- here is me talking about stuff
- here are other places you can find me
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here are assorted writings (slowly putting old twitter threads in here)
- stop trying to beat djokovic at tennis
- on finding an angle and whacking it repeatedly
- i tell you a trading edge
- the best places to get trading ideas
- managing positions without voodoo
- the intuition of log returns
- kwant signal trade-offs in the real world
- don't major in minor shit
- measuring
- what can i do today to make money today?
- simulations in illiquid markets are mostly useless
- brute force statistical inference go brrr is usually a bad plan
- simple and log returns
- playing where your size is size
- how to make money as a random dickhead
- are you right or are you lucky?
- latch on to big, obvious, indisputable observations
- a reluctant automated trader
- scaling is hard
- price discovery mechanisms
- on puking quick: don't outstay your welcome in relative value trades
- funding rate manipulation shenanigans on ftx
- how can markets be both noisy/random and highly efficient at the same time?
- the degenerate serenity prayer
- quick note on crypto price discovery
- the basics of edge extraction
- on having a "read" on the market
- how scalable is this strategy?
- rebalancing exposures is a lot like making love to a beautiful woman
- why did price move after an announcement that was in-line with expectations?
- doing useful things that suck
- anatomy of a stat arb trading strategy
- carrywhoring
- how to lose at trading
- being happy to eat what you're fed
- being prepared to take on risk can be a competitive advantage
- non-stationarity and adverse selection
- real problems vs pretend problems in automated quant trading
- on the minimization of cope and not being one of those old guys that blames their shitty pnl on the fed
- carrywhoring with vix futures
- why do vix futures trade at a different price to the vix index?
- somebody needs to trade: systematic liquidity provision of last resort
- three types of systematic trading strategy that can "work"
- "hurst exponent go brrrr" - are your assumptions about persistence reasonable?