otw2
4,162 posts
otw2
@imotw2
Excess kurtosis in all the wrong places. Arguably argumentative. Analytically strong, behaviorally weak.
Norway
Joined October 2023
- Replying to @eagle_patriot21 and @GavinNewsomNo one burned or spit on the American flag, they just broke in to one of Americas most sacred federal buildings
- Quants aren’t gatekeeping quantitative trading, it’s just really, really hard. If you aren’t willing to put in the work, you wont make it anywhere. There will always be someone who has worked harder than you.
- a thread on different kinds of edges, why the disappear, and why they sometimes don’t 1/n
- Replying to @realMaaloufBecause you can love your heritage and where you came from, AND appreciate/contribute to the country you now call home. It's not an either/or. Why would it be?
- This is my quantIt's not just the russian ruble, every single BRICS currency seems to be on a freefall
Readers added contextThese images show the conversion rate of the Russian ruble to other currencies, not the value of each currency. x-rates.com/calculator/?fr… - You seemed to enjoy my recent article on market making. I will write a detailed article on execution algorithms over the weekend if you guys are keen on that!
- My favorite part about the farmers market is where cutting out the middle man somehow makes the vegetables more expensive
- “see this? its my substack, i make hundreds of thousands of dollars by larping as a quant on here and charging for it”
- Writing an article on signal research and alpha combination, filled with code snippets you guys can use as a starting point. Publishing as soon as its finished!
- Apparently they teach the Citadel & JPM hires that volatility is like jumping on a trampoline…
- Replying to @UConnMoneyline and @__paleologoYes. The numbers needed to do an actual calculation like this arent publicly available. So see it as what it is, a shitpost
