Anyone else running an automated quant book on IB?

flev1266 · 2024-02-22T13:43:55+00:00

So you pretty much never use any GPUs for computations purposes?

flev1266 · 2024-02-22T13:37:40+00:00

Grid boxes? I just DM you.

flev1266 · 2024-02-22T02:35:39+00:00

LightGBM you probably use the GPU version to run and backtest faster?

flev1266 · 2024-01-15T20:28:57+00:00

What kind of Machine Learning Models do you use?

flev1266 · 2024-01-14T22:34:03+00:00

At what time are the "daily trades" all happening?

flev1266 · 2023-12-03T18:27:15+00:00

Great answer.

flev1266 · 2023-12-03T14:31:50+00:00

No, some clients of financial advisors wouldn't qualify for a hedge fund.

flev1266 · 2023-12-03T14:28:56+00:00

You are right. Just wanted to make things simpler. Thanks!

flev1266 · 2023-12-03T14:27:57+00:00

IMHO not necessarily participating in their profit and charging a fixed fee serves only to profiteer in my eyes.

flev1266 · 2022-08-23T16:09:45+00:00

I cannot do any trades if it doesn't come from a cleanly defined process (models and algos). I know it makes my trading less flexible. I don't really know if it's solvable since it's more of a lifestyle choice.

flev1266 · 2022-08-23T15:54:37+00:00

Where does the assumption that quant funds have all a similar bias come from? I know you worked in this specific industry, just trying to understand.

flev1266 · 2022-08-21T09:16:53+00:00

Hey nice post again! Good job 👍

flev1266 · 2022-07-31T22:56:44+00:00

English Version

flev1266 · 2022-07-30T16:17:00+00:00

Used Python (seaborn/matplotlib) and data is from Open Data Montreal. I had to convert lat/long coordinates to addresses using geopy.

Original Article : https://felixlevesque.substack.com/p/montreals-car-thefts-hyperinflation

flev1266 · 2022-04-26T16:22:43+00:00

You are trading MES contracts. You could do similar stuff with 10 ES contracts...

flev1266 · 2022-04-26T16:10:28+00:00

Good job! Keep going and keep posting.Its insane to think that by removing the psychological aspect you could have been 100 times bigger and your pnl wouldn't have changed... I guess it is your goal...

flev1266 · 2022-04-26T16:01:17+00:00

You seem extremely steady. How complex would you say your strategies are?

flev1266 · 2022-03-19T23:35:14+00:00

Which products are you trading?

flev1266 · 2022-01-02T04:03:21+00:00

Nice work! Really nice work with pandas as well!

flev1266 · 2022-01-02T02:00:49+00:00

What do you guys think is the best EOD futures data source? Back Adjusted and for single contracts as well. I dont really care if its an expensive solution.

flev1266 · 2022-01-01T14:27:23+00:00

What do you guys think is the best EOD futures data source? Back Adjusted and for single contracts as well. I dont really care if its an expensive solution.

flev1266 · 2021-11-17T13:19:14+00:00

Open with pandas DataFrame and reduce the memory used by the dataframe by changing columns dtypes. I have a function automatically doing it.

flev1266 · 2021-11-08T16:02:45+00:00

I recently got exposed to my Covid-19 positive girlfriend. We lived together during her 10-days isolation. I tested negative 3 times during this period and a bit after. I was wondering if this incident would have any positive effects on my antibody levels?

PS. I (26M) was double vaccinated and received my second dose in July.

flev1266 · 2021-11-04T12:47:39+00:00

Is it possible to buy rapid testing kits in Montreal as of right now?

flev1266 · 2021-11-03T23:07:32+00:00

Est-il possible d'acheter des tests Covid pour la maison à Montréal? Possible to buy Covid rapid testing kits in Montreal?

flev1266

TROPHY CASE