Goon
1.4K posts

Goon
@GryptoGoon
currently making crypto markets efficient || @GoblinCap_
aus Katılım Haziran 2023
745 Takip Edilen3.2K Takipçiler

@GryptoGoon if you did this there would be about 10 posts per day
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Honestly, I’m with you on this.
The internet used to feel like a place where you could hear actual people thinking out loud — messy grammar, weird phrasing, half-baked ideas and all. Now so much of the feed reads like it was run through the same bland “professional tone” filter. Perfectly polished, perfectly neutral… and completely lifeless.
I’d take a clumsy, typo-filled thought from a real person over that sterile AI voice any day. At least you can feel there’s someone behind it. Someone with opinions, quirks, and a bit of rough edge.
People don’t need to sound like a press release to be worth listening to. The internet got interesting because of individual voices, not because everyone sounded the same.
So yeah — less synthetic polish, more actual humans please.
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@garybasin If Adverse selection metric +ve, quote, else stop quoting isn’t a regime
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@GryptoGoon @HML_Compounder @Mang0_trad3r Increase #bins such that edge effects don't matter much. they have to be not that many such that there's enough points per bin. Use different bin size to have ~same #samples/ bin. Account for distance between each bin/class wt Wasserstein loss.
Don't give up, hope for good luck
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@GryptoGoon Market regimes are absolutely real, trying to predict them is ridiculous
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@GryptoGoon Devil's in the details of how it's implemented, & used.
x.com/HackworthAI/st…
Hackworth@HackworthAI
This is a simple demonstration why market regime models can provide quantitative or ML-based strategy a "base edge" and is far from obselete. Of the various regime types, below is a a benchmark of a trend regime model run on the largest volume Chinese Equity Index Futures (S&P500 Equivalent) which averages daily volume over $300B USD (competitive market). I didn't use BTC because its actually a lot easier, & wouldn't demonstrate my point.
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@GryptoGoon You use clustering to group time ranges into volatility distributions then try to match current behavior to one of the clusters. Simplification, but yeah.
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@gaBrieleTC21 @HML_Compounder @Mang0_trad3r Why would you expect 0.25vol to behave drastically different to 0.26
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@GryptoGoon @HML_Compounder @Mang0_trad3r But if you identify the regimes in terms of quantiles, eg vol in (0, 0.25], (0.25,0.5] , (0.5,0.75], (0.75,1.0) and similar for returns, you would have 16 “regimes”, maybe better to squash the probabilities to a given range instead of having continuous values?
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@7N8Nine @quantymacro @taobanker Girlfriend refused to make me a tea. Imma bout to regime change my Mrs.
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@HML_Compounder @Mang0_trad3r Ok but like why should I care about a binary classification, especially around those examples you listed.
Like if my signal breaks down according to some arbitrary binary classification on bull or bear market then it wasn’t a real signal to begin with.
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@GryptoGoon @Mang0_trad3r Missing the joke is lame, but are there not sustained regimes in markets? Bull vs bear. US vs ex. Value vs growth.
Now whether you can detect them is one thing,..
Or maybe you’re shorter term and that’s your point?
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@AsymmetricFina2 True you’re based in UK. You’d definitly get put of a kill list. Gg
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@GryptoGoon Yeah so I can be identified by voice and killed for violating America’s de facto blasphemy laws, pass. Just assume I’m a bot.
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@AsymmetricFina2 Is this a fucking AI. I’m going insane. Send a video of you saying a slur, it’s the only way to know for sure
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@GryptoGoon Selling vol when the VIX is high and backwardated is a different experience than when it’s low and contangoed. If you don’t want to make any changes to your trading between those two states, that’s fine, but you might be limiting an edge.
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@GryptoGoon Whether someone gets jokes is a way better filter than what HR usually uses.
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@quantymacro @GryptoGoon I don't know why i laughed so bad. My mother is staring at me.
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@ScottPh77711570 Hey this sounds like a good idea. Building winning trades detector rn
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@GryptoGoon People who aren't built for risk taking often think they can simply pick the winning trades
Generally a stupid idea
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