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With the recent news coverage of bubbles/ comparisons to 1987/ VIX-shorting etc, it seems like ppl are expecting a reversal of the strongly trending markets It seems like in the past, whenever there's a report of rogue traders who lost billions, usually it's some guy who bet on mean reversion...

I'm actually with OP on this one. Stayin' short and strong. Everyone has their reasons backing their trades; we'll just have to see from retrospect whether it made sense to be positioned short at 2430 looking for move to 2350s. Imho, from reverse psychology point of view, if I were long from...

in some cases, revenues lower than expected in other cases, revenues much higher than expected

https://beta.companieshouse.gov.uk/ I came across the above earlier, and out of curiosity did a few searches on hedge funds. The audited financial statements are available publicly, and I was surprised when reading through some of the results. Just fyi, in case anyone else is curious about...

yep, early on i remember being very surprised when i first heard that the top traders by PnL sometimes average only 60%-ish on their win rates (eg. can you imagine if a doctor averaged only 60% right on diagnosis and treatments...that guy prob wouldn't even get through the licensing) it's only...

while doing a review of my trades, i noticed that the times that i really struggled / obsessed over a position, it usually turned out to be fairly unprofitable (even if i managed to turn it into a small net profit after going back and forth multiple times, the opportunity cost in terms of wasted...

thanks for the responses everyone, it was great to see the inputs to the topic of current weaknesses in state-of-the-art AI, it seems deep learning architectures can be fragile when dealing with context-heavy representations that combine multiple layers of abstractions, eg...

It seems many tech companies are working on self-driving cars recently, and there are varying estimates of when autonomous vehicles will actually replace human drivers on the road. Tbh, it's kind of bizarre that they haven't done this already, in that the machine learning algos have already...

yes, definitely exists, photo:

would be v cool if we did a comparative analysis of his techniques with those of Livermore

it also begs the question, if these guys are 'recommending' bullish energy bets to majority of the street while a large whale is buying tons of put options with price target sub-$38 on crude by end of this year, should we assume there are similar things going on w/ other assets etc? because it...

they seem to be trading w/ a very solid edge, lol in a way reminds me of porsche-volkswagen, in that at some point the trader actually has significant influence on how fundamentals develop in a particular trade

yep, it's like when those 'alternative' protein milks (soy, almond, coconut, rice etc) started showing up in the grocery aisles with endless variations (organic, fair-trade, unsweetened chocolate-flavored rice milk?) -- and white waves' stock went from $15 to $55. also nvidia, with the parallel...

lol, it'd be great if they did a snapshot of different age groups, eg. what 40-50 year olds think is cool also, what older investors / middle-aged PMs perceive to be currently cool among teens if they can find high-quality data, maybe someone should do a time-series analysis of perceived...

well, this is an edge in itself...and as zerohedge points out, the buy-the-dip mentality has become somewhat of a self-fulfilling prophecy not sure about idiosyncratic factors around the 4 stocks u mentioned, but for broader market there's a tendency for a ramp at end of day (retail flows into...

lol, the options mkt can be truly surreal anywho, hope the hammer at today's close worked out in ur favor

interesting, seems timely for quad witching day is this spreadsheet supposed to illustrate volatility skew with put option premia more expensive than call premia

A few come to mind, which were all pretty counter-intuitive to me at some point in time: - Winning percentages are not as important as Profit/Loss ratio, in terms of how the long-run equity curve for the strategy will look like - Although alpha is a lot cooler to talk about, beta can be a...

anyone here familiar w/ the frameworks for applying deep learning to FX trading? would be keen on bouncing actionable ideas; focus is more order-flow driven than quantamental, pm if open to discussing specifics

in terms of technicals, crude looks to have just broken its 50, 100, and 200 MA. coupled with the fact that so many hedge funds are positioned long, stop losses may likely be triggered in cascades. then you also factor in the possibility of CTAs becoming positioned short, as the breakout to...