Search results

I would just say that it all depends on how high of frequency data you are going to be using. If the model can work with minute bars it is much different than if the model needs order book data. The scale of the time series data problem is night and day. If what you are doing is on the scale...

I am long NVDA in a bull market pullback. Ya'll can do what you want.

On NVDA? I am up on NVDA here. I expect to open on Monday with a decay in volatility? I don't care about 110. I expect to be up fast?

Obvious mistake. The price is always right.

I don't give a fuck what Cramer says. I am long NVDA on Friday lol.

At the same time it is not impossible. You could just lag reporting Tether. The papers I read I suspect had the wrong time stamps on BTC data, so they thought they found causation vs reported Tether data. I don't see the trade either way. Personally, I think BTC is worth like basically zero...

Options are obviously different because of the dimensions. Namely, theta. tick tock tick tock. What just happened?? tick tock tick tock. You just have such an edge on the statistical mechanics of the universe that there are all these option mispricings you are exploiting lol. Like I said...

If all information is priced in then you can't use that to predict the future, it is all priced in. The market is always trying to price in all available information but it is almost always pricing it in wrong. So many ideas about the market seem to be highly influenced still by cold war...

I think too much has been made of the head count with Tether. It seems to me it must be some weird way they have structured things so that the employees are under a different entity. At this point, any argument that has been put forth from the Bitfinexed/Buttcoin/Crypto Critics Corner has to be...

Of course it is all about "the math" but "the math" is a spectrum that on one end of the spectrum you have rigorous mathematical proof on the other end you have a type of performance art using numbers and the language of mathematics. Retail option trading is almost entirely of the performance...

With the huge VIX spike today I need to get long something and so in long on NVDA at $104.90 basis this afternoon. For a short term trade it is hard to not like the risk/reward here even being as anti-LLM as I am.

I have UAL on my watch list but for me there is a macro economic view that I can get this cheaper during an economic slowdown. I know what you mean by no long term risk with this valuation but there is certainly a risk of the entire industry getting crushed in a slow down. I think something...

I am an Intel guy but I feel like my grandfather who was a Ford guy. No matter how bad Fords got he just always got a Ford. I just got a new laptop and of course got an INTC chip. I like it but the integrated video is almost surely a step down from AMD. Seeing INTC at $20 is pretty incredible...

Retail option trading is mostly a type of online performative mathematical theater by obvious bullshitters and delusional people. The actors lines in this play are to try to convince you they have have this generative Bayesian model of the markets they are sampling from that prints money. You...

We are just at the stage of the empire with this installed kid sitting on the throne by the senate while all the plebeians know the kid has no power. The only ones who can't see this are the idiot upper class. This article headline sums it up perfectly "As the daughter of a cancer researcher...

It is not like the concentration is done yet though. We were probably at a low point yesterday. It will get more concentrated yet. I think rotating out is going to be a bad trade right now. 2026 it might be the mag 3 or 4. We are going to still get better AI models and at some point we will...

I have played around with intraday, 9:30 to 4, minute bar volatility correlations across a large basket of stocks. The correlations are constantly changing. There is loose clustering based on sectors but it also matters how much a stock moves based on the index. I would try to pick stocks that...

You probably think this is real too. " the science surprised us that a country just needs more heavy metal bands like Finland"

I think I heard this conversation on NPR the other day. Typical leftist bullshit pseudo science. "and the paper concludes we need more communism". Our society is infested by idiots pretending to do science. We have an entire class of people with advanced degrees in bullshit running statistical...

My PC died the other day and while waiting for parts to arrive I have had to interact with the internet like a normal person on a phone. It has been life changing because I never realized how hard it is to read things of substance this way. All you can do is watch videos and read bullshit like...