strateva.ai

Independent reviews of systematic strategies. Reproducibility, costs and research integrity. Spot markets. Evidence before confidence.

[strateva.ai @stratevaai]

Strateva provides independent reviews of systematic strategies: existing evidence, quantitative reproduction and selected system controls. We document what was tested, what failed and what remains unproven. Spot markets only.

[strateva.ai @stratevaai]

Un texto personal sobre mi etapa como quant researcher y cómo aprendí a desconfiar de los backtests, poner a prueba mis propias estrategias y aceptar que un resultado negativo también puede ser valioso. https://t.co/9slMoXKE1d

[strateva.ai @stratevaai]

"You want to understand something → build it → test it → monetize it → improve it. And usually, you want to move fast. That has allowed you to learn a huge amount in a relatively short time, but it also means that sometimes you want to jump to the next level before having fully exhausted the potential of the previous one."

[strateva.ai @stratevaai]

"You are quite impatient with the distance between where you are and where you want to be".

[strateva.ai @stratevaai]

The story behind Strateva: why I stopped asking whether a strategy works and started asking whether its backtest can survive being challenged. https://t.co/t6enSNb3z5

[strateva.ai @stratevaai]

Substack = PvE
Twitter/X = PvP

[strateva.ai @stratevaai]

https://t.co/rxuN5CA4FX

[strateva.ai @stratevaai]

The question behind Strateva is simple: what would make me stop believing this backtest?

A timing error? Higher costs? A weak benchmark? Failure out of sample?

I want the review to answer those questions before I get attached to the equity curve.

[strateva.ai @stratevaai]

I’m Nicolae Filip, the founder of Strateva. I started building it to test my own algorithmic strategies more rigorously and to understand whether their results held up after accounting for costs, bias and overfitting.

[strateva.ai @stratevaai]

I’m waiting patiently to have my first customer ☺️.

[strateva.ai @stratevaai]

A historical period does not become prospective because you call it a holdout. Prospective evidence requires freezing the strategy and test protocol before the new observations arrive. Reproduced history, walk-forward OOS and prospective holdout answer different questions.

[strateva.ai @stratevaai]

Trading costs are part of the hypothesis. Record fees, spread, slippage and turnover assumptions before testing. Then ask how much worse those assumptions can become before the result changes. A single net-return curve hides that sensitivity.

[strateva.ai @stratevaai]

A signal computed from today’s close cannot earn the return from yesterday’s close to today’s close. That return ended before the signal existed. Before comparing Sharpe ratios, check the signal timestamp, the fill and the return interval.

[The Hormuz Letter @HormuzLetter]

BREAKING: Saudi Aramco has cancelled all of its September European crude oil allocations and is scrapping every cargo slated for late-September loading onward, with a European lifter saying no Saudi oil cargoes at all until November, per initial reports citing oil trading firm Onyx and market sources.

That takes the world's largest exporter out of the European market for the rest of September and all of October, a de facto force majeure on Saudi crude to Europe from the 3rd largest energy producer in the world.

[Anthropic @AnthropicAI]

Anthropic’s Economics team is sharing a new model of how AI might affect economic growth, jobs, wages, and more by 2030.

Explore the scenarios, tell us what you think will happen, and see how your answers compare to more than 10,000 Americans. https://t.co/AvQlEZNxR0

[OpenAI @OpenAI]

We’re sharing a solution to the Navier-Stokes Millennium Prize Problem, one of the deepest problems at the frontier of mathematics.

The proof was produced by a group of agents, using an OpenAI next-generation model significantly more capable than GPT-6 Astra.

The problem concerns whether the description of smooth three-dimensional fluid motion modeled by the Navier-Stokes equations can break down. It has remained unresolved for roughly 90 years.

[Hasan Ayer @HasanAyer_]

MIT, yapay zekânın demokrasiyi yok edeceğini matematiksel olarak kanıtladı.

Nobel ödüllü bir MIT ekonomisti Acemoğlu, “Automation and Repression” (Otomasyon ve Baskı) adlı korkutucu bir makale yayımladı.

Yapay zekâ ve otomasyon insan emeğinin yerini aldıkça, servet küçük bir sermaye sahibi grubunun elinde yoğunlaşıyor. Eşitsizlik hızla artıyor.

Eşitsizlik kritik bir noktaya ulaştığında, çalışanlar ezildiklerini fark ediyor ve kitlesel bir isyan tehdidi yükseliyor.

Bu tehditle karşı karşıya kalan egemen elitler bir seçim yapmak zorunda kalacaklar:

Serveti vergilendirme yoluyla yeniden dağıtabilirler ya da insanları bastırmak için güç kullanabilirler.

Makale matematiksel olarak karanlık bir gerçeği ortaya koyuyor: otomasyon ile siyasal baskı arasında doğrudan ve kaçınılmaz bir bağlantı var.

Yapay zeka aracılığıyla sermaye ne kadar fazla birikirse, elitler yeniden dağıtım yerine baskıyı o kadar fazla tercih ediyor.

Neden? Çünkü serveti paylaşmak onların gücünden götürüyor. Oysa bir polis devleti kurmak, bu gücü koruyor.

Dahası da var.

Acemoğlu ve diğer yazarlar, bir ekonominin başlangıçta düzenli ve istikrarlı bir demokrasi içinde olduğu durumda ne olacağını modellemiş.

Otomasyon ilerleyip sermaye en tepede bir grup elitte yoğunlaştıkça, hesaplamalar elitlerin sonunda demokrasiyi bir yük olarak görmeye başladığını gösteriyor.

Buna göre, elitler demokratik sistemleri desteklemeyi bırakıyorlar. Otomasyon sayesinde elde ettikleri serveti korumak için baskıcı bir sistem kurmayı tercih ediyorlar.

Çeviriyi yaptığım kaynak: @thesupermanmx

[Polymarket @Polymarket]

JUST IN: AI agent asked to book a gym class finds vulnerability in the gym’s software, & kicks another member off the waitlist so its user could have the spot.

[Russian Market @runews]

https://t.co/R3ybgSE9Sm