@altaccanon

systematic trader, bread capital KINO (kwant in name only) distributed systems engineer

 Bread Capital
Joined September 2017
  • Tweets25
  • Following981
  • Followers288
Last time I tweeted was the top of our pnl for 6 months; credit to Jimmy for staying the course and only firing me twice. Live sharpe now stands at ~1.5 which is more in line with real expectations, with robust outperformance during the tariff meltdown. Multistrat wen?
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note to self never abbreviate “confidence intervals” on this site ever again (criminal informants no good either)
Alt@altaccanon2 Sep 2024
In honor of Labor Day I have brought statistics: our live sharpe is ~2.3, in sample sharpe also ~2.3 (don't ask about the CIs); underlying (NQ_F) sharpe is .3 over the same period. Our live daily return correlation to NQ_F is -.5, in sample 0.05. OK back to shitposting, cheers
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In honor of Labor Day I have brought statistics: our live sharpe is ~2.3, in sample sharpe also ~2.3 (don't ask about the CIs); underlying (NQ_F) sharpe is .3 over the same period. Our live daily return correlation to NQ_F is -.5, in sample 0.05. OK back to shitposting, cheers
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sold the low covered a lower low 1 entry 1 exit no hindsight 180 points some days scratch trades some days home runs, can't have one without the other
Sarasota Jimmy
@jimmmmmmmmmmmny31 Jul 2024
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2 entries 2 exits, no hindsight no if this that 285 points
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