qm

self taught hedge fund quantitative macro tradooor

[qm @quantymacro]

some fat kids told unc that financial markets are fat-tailed (coincidence?) and unc is ngmi selling vol. well not with that attitude ofc

[qm @quantymacro]

@Cheesecake_Lord the high ones. I sell them

[qm @quantymacro]

cool kids these days use AGI to find HFT features but I'm just a washed unc using moving averages to sell vol

back when unc was interning at RenTech's vol desk, Jim Simons told unc "if you sell vol, it's ok to blow up tomorrow. just don't blow up today"

no crying in the casino

[qm @quantymacro]

@kendalabbx let unc enjoy his last few alphas. he doesn’t have much left in him

[qm @quantymacro]

@k1blunt yeah ofc mate my wife is the head of HR for Belvedere I’ll ask her when she gets back

[qm @quantymacro]

what kind of Sharpe & PnL does one need to generate before they can stop themselves from picking up and eating chicken tandoori that fell on the floor? asking for a friend

[qm @quantymacro]

they say AGI is gonna unlock trillions of GDP but wait until you see normies using frontier model GPT-6 pro ™️ to ask for directions and food recommendations

[qm @quantymacro]

if your LLM doesn't say this are you even trying hard enough to find an edge

[qm @quantymacro]

your signals: negative alpha, donation to market makers, random-math-probability decisions

my signals: huge alpha, 15m/year, AGI-level decisions

[trou @_trou3]

For those who still didn't understand what Jev from @typesafeai can do, here is the example.

Jev can read dozens of structured trading signals and then show intelligent decisions.

It's time to make your system actually alive.

What a time!

[qm @quantymacro]

@gkhalin MMA

[qm @quantymacro]

guy joined training for the first time & he brought his son to watch so in sparring I let him work bcs I thought it’d be cool for the kid to see his dad crushing it

but now the kid looks at me w disgust like I’m some bitch ass that got his ass whooped I might need to change gym

[qm @quantymacro]

@stevehou have you guys tried approaching Sydney Sweeney for ads?

[qm @quantymacro]

@0xfdf congrats!

[qm @quantymacro]

@lonestar799 @0xfdf @0xFaust12 @orrdavid there are only 20! possible orderings so it’s fairly trivial I just try all of them and select the one with the best out-of-sample R2

[qm @quantymacro]

@0xfdf @0xFaust12 @orrdavid hi, regression expert here. 20 variables is obviously overfitted. but if I *have* to do it, I’ll start with one feature, residualise both y and the second feature against it, regress the residuals on each other, then repeat to 20. this is how we practitioners avoid overfitting

[qm @quantymacro]

@macrocephalopod @ScottPh77711570 @dima_quant wow so basically systematic crypto traders are just discretionary macro traders (derogatory). colour me surprised

[qm @quantymacro]

@systematicls I think they have a whole fund that does this it’s called Situational Awareness or something

[qm @quantymacro]

@macrocephalopod wow might as well call it “no fun day” at this point

[qm @quantymacro]

@AgustinLebron3 @_sholtodouglas hi Agustin would you like to sell the bet at 51% to me? can give you instant liquidity do let me know