Just proposed 4 new strats to run at my day job.
Risk told me 3 of them were illegal.
The level of hate I have for risk and compliance teams is unmatched.
@liquiditygoblin has been re-attempting project MK-Ultra on me. (400μg of LSD every 12 hours)
However, Instead of him trying to use me as a vessel to remote into soviet meetings, he was trying to get me to discover edges our counterparties are using.
I have, so far,
btw, I vibe coded this into a strat yesterday in a couple hours. this is the pnl over the last 10 hrs.
literally so dumb, I just have binary signal, 2 coins, full port (50%) each signal.
Honestly cooked how much edge exists in being able to get an exclusive deal.
We currently have one where we are sole MM on a product that gets ~10m of flow per month and will likely grow very quickly.
We are clipping 50bps
Still don't have PnL tracking but this is the wallet balance since the start of the strat. Theres actually more competition than I initially thought and some sophisticated players.
The inital strat is so fucking dumb it hurts, but its 90% of the way there.
This week will be
Finally got this strat into a VM. I usually run my bots of GCP but due to a obscene amount of fuckwittery decided to go with the "more comlex" Hertzner, and holy.
THIS SHIT IS GOATED. was super simple, able to sign up a new account and get an instance up and running in under 30
Last 4hrs have I've been fucking battling... but finally in a somewhat stable version locally and have about 1hr of very dirty PnL.
need to sleep now but tomorrow will work on getting this running in an instance and improving tracking
Just checked into a very nice hotel in a small eastern block city. They’re single quoting fx exchange. Just setting my BBG up and I’m about to pick these suckers off all day.