Jacinta Faichtinger retweetledi
Jacinta Faichtinger
31 posts

Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi
Jacinta Faichtinger retweetledi

A QUANT CAN LOSE MOST OF HIS TRADES AND STILL BUILD A PROFITABLE SYSTEM
Quant funds do not need certainty. They need a small edge that survives fees, bad fills, changing regimes and long sequences of being wrong
46% win rate
+1.6R average win
-1.0R average loss
+0.196R expectancy per trade
Then the market changes
Daily volatility jumps from 2% to 5%. Correlations move toward one. Thin liquidity turns one forced sell into more liquidations, larger price impact and another wave of forced sellers
This is where most clean backtests break
The model found a signal
the system still has to size it
execute it
monitor it
and survive when the assumptions stop working
The payoff only appears across the full sample
100 trades
+19.6R expected value
Hedge funds do not turn chaos into certainty
they turn it into probabilities worth owning
kocer@kocer_eth
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