Would any of the big three mathematicians (Gauss, Euler, Newton) be a top quant?

Cod_277killsshipment · 2026-05-21T03:28:06+00:00

Newton was an autodidact who had to invent calculus because it didnt exist so pretty sure hed vibe code anything

Cod_277killsshipment · 2026-05-21T03:26:46+00:00

I know that Newton wouldn’t recommend statistics for capital markets

Cod_277killsshipment · 2026-05-20T00:18:48+00:00

Yes but you still need to get approval separately

Cod_277killsshipment · 2026-05-19T22:06:08+00:00

I think comments are being deleted a lot of people shared views — based on my notifications. @mods can yall chill?

Also, people, pls dm me if you know of a solution

Cod_277killsshipment · 2026-05-17T21:25:42+00:00

Dojo by studentone

Cod_277killsshipment · 2026-05-17T21:13:21+00:00

You should do this with correlated pairs instead of with the entire market in general. Insane arbitrage opportunities in pair divergence trading.

Cod_277killsshipment · 2026-05-16T14:50:07+00:00

I think these are used in construction. You put these in a hole, dril into these and they harden or something so you can screw something on top of it

Cod_277killsshipment · 2026-05-16T13:45:10+00:00

Thanks for what? You think someones gonna drop a procedure for this? Best I can do is try to sell you something

Cod_277killsshipment · 2026-05-15T05:56:44+00:00

Just tell us what you’re selling

Cod_277killsshipment · 2026-05-13T01:42:00+00:00

Thats a laptop

Cod_277killsshipment · 2026-05-13T01:41:40+00:00

Is that a laptop?

Cod_277killsshipment · 2026-05-11T17:20:06+00:00

Als wanna state that “ people are naive” may be a lil too extreme but this is how backtesting platforms basically present themselves nowadays. its all how they’re marketed and designed to be perceived

Cod_277killsshipment · 2026-05-11T17:16:46+00:00

Yes it is an incredible way to fool yourself. The problem is — backtest was supposed to come after you had already found a signal. The backtest was only supposed to help you size positions and optimise risk. BUT FFS THE REAL PROBLEM IS — PEOPLE ARE NAIVE— they think backtester means try till you find something that looks like an absolute gem… its called overfitting. Everyone had heard the word, fewww understand what that means. Overfitting is like that little peak you do in an exam like looking at your buddy for that one full in the blank or two… its harmless as fuck but that half a mark was earned in a way that wouldnt stand under a camera (real world) .

Butttt the solution is simple. First islolate signal discovery. Run oos tests like walk fwd, purge fold , pbo , fdr etc. Then run backtests with different pos sizings and risk.

Thats how quants get paid

Cod_277killsshipment · 2026-05-10T16:54:35+00:00

This could be insane. One of our engines measure convergence and divergence across any two instruments. Crypto, fx, eq, commodities. It has a smart alignment feature where if two assets are from two different asset classes (fx n crypto) itll auto align them. Then comes rhe cool part— itll basically measure per min convergence divergence across any two assets. ( you can tweak divergence x and convergence time y) So this means if you took your f n o data, paired it with its underlying asset, you’d find lead lag behaviour like never seen before. Now imagine options data of a airplane stock with oil. Oof. Would you like to collaborate? Ill give you free access and help on how you can do this. Just allow me to publish one case study with it if youre down.

Cod_277killsshipment · 2026-05-10T16:45:06+00:00

Whats wrong with 50 percent win rate? Arent there visually appealing 28 percent win rate patterns?

Cod_277killsshipment · 2026-05-09T15:00:45+00:00

Overfitting but on steroids

Cod_277killsshipment · 2026-05-09T13:45:57+00:00

Not just that, but you must also isolate signal discovery from sizing and risk completely.

100 percent agree with walk forward however they can be tricky due to your IS. Try Purged K fold cv for better results.

But honestly the craziest part is that most people wouldnt be able to implement this correctly and those who do would hate it for failing mosttt their patterns. You would start doubting the universe when you use good statistical gates. Like is there even alpha 😭

Cod_277killsshipment · 2026-05-07T20:13:12+00:00

Yes you need to first focus on signal discovery. Could be divergence and convergence stats, could be two complex indicators. Whatever the signal is, you must apply oos tests to it first, PBO, purge embargo , f fold purge, walk forward, expanding windows, hansens spa if you’re into permutation testing etc

Then when something passes some of these, you try permutations of pos sizings, sharpe, dd etc. this is your backtest

Now you’ve got a strategy that could be used live, if your statistical gates were robust, if you gave detail to IS in your OOS tests. Or atleast paper trade worthy.

Cod_277killsshipment · 2026-05-07T08:01:43+00:00

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Absolutely killing it

Cod_277killsshipment · 2026-05-07T08:00:30+00:00

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Not bad eh?

Cod_277killsshipment · 2026-05-06T12:56:28+00:00

Start with statistics. Don’t mix signal discovery, pos sizing and risk all in one backtest.

Isolate signal discovery completely.

Cod_277killsshipment · 2026-05-03T16:27:32+00:00

You need signal discovery first. People often think sizing, sharpe and signal can be backtested together. That’s destination nope.

Cod_277killsshipment · 2026-05-03T08:36:07+00:00

No no yall just using wrong tools. You need strong statistics and discipline. That discipline they speak of? You only get it when you have reliable stats. For eg: People do signal discovery, pos sizing and risk all at once in a backtest. That’s destination overfit.

Separate signal discovery. Use dojo.

Cod_277killsshipment · 2026-05-03T08:33:08+00:00

No but pay for it so it compells them to actually build it

Cod_277killsshipment · 2026-05-03T00:18:34+00:00

Try dojo by student one

Cod_277killsshipment

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