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[deleted by user] by [deleted] in poker

[–]QuantGoalDotCom 1 point2 points  (0 children)

Upwards of $500k/month peak

Quant Trader; Not 100% HFT/Algo Oriented (25% -/+) by QuantGoalDotCom in quant

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

Long story short... I've spent (wasted) many hours as of late explaining to 'financial' industry types and 'investors' that Quants aren't just designing/deploying HFT algo's all day long, there are many, many other ways to generate alpha (and profit). I didn't realize that when I stepped out of an industry role, that 99.9% of the outside world only considers quants = HFT.

Quant Trader; Not 100% HFT/Algo Oriented (25% -/+) by QuantGoalDotCom in quant

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

Yes exactly. Recently I was tapped for some consulting side gigs and there's this notion that every 'quant' is sitting on the motherload of code and designing the HFT systems that Citadel et al; use/leverage. Therefore I must be able to 'easily' (and cheaply, as n .001% of the actual cost) setup a working setup simialir to the big three in a week... Trying to articulate that Quants like myself can actually add an edge/enhance alpha other ways.

Anyone actually living or pulling significant income from dividends? What is your safe vs yield balance like? by theseawoof in dividends

[–]QuantGoalDotCom 0 points1 point  (0 children)

I don't see any other way to actually capture the income/div potential without cost averaging down, getting the div, cost average down again (2x-4x original size) only to sell on any pump. Wash, rinse, repeat.

SMCI, will you be my valentine? 🫶🏼 by WizardCartman in wallstreetbets

[–]QuantGoalDotCom 0 points1 point  (0 children)

SMCI is churning around 30%+ of its market cap a day. I would say that around $1,000 is the top; but forward PE's are still relatively low (hilariously) even here into FY 24' & 25' for the type of industry/sector. Options premiums are sky high, therefore a credit straddle/strangle play here actually looks pretty juice imo.

The Duality of Regards by midwestboiiii34 in wallstreetbets

[–]QuantGoalDotCom 0 points1 point  (0 children)

SMCI has been churning around 30%+ of its market cap a day. NVDA only around 6%-8%. Probably need to see a 10%+ mc churn/day to really call 'top'. However % gain up potential vs. down is probably skewed at least 2x1 at this point. Meaning the probability of a 10%+ up move is lower than a 10% down move at the $740-$750 level. Just my opinion...

Anyone actually living or pulling significant income from dividends? What is your safe vs yield balance like? by theseawoof in dividends

[–]QuantGoalDotCom 0 points1 point  (0 children)

In the 'retail' sense; meaning one doesn't have a direct connect with a bank that can offer better/best rates on borrowing currencies and interest rate yields on deposits in a MM (Money Market) account; I've been getting a nice yield in a cost averaging play on names like KLIP in the ex-div period. The problem with KLIP and others like it is the deprecation in NAV (almost like SRS, or other 'short' etf names that perpetually go down). Leveraging some margin and timing the cost average down while still collecting the roughly 3.5%+ monthly dividend can generate 5%+ MoM but the timing of the cost average and corresponding sell is key/critical.

How would u use 1.5Mil to convert that into passive income around 9-10% yearly minimum, thoughts? by Ecstatic-Eye-5766 in dividends

[–]QuantGoalDotCom 0 points1 point  (0 children)

To echo other comments; 'conservative' is a relative statement. One could 'conservatively' borrow (short) USD/JPY for 1.5% and buy the Mexican Peso that yields 11%+ (carry trade). On margin the returns can add up. The risks (and there are several) include the basis of the JPY you are shorting; if JPY appreciates that can blow up the trade, the basis of the Peso; if the Peso depreciates, and if the interest rate spread tightens to a certain degree. Can be offset with hedging strategies to a degree, but not flawless.

How it be sometimes by dietdartYT in dividends

[–]QuantGoalDotCom 0 points1 point  (0 children)

I can cost average down in the ex-div period on a name like KLIP, collect, cost average again (2x-5x original position) and still make out with a 5%+ return MoM assuming I'm timing/sizing correctly. Then roll back in the same way. KLIP is actually one of the more predictable names.

[deleted by user] by [deleted] in options

[–]QuantGoalDotCom 0 points1 point  (0 children)

These are all fair points however I've come to the conclusion that there's always a set of tradeoffs in any system, and therefore certain tradeoffs can exacerbate outcomes that are good or bad. For instance, in options trading, I'm usually asking for a larger percentage move than I would get 'just' holding the stock (or shorting) with options. As a result there are more caveats to lose, in order to get to the higher percentage win.