@peualgos

Peu

@peualgos

Joined May 2026
2 Following 9 Followers
Pretoninus II FOUNDER @pretoninho · May 18, 02:28 PM
@pretoninho · May 18, 02:28 PM
FOUNDER
Aaah! I forgot to research GEX! Besides, do you have any recommendations to give me?
Translated from French
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 19, 09:32 PM
@quantguild · May 19, 09:32 PM
FOUNDER
Got crushed on some bull put spreads, but offset by 2x on my short 250 @ 230 for NVDA so not too bad how about you
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 18, 06:03 PM
@quantguild · May 18, 06:03 PM
FOUNDER
peualgos thanks! would love to see alpha as an orthogonal measure rather than excess it would be quite informative!
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 18, 05:45 PM
@quantguild · May 18, 05:45 PM
FOUNDER
So sick!
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 18, 05:45 PM
@quantguild · May 18, 05:45 PM
FOUNDER
Using fama French for alpha? What factor model?
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 18, 01:00 AM
@quantguild · May 18, 01:00 AM
FOUNDER
I empathize and am violently nostalgic for what coding used to be 😭
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 17, 11:25 AM
@quantguild · May 17, 11:25 AM
FOUNDER
Give me a shout and link me a the description/ a pinned comment and happy to have you use the material
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 16, 06:11 PM
@quantguild · May 16, 06:11 PM
FOUNDER
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 View full post
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 15, 10:53 PM
@quantguild · May 15, 10:53 PM
FOUNDER
A simpler and better time no doubt, great post
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 15, 12:46 PM
@quantguild · May 15, 12:46 PM
FOUNDER
Would be sick to see rolling portfolio performance chart w different weights etc
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 15, 12:46 PM
@quantguild · May 15, 12:46 PM
FOUNDER
Stoked to follow!
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 15, 12:05 AM
@quantguild · May 15, 12:05 AM
FOUNDER
Only in the short run
@quantguild
Roman Paolucci FOUNDER @quantguild · May 14, 07:56 PM
@quantguild · May 14, 07:56 PM
FOUNDER
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
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 15, 12:05 AM
@quantguild · May 15, 12:05 AM
FOUNDER
The party is just getting started
@quantguild
Roman Paolucci FOUNDER @quantguild · May 12, 05:39 PM
@quantguild · May 12, 05:39 PM
FOUNDER
Idk who that is but I like money so I’m not going to listen to him
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@quantguild
Roman Paolucci FOUNDER @quantguild · May 12, 01:40 PM
@quantguild · May 12, 01:40 PM
FOUNDER
Turning into such a nice trade
Post image
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Pretoninus II FOUNDER @pretoninho · May 12, 08:55 AM
@pretoninho · May 12, 08:55 AM
FOUNDER
Frankly I find the GEX super interesting when it is recalculated properly in real time like you do.

Personally, I especially noticed that the Flight Trigger and high gamma concentrations often act as View full post
Translated from French
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