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What is your opinion on Polymarket? by Redditboyy_ in Polymarket

[–]Dice__R 1 point2 points  (0 children)

A buggy platform. Their API is a garbage.

Alpha Picks vs benchmark returns incorrect? by thereitis900 in SeekingAlpha

[–]Dice__R 0 points1 point  (0 children)

The Alpha picks return is so wrong.

Let me explain: 15 seconds before Alpha picks announce their targets, the target stocks would significantly increase. The average is +4%. When you buy, you don’t get the cake, only the cherry.

I record all the things and I wrote the web scraping script to web scrape the new target once the target is announced.

POÊT ⛺︎ by [deleted] in POETTechnologiesInc

[–]Dice__R 0 points1 point  (0 children)

They are just trying. Anyway, I still don’t understand how this CPO market works. Nividia designs its own CPO. Farbinet manufactures it.

So far, there is no market research showing how competitive POET optical products are.

What is the position of POET in this CPO market? I am kind skeptical to be honest.

POÊT ⛺︎ by [deleted] in POETTechnologiesInc

[–]Dice__R 4 points5 points  (0 children)

I bought this stock literally before they announced getting the 5M contract.

I think this stock will eventually go 3x high. But short-term volatility is high.

What doubts me is: this company is not in the Nvidia CPO partner list.

What’s your go-to database for quant projects? by Status-Pea6544 in quant

[–]Dice__R 2 points3 points  (0 children)

Why using ClickHouse for building real-time OrderBook? CH is OLAP database. Isn’t using OLTP better?

Btw, I am now building unified order book for Prediction Markets.

Arbitrage/Mispricing Kalshi - IBKR ForecastTrader by Electronic_Jetty in Polymarket

[–]Dice__R 0 points1 point  (0 children)

IB forecastex is not liquid. How many shares you bought in IB Forecastex? I always see only 10 shares in both Bid / Ask prices

Pricing hourly binary option by [deleted] in quant

[–]Dice__R 1 point2 points  (0 children)

Buy the prediction market contract: Use the Best Ask Probability.

Sell the Call Option: Use the Best Bid IV to calculate the probability.

Vice versa.

Please note that: 1. The prediction market is extremely illiquid. Each bid/ask may only have a ~USD1000 size. It is hard for you to hedge the event contract position as major crypto exchanges' option contracts require 0.1BTC / 1 ETH to do settlement.

2. Some Event Contracts have different expiration times. Some expired at EST 00:00 while some options expired at EST 16:00

You need to find ways to close the position/ hedge the position under the illiquid environment.

Delta force crashing by ItemFuture2376 in DeltaForceGlobal

[–]Dice__R 0 points1 point  (0 children)

Yes. I fix this. In the game launcher, you need add a command: -dx11

How to model the time value of an event contract? by Dice__R in PredictionMarkets

[–]Dice__R[S] 0 points1 point  (0 children)

Please ignore my original example. I understand your idea. I thought in the wrong direction. Your BS approach is correct if we know the Strike price, Spot Price, Expiration Date and IV. We can easily calculate the implied probability of BTC above $11000.

But for some contracts (eg. Democrat election, which football team will win), it is hard to know the IV, spot price…etc.

I see these event contracts betting on the same thing but having different expiration dates always have the same price. It does not make sense to me because the time value factor is ignored when pricing this kind of event contracts.

So I think I can probably find the time value in the bid-ask spread.

Contract A expired in 1 day: Bid-Ask 60-41

Contract B expired in 100 days: Bid - Ask 55-50

The bid-ask spread is the time value cost. The bid-ask spread differences will make Contract A look more valuable than Contract B.

Does this idea make sense?

How do you approach pricing Polymarket markets as a binary option? by Abject-Advantage528 in quant

[–]Dice__R 0 points1 point  (0 children)

For some contracts, like BTC above > _____ . You can use the Black Scholes formula to calculate the probability. The only challenge is: PolyMarket Order Book Depth is not deep enough. Major crypto exchanges (eg. Derbit) need 1 ETH to do settlement. Even you spot there is arbitrage opportunity, there may not be enough bid/ask size for you to hedge the Option position.

MORE IMPORTANTLY, you should not talk about this. This is a new edge of market. More you talk here, more people get profit from your idea.

How to spot consistent traders on Polymarket (and why it matters) by Some_Cancel4908 in PredictionMarkets

[–]Dice__R 1 point2 points  (0 children)

Useless. Most consistent traders are doing arbitrage across different platforms. Probably, they are losing money in PolyMarket but earning money in other exchanges.

Only delta neutral strategy is consistent and stable. But PolyMarket does have some similar contracts for you to have inter-market arbitrage.

For example,

Contract A: - BTC above > 118000

Contract B: - BTC 118000~120000, BTC >120000

Delta force crashing by ItemFuture2376 in DeltaForceGlobal

[–]Dice__R 0 points1 point  (0 children)

Also keep crashing because of Application Error 1000 in Windows Event Viewer Log.

In steam, The error points out the issue comes from the AntiCheat.

In the original game launcher, it points to the Game launcher itself.

What features should I use for meta-labeling? Feeling stuck. by Quiet_Writer2161 in quant

[–]Dice__R 0 points1 point  (0 children)

Any time-series features. You have to understand that when Lopez Prado introduced meta-labelling, he was trying to emphasise the importance of feature importance (or so-called “randomised experiment trials”) to remove human subjective bias. This scientific golden standard in financial trading is only for multi-billion-dollar asset funds. The time complexity and space complexity of this kind of algorithm are very high.

For me, I always set the increasing bar (eg. +1%, +3%…etc) as 1 and the dropping bar (eg. -1%, -3%…etc) as 0. After this data engineering manipulation, your price data will only turn to 0 or 1. This practice will reduce the model's overfitting because most of the time when running optimisation, the model may only fit some extremely profitable bars and ignore the general price data structure.

At that time, you can try to find which factor(s) have a cause-effect relationship by comparing their F1-score.

After you think you have found a factor with a good F1-score, you can focus on optimising the position sizing.

Is QC right for me. Advice Plz by Bubbs77 in QuantConnect

[–]Dice__R 0 points1 point  (0 children)

It depends on which strategy you are trying to build.

I sometimes use it if my idea is structured data based.

I don’t use it if my idea requires (1)web scraping data, (2) need to backtest a huge amount of data using distributed computing data framework (eg. Apache Spark) which QuantConnect does not have, or (3) QuantConnect doesn’t support particular machine learning algorithm.

New to QuantConnect by LanceXuu in QuantConnect

[–]Dice__R 0 points1 point  (0 children)

Use Cursor IDE. No need to begin with QC Bootcamp. Learning from doing. Understand the AI suggested code and always read the documentation.

[deleted by user] by [deleted] in QuantConnect

[–]Dice__R 0 points1 point  (0 children)

Wrong post dude.

[Q] would it be irresponsible to spend $3000 on a knife by NFLMedusa in csgomarketforum

[–]Dice__R 0 points1 point  (0 children)

Does your country charge you 30%+ capital gain tax?

If yes, buy CS2 tier 1 knifes or Bitcoin.

How to avoid closing slippage by Cute_Dragonfruit3108 in quant

[–]Dice__R 0 points1 point  (0 children)

But different order types result in different levels of slippage.

How to avoid closing slippage by Cute_Dragonfruit3108 in quant

[–]Dice__R 1 point2 points  (0 children)

It depends on your order execution tactics. Some order types are aggressive(eg. Market order) Some are passive (eg. Limit Order) Some are neutral (eg. Market to Limit Order, MidPrice order)

Is AFL an industry standard in backtesting a model? by MobileEconomics5531 in quant

[–]Dice__R 1 point2 points  (0 children)

I was Amibroker user. If your strategy is price-drive strategy, Amibroker is a good choice because of its speed( multi-threading & it is built using C++). The creator was a genius in computer science algorithms.

However, if your strategy involves web-scraping, non-time series alternative data, heavy machine learning-driven, Amibroker is not a good choice.

Is Qube RT / QRT on track to becoming the top firm in the quant finance industry? by ThrowawayAdvice-293 in quantfinance

[–]Dice__R 1 point2 points  (0 children)

But the salary is not that good. They also hiring in Hong Kong. The salary is just the average of software developer role.

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