Recent content by SusquehannaVanna

Thanks, super interesting, especially BlockFi stuff. Yea I definitely agree, huge red flag that they only say "we just do what banks do but give you the benefit" without explaining any details. They are almost certainly trying to trade this on their own through futures basis or etf arb, rather...

Coming to the experts on this thread for some answers. A few friends have recently pointed me in the direction of the high fees to be earned from lending in the crypto space. A brief search confirmed that I can lend USDC for 15% APY @ pokket. My skepticism aside, I'm wondering if anyone knows...

Thanks that looks interesting, I'll have to take a closer look. I already migrated my data over to Arctic/mongodb and have been extremely happy with it so far. For those interested, migration was pretty simple. I also found it very convenient and clean to store my pickled model objects in the...

Very interesting project! Best of luck to you and thanks for sharing your process/thoughts. From the description of your strategies, it looks like you are overlaying a directional options strategy with a long calendar strategy (sometimes outright short vol when strategy 2 is 0). Do you...

Thank you both for the thoughtful replies. I am new here and am still making my way through some of the older threads but it seems like Mongo is pretty well liked. My db knowledge is very basic so I think I'll take this opportunity to use Mongo and dive into the nosql world. From my brief...

I've been scraping the cme futures options settlements for a while now and finally have the free time to compile the data with the eventual goal of building some trading models. I was wondering if anyone here has any suggestions on best practices with regards to the type and structure of an...