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A comparison... Fiat - backed by sovereign - depreciates due to inflation - can rapidly devalue / cease to exist - relative value depends on macro & geopolitical conditions of the country Equities - denominated in fiat - produce value (goods / services), also denominated in fiat - typically...

As soon as you took the average and then tested that on 2011-2023, you are no longer doing OOS testing because all the so-called "OOS" periods were used to determine the parameter value you decided to use. So, those results are just in-sample testing and so it's not surprising that they...

AI is a tool like any other. It will change the world in some ways and not in others. I use ChatGPT AI to write code faster. I outsource my coding tasks to junior developers less than I used to. I can describe something at a high level and the AI can usually get it right or close to right...

The Handbook of Fixed Income Securities, Frank J. Fabozzi

I'm at my desk again (back from vacation, where I first started this thread on my phone.) I can't find ANY news item for the MARA SGM that came out on Aug 31... ?? Which newswire is most likely to have it? I subscribed to the following through Interactive Brokers, with no luck: - Dow Jones...

Please allow me to simplify my question: * Where do these types of announcements hit the news first? If I were to subscribe to a news service or two, which would you recommend? *

I don't trade the news, but I'm curious... When it comes to individual equities, where does news hit first? Then where next? How does it work behind the scenes for equities? As a case study, consider today's news that MARA will have a Special General Meeting of Shareholders where there will be...

Sure - the term 'bet' is old language I adopted from money management books I was reading in the 90s that extended the literature on gambling to trading. Many of the foundations of probability and statistics were developed beginning in the 17th century in order to analyze games of chance. I...

There may well be seasonality, but just to be clear you aren't doing any real statistics there, just some basic data visualization. (I recognize you never claimed otherwise.) If you go ahead and calculate p-values and then apply a Bonferroni correction (for example), I'd be surprised if what...

BITO is very unlikely to consistently sustain these dividend amounts. The current dividends reflect (generally speaking) the fact BTC has done well YTD (~60%). If BTC goes down, the dividends will shrink or be eliminated. This isn't to say the dividends can't continue, but them doing so is...

No, I've had an account with Bitstamp for many years. Are you in Ontario, by any chance? I know the OSC has been more crypto-cautious than some other jurisdictions in Canada. I think it's the recent coordination of provincial securities regulators under the CSA that is leading to these...

Now it's Bitstamp... Hi, We’re sad to inform you that Bitstamp will no longer offer services to new or existing customers residing in Canadas. Ever since 2011, we’ve remained committed to ensuring compliance with regulatory requirements in each of our operating jurisdictions. However, we...

I don't really know what that means. Several years ago I applied, I filled out all the forms correctly, and I opened an account. Deribit didn't have any issues with it and I wasn't aware I was doing anything wrong. What does it mean that I wasn't *supposed* to be allowed? Was it illegal...

I'm interested in others' opinions: 1. Where should Canadian residents with Deribit accounts for trading crypto derivatives consider migrating their funds? 2. Is it likely that other crypto derivatives exchanges that currently accept Canadian residents will soon cease business with Canadian...

There's always an achilles heel. There is no free lunch.* Based on your description, you'll lose if QQQ doesn't go up but doesn't crash enough for your puts to be profitable either. You could even lose on both. You're betting that either QQQs go up OR they crash but you haven't covered your...

If you give me a CSV of the PL from the first 100 that did well plus those that followed, I'll tell you if it was just 'statistical luck' or not. I'm not going to clean the data for you, but if you give it to me clean, I'll analyze it for free. I'm a registered statistician. PM me if...

I'm trying to understand your comment. Do you somehow think I'm a proponent of MMT?? By 'macro regime change' all I mean is central banks are raising interest rates now (and that affects asset prices) and by 'regime change' I mean it in the statistical sense of a 'regime switching model'...

I agree with this, with one caveat: despite the macro regime change, BTC still has NOT deviated from its long term cyclical patterns. (If you don't believe me, go back and do the calculations.) So, it could be true that this time it will be different due to a different macro environment - and...

Start here... https://www.lookintobitcoin.com/charts/ https://glassnode.com/ The past never guarantees the future, of course, so choose position size appropriately, as I know you know. FWIW, based on cycles we'll reach (/reached) the bottom sometime between Sept 2022 and June 2023 (approx)...