peualgos thanks! would love to see alpha as an orthogonal measure rather than excess it would be quite informative!
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Using fama French for alpha? What factor model?
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I empathize and am violently nostalgic for what coding used to be 😭
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Give me a shout and link me a the description/ a pinned comment and happy to have you use the material
sell options every time IV peaks works like a charm.
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Against “conventional” wisdom of taking long vol regressions show more edge taking in short vol even after windows of vol decline (crazy but not contrary to standard theory), I continue to look for pr
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if you ask me its an experiment that went rouge, and now is used by institutions to extract money periodically from retail. if you want to an actual DEFI there ethereum and more or if you want to sel
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A simpler and better time no doubt, great post
I’m sorry if you already answered this, but what are the weights based on, and how does it choose stocks?
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Would be sick to see rolling portfolio performance chart w different weights etc
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peualgos Yes, I sometimes wonder if roughly coin flipping would be better than trusting sleep deprived engineering lmao
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I'm currently recording a video building a ChatGPT trading bot from scratch using IBAPI and OpenAI's Python SDK, literally recording the video as I type
If you'd like access to the source code, like View full post
If you'd like access to the source code, like View full post
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The party is just getting started
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Lol I am with you brother ripped an all nighter last night and still cooking