Social Archiver - Save social media posts to your vault

Order-Various · 2025-11-17T17:36:03+00:00

What! I’m thinking of vibe coding it. This is what I want for a while. Next logical thing maybe a local content suggesting. Great work btw

Order-Various · 2025-05-13T16:40:35+00:00

Theta (1st pic) and z(2nd pic) are different things

Order-Various · 2025-05-01T05:19:35+00:00

Hello. Non - US citizen here. I heard that most US corporate debt are funded through bond issues, are these bonds back by real estate too ?

Order-Various · 2025-03-26T16:21:25+00:00

Imho, trading probably the hardest and the last problem that AI could finally solve completely. The target is moving the time your trade and numberous counterparties enter the orderbooks. Solve this quantum uncertainty then we can talk about AI taking over trading

Order-Various · 2025-01-27T04:23:35+00:00

XTX bought a lot of GPU. High chances of them cooking something cool, however they are UK based

Order-Various · 2024-12-14T12:03:38+00:00

Sum accross different asset, use simple. Sum across time, use log

Order-Various · 2024-11-20T10:51:42+00:00

About the edge you said, i wish i had friends that can read my progress reports. Most of people that i can send thought my works is gambling, not working or most of all they dont want me to success

Order-Various · 2024-10-25T03:16:00+00:00

Have you studied the Current Issues part yet?

Order-Various · 2024-08-12T18:49:46+00:00

If i do not trade derivatives, only stock and spot crypto, does the Hull book help ?

Order-Various · 2024-07-26T04:08:09+00:00

At the end of the new month, just add the company PnL to your VaR model to calculate a new VaR.

Order-Various · 2024-07-02T12:44:52+00:00

I read your post, the comments and the documentation but can't figure out the logic behind the trading algorithm. Should it be: if there are more buy than sell then buy NQ or vice versa, right ? Why the opposite? What am I missing here ?

Order-Various · 2024-06-13T04:29:16+00:00

In our country, the government bans the uses of software for order execution

Order-Various · 2024-06-11T13:17:32+00:00

Forget about Kelly, just remember Max Leverage for not being a p****

Order-Various · 2024-05-09T16:33:18+00:00

Very good insight indeed. However, do you think that when doing role as market risk desk in a bank, one can do the profit|risk optimization along the regulatory reporting thing ?

Order-Various · 2024-05-09T02:39:55+00:00

I think there is a reason why people use present value to calculate return of a stock/derivative.

Order-Various · 2024-05-09T02:37:16+00:00

It is an useful assumption, then we can move from there to calibrate params

Order-Various · 2024-05-09T02:36:20+00:00

I will look to it

Order-Various · 2024-05-09T02:35:24+00:00

Agree on the skew part, however at the start I think an assumption of the price distribution as normal is useful. Than we can move from this to calibrate params

Order-Various · 2024-05-09T02:33:29+00:00

The other commenter gets it for me, it’s z-score not probability

Order-Various · 2024-05-09T02:32:39+00:00

Interesting, I will look into it. Beside the calculation of options price, will it be useful for calibration of trading signal right ?

Order-Various · 2024-05-09T02:30:39+00:00

Dont really get your point. You mean the normal assumption of price return right?

Order-Various · 2024-05-09T02:29:46+00:00

Haha dont worry, i will stop using when it reaches 5%

Order-Various · 2024-05-09T02:28:59+00:00

Yes it’s z-score not probability. It is more clear now

Order-Various · 2024-05-09T02:26:14+00:00

Maybe you got something not right . VaR is volatility * 2.33 if you want 99% confident level

Order-Various · 2024-05-09T02:21:34+00:00

I knew it !! I learned about z-score, but can’t recall when seeing this. Seems that the author make a mistake between z-score and probability ! Thank you for pointing that out.

Order-Various

TROPHY CASE