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EugeneP97

@eugenep97

Joined May 2026
1 Following 3 Followers
252 Reputation
64.3% Oracle Accuracy
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EugeneP97 @eugenep97 · Jun 16, 02:37 AM
@eugenep97 · Jun 16, 02:37 AM
Trading Strategies
Dont stop at EigenDecomp; re-use it or keep that pre-eigvenvector variable.

\[\lambda_{1, t} = \gamma_0 + \gamma_1 \beta_{\text{vol}, t} + \epsilon_t\]

Lambda being the eigenvalue of chosen from a d View full post
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EugeneP97 @eugenep97 · Jun 16, 02:17 AM
@eugenep97 · Jun 16, 02:17 AM
ES
Am i thinking we could get a surprise Hike either tommorow or next FOMC
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EugeneP97 @eugenep97 · Jun 11, 07:13 AM
@eugenep97 · Jun 11, 07:13 AM
Backtesting
So yes. Backtest first using yfinance.

Its enough before moving to the expensive APIs.

You can compare with just a small window from the higher grade data.
And use that as a "stress floor".

*the th View full post
Post image
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EugeneP97 @eugenep97 · Jun 10, 08:59 AM
@eugenep97 · Jun 10, 08:59 AM
SPY ≤756 YES
strong mean reversion? - prior to FOMC?

or current -> priced in for next FOMC?

my bet is against the crowd, going Yes for this.

everyone please share me your thoughts
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EugeneP97 @eugenep97 · Jun 03, 06:09 PM
@eugenep97 · Jun 03, 06:09 PM
ES
Similar to what i did in IQC.
This small snip is powerful.

you can define your own function and try it on QS trader.
python
1 line 
timeSeriesDelay() / ((historicVAR(120) - historicVAR(90))
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EugeneP97 @eugenep97 · May 28, 02:40 AM
@eugenep97 · May 28, 02:40 AM
Cryptocurrency
Came to further clear that BTC likely has a lower floor at ~60k.

My most recent data had 70k as the dip, no longer the case; regime has flipped again.
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EugeneP97 @eugenep97 · May 28, 02:37 AM
@eugenep97 · May 28, 02:37 AM
SOXS >8 YES
I dont expect any volatility to shoot up SOXS long enough before it falls to its own decay.
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EugeneP97 @eugenep97 · May 17, 06:43 AM
@eugenep97 · May 17, 06:43 AM
BTC >81295 YES
BTC has a good movement with volatility so far since the last Dip ; the current bull didn't deviate far from the mean in considering with volatility -> so im personally bullish with BTC.

* first post View full post
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