Sebastian Muller

Innovation | AI | Startups Acceleration | Digital Content | Creativity | Speaker | Professor |

[Sebastian Muller @sebmuller]

@VozMadridista Que Uruguay y Colombia hayan perdido sus respectivos partidos y que Portugal haya perdido también es robo de Argentina??. Abrazo Aurelio!

[Sebastian Muller @sebmuller]

Systematic FX is not another asset in the traditional portfolio stack.

The point is not to claim alpha.
The point is structure.

Full post on LinkedIn →
https://t.co/KUmFz82pn5

[Sebastian Muller @sebmuller]

Since 2022, the 60/40 hedge has become less reliable.

Bond-equity correlation has spent extended periods in positive territory, reducing the diversification investors relied on.

Full post on LinkedIn →
https://t.co/QAAuoBU3Hi

[Sebastian Muller @sebmuller]

What causes most drawdowns in systematic trading? Poor signals? Usually not.

More often, exposure remains active after the conditions under which a signal was calibrated have already changed.

Full post on Linkedin →
https://t.co/i95A7eOSTH

[Sebastian Muller @sebmuller]

Very productive week, exciting times

[Sebastian Muller @sebmuller]

Model decay is the actual problem, not the exception.

Most systems treat it as a bug. We treated it as the constraint that drove everything.

Full post on LinkedIn →
https://t.co/KgWNjMsSsd

[Sebastian Muller @sebmuller]

Low equity correlation doesn’t tell you much if a strategy correlates with what’s already in your FX book.

Many systematic FX strategies ultimately derive a large part of their returns from carry or short-vol exposure.

Full post →
https://t.co/O1AFqfBrps

[Sebastian Muller @sebmuller]

How do you balance sophistication in signals with simplicity in risk controls?

Full post →
https://t.co/Km0ewqPpLS

[Sebastian Muller @sebmuller]

If your system can't classify why it stood aside, you have a governance gap you may not have noticed yet.

Full post on LinkedIn →
https://t.co/Km0ewqPpLS

[Sebastian Muller @sebmuller]

The real problem isn't predicting the next move.

It's detecting when your own model has already gone stale.

Dynamic adaptation isn't an upgrade. It's the survival condition.

[Sebastian Muller @sebmuller]

The edge in systematic FX isn't in predicting better. It's in unlearning faster.

That's what keeps the equity curve decorrelated.

More on LinkedIn →
https://t.co/nXKiZAPNrY

[Sebastian Muller @sebmuller]

Every model has a quiet flaw: assuming the structure behind past data still holds today.

In FX, it breaks constantly.

An AI built for institutions must know when its own accuracy has expired.

Knowing when not to act is architecture.

Full post 👇
https://t.co/uXrXoDi0tZ

[Sebastian Muller @sebmuller]

$9.6 trillion in daily FX volume. 89% of insttutons see ROI from AI.

But most systems stll can't explain their own decisions.

Regulators are done waiting.

The edge isn't speed. It's traceability.

Full post 👇
https://t.co/FBbbwHlrNG

[Sebastian Muller @sebmuller]

El alfa no es acertar más. Es mantenerse sólido cuando el régimen cambia.

Lightstorm construye inteligencia adaptativa para instituciones que operan en mercados que no paran de moverse.

[Sebastian Muller @sebmuller]

When AI meets real institutional capital, the constraint isn't generating signals.

It's standing behind them. What was observed. What was filtered.

What let a trade pass.

You're judged on how a system behaves when it doesn't work.
https://t.co/i8WCoCoMik

[Sebastian Muller @sebmuller]

You can spend years building a system before you understand how it behaves.

The question isn't "does the model work?"

It's: can the organization stay coherent long enough to find out?

Full post on LinkedIn
https://t.co/Y575CMR0p7

[Sebastian Muller @sebmuller]

The market hasn't broken. It's just operating under different rules.

The models that survive won't be the ones that predict better. They'll be the ones that know when to stop.

Read the full post here 👇
https://t.co/mzy5fwLab5

[Sebastian Muller @sebmuller]

95% of hedge fund managers use generative AI.

Before: "Does AI work?"

Now: "Where does it create the strongest edge?"

Machine-assisted research is becoming core investing infrastructure.

Full post 👇
https://t.co/QbLg8soGZP

[Sebastian Muller @sebmuller]

Trabajo con modelos predictivos cada día.
Y cada día me convenzo más de algo incómodo:

La predicción importa. Pero saber qué hacer cuando falla importa más.
El modelo cambia el mundo. Y el mundo cambia el modelo.

Más información en mi post de LinkedIn:
https://t.co/6O0jsPGqAh

[Sebastian Muller @sebmuller]

In FX, most "alpha" is beta in disguise.

Separating them isn't a stats problem — it's a control problem.

Like sailing in open ocean: you don't control the wind. You learn to trim it.

Full post 👇
https://t.co/to0Cvqf6n2