The TaIi That Wsga The Dog &Advisor

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The TaIi That Wsga The Dog &Advisor

The TaIi That Wsga The Dog &Advisor

@Capone_kiing

Realizing the AI-human hybrid and Centaur in financial modeling.

Katılım Mart 2012
47 Takip Edilen44 Takipçiler
The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Category: 0DTE Options Charting Milestone It, literally, took me years and over 500 lines of Thinkscript to figure out how to plot 0DTE SPX options premium (top four highest values for calls and puts) ... live on the chart. Look at how those call-related support levels get taken out ... en route to those puts traded below. (Today is the right half of the chart.) This is happening within the Thinkorswim platform ... using Thinkscript. I am watching these levels form ... and the premium values change ... in real time. This changes everything.
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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Category: Emergence from a deep immersion. For ~ six months, I went into the weeds with Claude ... my new BFF. Rearranged my sleep schedule so I could work more hours, uninterrupted ... in the quiet of the night. Relentlessly stress tested what I thought were my very best ideas about trading ... best Thinkscript studies ... best algorithms. But stress test after stress test after stress test revealed the weaknesses in what I thought was unassailable ... what I thought was solid. Awakened. 2 breakthroughs ... new clarity ... paradigm-shifting level ... could never go back level ... insights. 1) the signed order book (discussed), and 2) the importance of time diversification - employing bucketing, using cash buffers, prudently adjusting equity allocations during periods of market fragility ... *this* ... as opposed to "all in → then hold" ... or all in, then rebalance on a weekly, monthly, quarterly interval (Stuff happens in-between.). "The secret of transformation is in the way we handle this very moment.” — Thich Nhat Hanh
The Tail That Wags The Dog tweet media
The Tail That Wags The Dog@TailThatWagsDog

Time to back off. Been pushing this notion that the signed order book (SPX large lot options transactions) is where edge resides ... and everything else we're accustomed to talking about ... is a mere shadow of edge ... measures of market activity that fail to withstand quantitative validation. It's a "Which came first question: the chicken or the egg?" Two points and then I'm going to shut up on this: 1) no desire to offend anyone who embraces and is attached to what works for them. Respect. The whole FinTwit space ... at its best ... is essentially about idea discovery. Discourse. 2) pushing the order book as the sine qua non might appear to be promoting a perspective that is single factor ... too narrow. Not so. Trading the order book is actually multi-factor - e.g. imbalance, flow (signed volume, aggression), book convexity, order distribution, bid-ask spread dynamics, distance from VWAP. That's it. Stood up ... said it ... now sitting down. Do your thing. ________ Reminder: I'm a surgeon ... not a credentialed financial guy ... so take everything in this account as a muse ... just thoughts ... nothing more ... with little value exceeding an occasional, "Hmm, now there's a thought."

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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
The TPO drift path — the sequential migration of maximum time-diversity from one session to the next, drawn as a value trajectory. A magnetic reference until the auction proves otherwise.
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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Same validated signal for a 20-year horizon time-diversified portfolio ... in a one minute 0DTE context. Benoit Mandelbrot - fractal geometry Edgar E. Peters - the Fractal Market Hypothesis The whole is mirrored in the part. ________________________ The signaling? Dislocation velocity ... the z-scored deviation of instantaneous bar range from its EWMA-conditioned distribution, gated on close-location to distinguish directional impulse from two-sided volatility expansion.
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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Time to back off. Been pushing this notion that the signed order book (SPX large lot options transactions) is where edge resides ... and everything else we're accustomed to talking about ... is a mere shadow of edge ... measures of market activity that fail to withstand quantitative validation. It's a "Which came first question: the chicken or the egg?" Two points and then I'm going to shut up on this: 1) no desire to offend anyone who embraces and is attached to what works for them. Respect. The whole FinTwit space ... at its best ... is essentially about idea discovery. Discourse. 2) pushing the order book as the sine qua non might appear to be promoting a perspective that is single factor ... too narrow. Not so. Trading the order book is actually multi-factor - e.g. imbalance, flow (signed volume, aggression), book convexity, order distribution, bid-ask spread dynamics, distance from VWAP. That's it. Stood up ... said it ... now sitting down. Do your thing. ________ Reminder: I'm a surgeon ... not a credentialed financial guy ... so take everything in this account as a muse ... just thoughts ... nothing more ... with little value exceeding an occasional, "Hmm, now there's a thought."
GetKnowFlow@getknowflow

@TailThatWagsDog But that's just plain wrong. If you have Gamma you can calculate Charm heatmap and that beats LOB any day. Charm flips (for ES/SPY/SPX) and Charm gradient are far better trading tool. For Gamma it's almost useless if you use naive GEx

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The TaIi That Wsga The Dog &Advisor
The TaIi That Wsga The Dog &Advisor@Capone_kiing·
Many of my followers have already joined our WhatsApp group.! Get free real-time trading alerts, investment strategies, and market forecast analysis. Join the group 👇 ➡️ Send “Join” to this WhatsApp number +16462985032 WhatsApp link👉🔗api.whatsapp.com/send?phone=164…
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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Another traditional concept .. only partially confirmed. The bottom line is important.👇
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The TaIi That Wsga The Dog &Advisor
The TaIi That Wsga The Dog &Advisor@Capone_kiing·
Many of my followers have already joined our WhatsApp group.! Get free real-time trading alerts, investment strategies, and market forecast analysis. Join the group 👇 ➡️ Send “Join” to this WhatsApp number +16462985032 WhatsApp link👉🔗api.whatsapp.com/send?phone=164…
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The Tail That Wags The Dog
The Tail That Wags The Dog@TailThatWagsDog·
Update (originally tweeted almost a year ago ... during our FinTwit crowd-sourced search for an all-weather portfolio) The construction of this portfolio preceded my deep dive into Claude.ai as a decision support tool. By January, though, I'd started marking Claude's sell signals on GLD. By now, I've pretty much proved (to myself) that there is no such thing as a valid "all-weather" portfolio ... though there is a validated low drawdown, simple (small number of assets/low turnover) long<->cash equivalent portfolio.
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The TaIi That Wsga The Dog &Advisor
The TaIi That Wsga The Dog &Advisor@Capone_kiing·
Many of my followers have already joined our WhatsApp group.! Get free real-time trading alerts, investment strategies, and market forecast analysis. Join the group 👇 ➡️ Send “Join” to this WhatsApp number +16462985032 WhatsApp link👉🔗api.whatsapp.com/send?phone=164…
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