Taylor O'Brien

[Taylor O'Brien @t_y_o__]

@investingidiocy @ArbStHubert are you working on the backtesting book as well? any estimate what year that one might release in?

[Taylor O'Brien @t_y_o__]

@investingidiocy If so, I'm happy to send you the Google doc link. It's quite long, but any comments at all would be appreciated.

[Taylor O'Brien @t_y_o__]

@investingidiocy Since you're one of the few pros who writes for retail, I've been wondering if you would be interested to review my main document, which tries to give realistic expectations for risk-adjusted return, sample sizes for valid inference, etc.

[Taylor O'Brien @t_y_o__]

@AgustinLebron3 Cut the pest loose and continue operating under the illusion that you are looking for "trading talent", rather than financially illiterate hopefuls, itching to stick their transaction fees into the NQ slot machine.

[Taylor O'Brien @t_y_o__]

@AgustinLebron3 put them "live" with a drawdown equal to what you owe them. if they keep winning, you're hedged (and get to skim a your 10% [how generous] profit share) off the top. If they lose, they just erase your liability (the money you were about to pay them in sim anyway).

[Taylor O'Brien @t_y_o__]

@therobotjames @quant_arb maybe, but not all guesses are this zesty

[Taylor O'Brien @t_y_o__]

@deus_trader 🚀

[Taylor O'Brien @t_y_o__]

@AgustinLebron3 I care

[Taylor O'Brien @t_y_o__]

@TheShortBear tfw you plot your first random walk

[Taylor O'Brien @t_y_o__]

@deus_trader Good info

[Taylor O'Brien @t_y_o__]

@therobotjames maybe try the variance swap pit tomorrow

[Taylor O'Brien @t_y_o__]

@TheShortBear @bespokeinvest gamblers fallacy