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  1. S

    Algo & Quant traders

    To quote Bernard Shaw — 'Never wrestle with pigs. You both get dirty and the pig likes it.'
  2. S

    The EV transition is real

    My neighbor has a KIA EV6. He does not seem to complain.
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    Algo & Quant traders

    Oh, no, I own both my vehicles outright and I can only expect the price to go up from here because these things are trading at cab
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    Algo & Quant traders

    Yeah, just wait and see what I drive :)
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    Platform for a trading dashboard

    GUI development is hard. My backtest browser took me forever to build.
  6. S

    Platform for a trading dashboard

    In fairness, good UI does increase productivity. I’ve built myself a backtest browser and it’s super convenient. Don’t have a UI but I can see how it can be useful.
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    Algo & Quant traders

    Any SUV is an abomination :) A "performance" SUV is literally a crime against humanity.
  8. S

    Algo & Quant traders

    There are only two true Lamborghini models - Miura and Countach. Everything else is meh
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    The EV transition is real

    That's not really how you'd wanna think about it. You have (a) initial purchase price, (b) maintenance costs and (c) energy costs. After that there is some residual value (i.e. purchase price minus depreciation) and that gets you the total cost of ownership. Depreciation includes the fact that...
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    Fully automated futures trading

    Is it a vol signal to trade NKY or other vol products?
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    Fully automated futures trading

    VNKY has whopping 90 contracts of open interest at 10k JPY (ie 65 dollars) per point. Why would you include it?
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    How do NQ and QQQ track so closely?

    The latter - essentially waiting for the authorized participants to push the price in their direction.
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    How do NQ and QQQ track so closely?

    I’ve seen it work even recently, but it’s so capacity constrained that you might as well get a job.
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    How do NQ and QQQ track so closely?

    Actually, I know a guy who trades smaller ETFs (less liquid) as well ETFs that involve non-traditional assets or have incomplete holdings. It's a bit more statistical and requires a lot of work, but there is definitely money there.
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    Backtesting

    This thread contains a bunch of misconceptions about backtesting and it's role in systematic trading. But I still think it does not belong in the options section, so I refuse to contribute.
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    Backtesting

    What does this have to do with options?
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    I told you BS was BS!

    I was just doing it for academic completeness. LOL. To quote an old Soviet comedian, "Let's argue about the taste of oysters with those who actually ate them"
  18. S

    I told you BS was BS!

    And you can still get fucked :D
  19. S

    I told you BS was BS!

    In fairness, there are examples of people using better models and making big bucks. One case study would be the guys at BoA who started using UVM for corporate call spreads. But this usually is in non-listed space and mostly driven by ability to manage these risks better
  20. S

    I told you BS was BS!

    Why would you do that? He's an endless source of amusement
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