every snippet, understand it and correct it.

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@AgustinLebron3 Tests can only guarantee outcomes, but never code quality. CC is really bad at understanding the big picture and doing the “simplest” rather than the “easiest”. Tech debt grows exponentially everytime I tried to achieve a task with prompting.

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@sdav1986 Shitty, fo shur

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@beniduboss Best of luck !

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@sui414 @William33203632 @soispoke @malleshpai Amazing work. IIUC, the gross return of pattern2 searchers is less accurate than pattern1, because slippage on the cex leg is larger. The reported number for p2 is an upper bound, and the actual return might be much lower due to market impact.

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@sdav1986 Gorgeous, enjoy

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@AgustinLebron3 It’s like trying to explain to a newbie that the poker hand he just won by chance was a really bad play… “but I just made money sir!!! How can it possibly be a bad play!!!”

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@ltrd_ @HF_Trader Is humility innate or acquired tho? It’s a question that I could never answer with certainty as I’ve seen counter examples to both answers.

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@AgustinLebron3 A lot can change in 11 years, especially in trading…
Is it possible that this trade was executed by a group of rogue traders at JS, and that they concealed the inner strategy from top management?

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@bennpeifert What is Nassim having? An olive oil shot?

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@0xLoris I’ve seen this multiple times back in the days. But in my experience, the price dislocation will most probably still be there when you want to close the trade. So in the end the total pnl is just the funding rate arb

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@grugcapital Subsquid is a really good indexer.
But after, you’ll need to build these metrics yourself, it’s maybe a 1-2 days work.

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@AgustinLebron3 Good take. When you take liquidity at a certain price you might be saying “I disagree with the MM on price”, and thus making a market yourself. In other terms, you’re conveying information about what you think the price should be.