Formula δ1 (@FormulaDeltaOne) header
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QR, HFT

Joined July 2011
Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)Photo by Formula δ1 (@FormulaDeltaOne)
AMA - Shill me your HFT/algo strategy idea and I’ll tell you why it won’t work.
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Replying to @gimble12xp
Sorry, for some reason I don’t see you in my DMs.
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Replying to @gimble12xp
I don’t see anything from you at the top of the stack. Try hitting me up again.
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Sorry guys I haven’t been active very much lately. I just have to say that the AI discourse is so boring.
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Why is it that working while on vacation hits so much different than working from the office? Forbidden fruit…
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Vagueposting game 👌
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Everybody’s talking Fable and Sol. I don’t see much discussion around how abysmal the @GeminiApp models currently are. Really mind boggling since Gemini Pro used to be quite good. And it’s not even the case of if you’re not getting better you’re getting worse…
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💯
Replying to @AgustinLebron3
c) This is easily fixable. Make the NC period proportional to your tenure at the firm, with a cap of, say 2 years. If you leave after 6 months, your NC is 6 months. That's much more ethical than the current standard system.
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Replying to @leboluso
Good point! Exact fractions vary X vs irl.
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Somehow it feels that half of the world takes too much unnecessary/bad risk (prediction markets, crypto, memestonks, gambling…) while the other half is excessively risk-averse and conservative w.r.t. investing, career changes, creating opportunities etc.
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Think Newtonian vs relativistic physics. I’m talking about trading btw (but not only)…
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When something works the mind gets easily fooled into treating that as the given model of the world in which it operates and only tries to develop and polish that further. What if your assumptions are just wrong and if you start from a different angle it allows you to go beyond?
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Replying to @Long83
Just bad prompting 😅
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Formula δ1 retweeted
Vectors under parallel transport
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Me orchestrating a multitude of coding agents: Spacing Guild navigator threading the folds of space You juggling a few: slop-generating vibe coder
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Oh and don’t even get me started on the smoking gun..
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Smoke check, smoke test, smoke run…Are the goblins at work again at @OpenAI ?
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Live backtest. Live… backtest…
Avellaneda-Stoikov is the foundation of modern market making. Researchers asked one question what if a deep reinforcement learning agent could tune its own risk aversion parameter in real time? The result beat the original algorithm in live backtests.
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Replying to @AgustinLebron3
Overthinking junior analogy?
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