Peu

Replying to @quantguild

Peu @peualgos · May 18, 06:00 PM

@peualgos · May 18, 06:00 PM

Machine Learning

The displayed alpha is currently measured as excess return vs. SPY using a single-factor market benchmark.

The stock selection model itself uses features that broadly map to Fama-French style factors … View full post

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Replying to @quantguild

Peu @peualgos · May 18, 09:09 AM

@peualgos · May 18, 09:09 AM

Machine Learning

fr bro it hits hard sometime haha

1

Replying to @peualgos

Peu @peualgos · May 17, 10:36 PM

@peualgos · May 17, 10:36 PM

Machine Learning

But still, when I have to build a frontend, everything collapses. UI design? It genuinely looks like a dog violently exploded across the screen 😭

3 1

Replying to @sfx

Peu @peualgos · May 17, 10:26 PM

@peualgos · May 17, 10:26 PM

Options & Volatility

@quantguild I wanted to give him a fair shot because he clearly has a huge audience, but the first video I watched was him absolutely trashing my beloved covered calls. Lost me immediately. Nobody tal … View full post

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Replying to @quantguild

Peu @peualgos · May 17, 12:15 PM

@peualgos · May 17, 12:15 PM

Off Topic

Thanks bro! Gonna make sure you receive the credits

2 (Edited)

Replying to @peualgos

Peu @peualgos · May 16, 06:48 PM

@peualgos · May 16, 06:48 PM

Portfolio Management

despite nobody scales up with an additional 500usd. But you got what I mean lmao

3 1

Replying to @quantguild

Peu @peualgos · May 16, 06:19 PM

@peualgos · May 16, 06:19 PM

Options & Volatility

Makes sense, the structural VRP in SPX is persistent enough that systematic short vol has better risk-adjusted returns than trying to time long vol entries. The crash risk is the cost of carry

1 1

Replying to @gio

Peu @peualgos · May 16, 06:11 PM

@peualgos · May 16, 06:11 PM

Equities

If you don’t know whether your backtest was done correctly, there’s a good chance it wasn’t, and it’s probably overfitted. Did you account for biases properly? Lookahead bias, survivorship bias (espec … View full post

3

Replying to @abc

Peu @peualgos · May 16, 12:53 PM

@peualgos · May 16, 12:53 PM

BTC

Based in??

1

Replying to @peualgos

Peu @peualgos · May 15, 05:13 PM

@peualgos · May 15, 05:13 PM

Machine Learning

yeah sure. How would u want me to do it? Like screenshot from IBKR?

5

Replying to @dog

Peu @peualgos · May 15, 02:39 PM

@peualgos · May 15, 02:39 PM

Machine Learning

I posted about it on my profile. Take a look at previous posts and Y'll find. Any doubt feel free to ask brother. Peace

1 1 (Edited)

Replying to @quantguild

Peu @peualgos · May 15, 01:31 PM

@peualgos · May 15, 01:31 PM

Machine Learning

can you give any tip in how to create a good looking elite level rolling portfolio performance? Im thinking doing on streamlit so you guys can also see

1

Replying to @quantguild

Peu @peualgos · May 15, 12:54 PM

@peualgos · May 15, 12:54 PM

Machine Learning

Good! Gonna make it today. Top priority for now.

but now I will eat a ramen because I am hungry ASFFFF brother

2 1

Replying to @peualgos

Peu @peualgos · May 15, 12:29 AM

@peualgos · May 15, 12:29 AM

Off Topic

starting to suspect “quant research” is just trying to outperform a coin flip with enough confidence intervals to feel smart

4 2

Replying to @quantguild

Peu @peualgos · May 15, 12:16 AM

@peualgos · May 15, 12:16 AM

Trading Strategies

Can't wait to see brother. Awesome!!

6 1

Replying to @quantguild

Peu @peualgos · May 15, 12:15 AM

@peualgos · May 15, 12:15 AM

Off Topic

We’re not building models anymore, we’re just hallucinating with extra steps lmao

2 1

Replying to @peualgos

Peu @peualgos · May 14, 08:27 PM

@peualgos · May 14, 08:27 PM

NQ

mine update every 2 minutes but the levels dont change that fast.

4

Replying to @peualgos

Peu @peualgos · May 14, 07:45 PM

@peualgos · May 14, 07:45 PM

Off Topic

A date? I can’t afford that relationship

4 1

Replying to @quantguild

Peu @peualgos · May 14, 03:33 PM

@peualgos · May 14, 03:33 PM

Machine Learning

@quantguild I will update every single step in here ofc :)

3 1 (Edited)

Replying to @quantguild

Peu @peualgos · May 14, 01:19 PM

@peualgos · May 14, 01:19 PM

Machine Learning

Universe: SP500. Filters: 20d ADV liquidity floor, >=252 trading days of price history (excludes recent IPOs), > 4 quarters of fundamentals (excludes spinoffs). Training universe includes delisted/ac … View full post

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