qm @quantymacro

self taught hedge fund quantitative macro tradooor. chief ridge officer. writes (allegedly) advanced quant stuffs on blog. research articles in highlights tab quantymacro.ghost.io Joined March 2023

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would someone who’s good at Boros teach me how to think about DV01 of my position? I just wanna know how much I’ll make/lose in USD for each bp that’s all. the BTC/ETH denomination is highkey confusing (unnecessarily?) imo. cc: @pendle_fi @PendleIntern

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qm @quantymacro

2 weeks ago

is it weird that I’m saving money for elderly day care for my parents down the road? I think at one point having a professional carer + day care will be rly good and help w loneliness. but the optics of/connotations towards outsourcing parental care is kinda negative.

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qm @quantymacro

4 weeks ago

sell everything

qm @quantymacro

4 weeks ago

sell everything https://t.co/o4N34gblGD

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qm @quantymacro

4 weeks ago

gf is asking for an algo trading bot as her birthday present does anyone know which part of the cycle is this

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qm @quantymacro

4 weeks ago

new post: trying to be somewhat creative with linear regressions apologies for the delay/inactivity. was busy touching grass and chilling. will post another one soon to make up for it 🙏

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qm @quantymacro

2 months ago

part of noblesse oblige is you’re not allowed to bash people younger than you for being harmless cringe and dumb since all of our past selves were cringe and dumb. but all the uncs are free game so go ahead

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qm @quantymacro

2 months ago

met someone who’s a ginger today. on top of that he’s a discretionary macro trader. and you expect me to believe that god is fair.

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qm @quantymacro

2 months ago

how quants act when they get to touch a woman’s hand:

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qm @quantymacro

2 months ago

my brypto arb pnl tier really bad day: loses a day’s salary bad day: flat ok day: makes 1/3 of daily salary decent day: makes 2/3 of daily salary good day: makes daily salary great day: wakes up in the morning & made daily salary amazing day: wakes up in the morning & made 3…

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qm @quantymacro

2 months ago

was busy buying the underlying of illiquid stuffs to push the price up & then buy the index puts and sell calls and then sell the underlying to push the price down & monetise the options but then gf walked in and I immediately switched to porn. much easier to explain

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qm @quantymacro

2 months ago

if my backtest Sharpe is 2 I'd be wondering where the hell did it go terribly wrong why is it so low

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qm @quantymacro

2 months ago

on a mission to find THE BEST kebab in London pls shill me your recommendations the winner will receive a free kebab delivered to their doorstep at 2am by a man wearing a balaclava and a hoodie

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qm @quantymacro

2 months ago

I underpaid taxes by ~3.7k I get it it’s my fault you need to build schools and roads ok that’s cool but the interest is £0.83/day like yo chill out a bit dawg can someone pls teach HMRC to run funding arb or smtg there’s no need to do me dirty like that

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qm @quantymacro

2 months ago

YTD: 333% down days: 8 every night is a fight to keep the edge alive. so far so good but the moment Sharpe dips below 15 I might just have to kill this thing out of shame. good things don't last. no crying in the casino

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qm @quantymacro

2 months ago

noob question: out of curiosity how do ppl actually backtest semi-high freq stuffs on illiquid things where clearly your presence affect the orderbook significantly. how do you even simulate that? or do you just test in prod like a chad?