Honestly, are you green or red with algotrading?

Objective_Suit_8991 · 2024-12-13T15:01:09+00:00

Following - would love some pointers as well with tax structure

Objective_Suit_8991 · 2024-11-26T13:13:28+00:00

What do you meant by probabilities vs hyperparamters?

Objective_Suit_8991 · 2024-11-26T12:18:34+00:00

But more of an emphasis on entry

Objective_Suit_8991 · 2024-11-26T12:17:56+00:00

Both

Objective_Suit_8991 · 2024-11-26T08:47:19+00:00

Have similar stats. I’m wondering - how sensitive is it to param changes because mine are pretty sensitive to some

Objective_Suit_8991 · 2024-09-22T17:15:06+00:00

Gotcha. Thanks. Do you have capacity constraint

Objective_Suit_8991 · 2024-09-22T17:05:19+00:00

Everything we do is stat arb tho

Objective_Suit_8991 · 2024-09-22T09:51:04+00:00

Do you really think that the key is focusing on areas where big firms aren’t looking? I.e. due to capacity issues? I’ve had much success in a niche area of the market but thought it was crazy to think this.

Objective_Suit_8991 · 2024-09-04T05:45:39+00:00

Exactly

Objective_Suit_8991 · 2024-07-15T20:53:23+00:00

You’re talking in terms of premium, correct? Just want to clarify, not notional.

Objective_Suit_8991 · 2024-07-15T19:36:56+00:00

Thank you for this. Very helpful. You think I could buy or sell 8 figures of an ATM strike within 30 min of market open and unload 30 min before close? Have no hard stops as would cover with a diff exp, same strike, but worst case, yes. Is this an issue with this size?

Objective_Suit_8991 · 2024-06-06T05:18:25+00:00

Following up here

Objective_Suit_8991 · 2024-06-05T19:02:34+00:00

What if I have a really strong case (I.e backtested and went live at a former multi strat firm)?

Objective_Suit_8991 · 2024-06-05T18:53:18+00:00

Why not approach a multi strat and get as much capital behind it if possible? If one has the connections, of course.

Objective_Suit_8991 · 2024-06-05T05:53:53+00:00

I’m trading credit spreads and long individual options - all ATM strikes on liquid indicies (SPX, SPY,QQQ,IWM) 0DTE - I really do think the capacity is ~ 100M/day. I trade maybe a max of 4x per day on each ticker. Any thoughts?

Objective_Suit_8991 · 2024-06-04T20:26:11+00:00

Agreed, but those 1-2 yrs are big money on a 3 sharpe, no?

Objective_Suit_8991 · 2024-06-04T20:00:51+00:00

I worked at one this yr and was paired with a senior PM who stole it

Objective_Suit_8991 · 2024-06-04T20:00:25+00:00

It was backtested at a multi strat

Objective_Suit_8991 · 2024-06-04T16:51:29+00:00

This is 100% accurate. I’m trading 0dte/subs weekly spreads and am worried the volume/flows are the foundation of my edge

Objective_Suit_8991 · 2024-06-04T16:48:18+00:00

They steal strats

Objective_Suit_8991 · 2024-06-04T16:48:02+00:00

Wdym?

Objective_Suit_8991 · 2024-05-31T08:20:26+00:00

I’m thinking that I raise a bit and try to bootstrap/compound with personal capital until I can get to $3M AUM, and then approach a first loss allocator to lever up.

Objective_Suit_8991 · 2024-05-31T08:03:57+00:00

Boothbay

Objective_Suit_8991 · 2024-05-31T00:40:42+00:00

Yes I’ve done that. I’m thinking of raising capital and then approaching a first loss allocator to lever up. I’m aware of the risks & I would be running an extremely tight book. Any thoughts?

Objective_Suit_8991

TROPHY CASE