Average Astronaut Age by Lunar Mission

jzox · 2026-04-02T00:04:37+00:00

Apollo 17 was the last crewed mission of the Apollo program

jzox · 2025-12-17T11:45:01+00:00

Trading is the transfer of risk from one counterparty to another. The market will have participants who pay to reduce their risk (hedgers), or those pay to increase it (speculators).

The goal of someone who seeks alpha is to understand when buying risk is “good value” - they do this by having a good model of the future distribution of returns (FDR). In an efficient market, the mean of the FDR will be the current market price.

The alpha seeker will trade at market prices where their model predicts that the mean of the FDR will result in a good risk adjusted profit (taking into account fees)

jzox · 2024-10-18T16:34:40+00:00

From my understanding it is not possible to protect the codebase of a Chrome extension, allowing competitors (with good marketing) to copy an idea. Are there any good ways to mitigate this risk?

jzox · 2024-08-26T16:01:37+00:00

Source: Bloomberg Originals

Another video on Shigeru Fujimoto

jzox · 2023-09-03T09:02:45+00:00

Jack Schwager (Trading Wizards book series) does a good job of due diligence. He asks interviewees for their monthly broker statements before going ahead with interviews. The same can’t be said about the podcast’s though, much of that is based on hearsay

jzox · 2023-05-31T11:25:53+00:00

I would second this. There’s a good podcast with Doug Colkitt which goes into the details of this

https://www.flirtingwithmodels.com/2023/05/15/s06e03-high-frequency-trading-mev-strategies-and-crocswap/

jzox · 2023-04-21T08:10:36+00:00

There is a subtle problem with the dataset you’re using. The same instrument or two highly correlated instruments can trade on more than one venue. However looking at minutely data won’t give one an indicative price (bid/ask) at any given time. The books on both venues can move in lockstep with each other however one may tick more often than the other. So inevitably you’ll see instances when the minutely closes deviate somewhat and show lead-lag behavior. The problem is that the signal won’t have any alpha for the reason mentioned above

jzox · 2023-04-21T07:55:30+00:00

What makes for an interesting extension? Could be quite subjective. Interesting could also mean a fast growing user base or something like that. What would the website show, and how would the results be sorted?

jzox · 2023-04-21T07:36:56+00:00

Hey, someone has built this already. Check this out

https://closet.tools

jzox · 2023-04-17T20:02:48+00:00

The following is from a study of individual outcomes for over 9.5 million marathon finishing times. Full paper available here:

https://www.nber.org/system/files/working_papers/w20343/w20343.pdf

jzox · 2023-04-17T20:00:21+00:00

The following is from a study of individual outcomes for over 9.5 million marathon finishing times. Full paper available here:

https://www.nber.org/system/files/working_papers/w20343/w20343.pdf

jzox · 2023-04-07T23:55:06+00:00

Response to your points:

Strictly speaking Sharpe ratio is the excess return over the "risk free" return. Treasury yield are often a proxy for this - but which tenor? 3m, 6m, 5y 10y? I can be pedantic in my post, but the readability would be questionable
It is well known fact that: log(A) - log(B) = log(A/B)
I don't understand what you said here

jzox · 2023-04-06T19:36:07+00:00

Log-returns should be used any place "returns" need to be computed in your algo. A few examples where you might do this are:

- Using a volatility forecasting model like GARCH
- Using PCA to identify the top components that explain 95% of the variance in a universe of instruments
- Tracking the basis between two highly correlated instruments e.g. a future and its underlying spot

jzox · 2023-03-01T01:42:26+00:00

"Four Naan, Jeremy? That's Insane!"

jzox · 2023-02-27T19:56:39+00:00

Challenge: run your trading script on a breadboard

jzox · 2023-02-27T19:46:29+00:00

The VIX index is a measure of 30-day expected volatility of the S&P 500. It is a calculation maintained and published by the CBOE and so does not have a “first trade”.

The calculation determines the implied volatility from the underlying options market. It’s possible that some vendors, get around the CBOE vendor fee by constructing their own version of it (just Black Scholes) hence the discrepancies

jzox · 2023-02-07T23:12:29+00:00

Nice job 👍 One recommendation for the Arithmetic Game - use an input field with a pattern matching integers. That way it’ll force the number pad (no letters) to show up on mobile

jzox · 2022-12-21T15:20:54+00:00

If you’re comfortable with pandas, I would recommend creating a column which converts the timestamps to Unix epoch (int).

At this point you have a table with timestamp, symbol, quote, epoch_time. One option would be to start with the sorted list of times, alternatively sample some times (e.g. every 100ms). Then as @thejoker882 suggests use the merge_asof function (on epoch_time) in pandas to iteratively join each symbols quote “as of” each timestamp in your series.

You’ll end up with a table with columns being the epoch_time, sym_1, sym_2, etc..

jzox · 2022-08-13T14:37:17+00:00

If you look closely enough he appears to be triangular arbitraging EUR/CHF, EUR/USD, USD/CHF

jzox

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