落燈花
85 posts


There are signals that just "makes sense", and when you find them, you need to do almost no kind of backtesting and fitting.
This is one such example. Once you understand this signal, you will go, "That totally makes sense, why didn't I think of that?!"
Most people don't understand what it means to be "creative". Every signal must be momentum or mean reversion or *shudders* pairs trading. I hope to share with everyone that good signals can be found by thinking deeply about behavioral effects and existing algorithmic signals.
Random comments and retweets will get this article for free.

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Someone asked for it, so I needed to do a giveaway.👀
📢I'm going to publish a completely proprietary ranking system for anyone who wants it, for free!
It is based on price reversals in companies with a high component in quality and growth!
I will give it to anyone who meets these requirements:
1⃣ Follow me
2⃣Comment “Ranking System”
3⃣Send me a DM!
This giveaway will only be available until this Sunday!!
Enjoy ;)
Remember: Don't simply copy and paste this ranking system. Use it to learn and make it your own! Look at the factors it has and understand why they should or shouldn't work in the future.
Make it even better and original!

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落燈花 retweetledi

全文 RT - 亿万富翁如何教育孩子
通过学校和工作,我认识了一些中美墨的亿万富翁(multi-billionaires),并有机会和他们及家人一起生活、共度时光。我发现,这些前辈不止生活富足,在教育后代方面也有一些特别之处。
首先是对知识的选择。从小他们就开始教育下一代金融、经济、政治的知识,并给他们亲手操作的机会。最近和一位富豪聊天,他很开心地说,刚刚开完家族每季度的投资 Zoom 会议。这个会议只开放给他兄弟姐妹的 20 多个孩子,最小的 5 岁,最大的 26 岁。他每个季度会给每个人注资 25k 美元到同一个 fund,并带领他们用这笔钱投资。通过这个过程,小孩儿可以学习股票的基本常识,如何理解财务报表、解读市场、解读政策等等。同时他也教给他们一些基本的金融知识。他今天很高兴的原因就是,一个刚上大学的侄子反馈说,因为他教了他们如何积累信用分数(不要用储蓄卡消费,而要用信用卡消费再按时还款),这一次暑期租房,他的同学都是 500 多信用分,只有他一个人是 700 多,非常顺利的找到了心仪的房子。
另外一个朋友也说过,他爸爸的最好的朋友/生意伙伴之一,从小就会带他看他自己公司的资产负债表,并结合公司实际事件讲解。这个生意伙伴同时非常喜欢收集飞机、开飞机,经常带这个朋友飞、参观自己的收藏。后来也影响了他考飞行员证。
一位富豪要求我们必须每天看新闻,尤其是政经、财经。他说不管去哪个国家,第一件事是买一个电视盒子,确保能收到那几个比较重要的大国的大新闻台。这个我尝试了一下,因为不喜欢看电视而作罢。相比之下。书本上的知识这些富豪似乎很少在意,我也几乎从来没有见过他们的后代看书,甚至一位富豪是阅读障碍。他们也很少强迫后代去学习任何一项体育、音乐、语言。但是因为生活环境的多样,一般后代都会自动 pick up 一些技能。比如家庭在几个国家长期居住、有生意朋友往来,孩子自然会掌握几门语言。家里有很多马,有马场,孩子如果有兴趣自然会骑马。
另外,这些富豪也会特意教育孩子不要太乖,不要太守规矩。一个朋友小的时候,爸爸会特意带她坐地铁,教她怎么逃票,给年幼的她带来了很大震撼。一次吃饭,某富豪开着跑车带着儿子,我们开着自己的车。我们还在餐厅周围转圈找车位的时候,看见朋友已经潇洒地把车停在 USPS 15 分钟限时车位,下车入场了。我问他这样没事吗?他说我从来都这样停,没时间找车位。
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落燈花 retweetledi

人啊,只要晚景凄凉,一定晚节不保。#今日金句
古语有云,人穷志短。
年轻人穷一点很正常,大家都穷,但都有理想抱负和青云之志。
但基本上过了30岁,大多数人都忘记梦想,被生活毒打,人生若没有起色,基本上一辈子也很难有突破。
当然,少年得志有时也害人不浅,很多人莫名其妙被风吹到云端,一辈子不接地气,连普通人的生活都过不了。
请不要对号入座。
祝推友们周末愉快!
浦志强@puzhiqiang
2017年郭文贵开始爆料,一时间风头无两。除了若干穷疯了想要钱的小人物——我记得有个家伙天天做梦,想跟老郭联手瓜分傅政华的海外资产,海外民运很多头面人物也趋之若鹜,除了乐见郭文贵爆出中共黑料,彼等是不是也想花点儿老郭的钱,不得而知。他们可能想不到,花老郭的钱,哪儿那么容易呢? 记得有次,我跟在纽约的项小吉通话,说起了我的诸多不解,我说我搞不明白,这帮民运大佬,怎么能这样呢。 项同学说:“人呐,只要晚景凄凉,就一定会晚节不保。”我深以为然。项是法大国际法专业1986级研究生,他代表法大出席了1989年4月29日举办的对话,旋即成为高校学生对话团团长,“六四”辗转赴美。
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落燈花 retweetledi
落燈花 retweetledi

《TO BYBIT BEN:揭露BYBIT恶意修改ZEC合约参数操控市场导致客户巨亏》
@benbybit @Bybit_Official
作为一个长期在bybit上交易的V5忠实客户,我个人长期在bybit账户里有200-300W U的资金做交易, 加上团队小伙伴的资金总量超过800W U。
哪怕是bybit被盗最困难的时刻, 我们都坚定的选择相信bybit可以度过难关。 Ben在面对突发事件冷静的处置让我刮目相看,也坚定的选择把所有资金转回来继续交易。
但这个周末发生的事情,让我们不得不怀疑bybit还是不是原来的bybit。 是不是因为这次被盗损失巨大,而不顾交易所最重要的诚信,选择肆意修改参数收割用户?
Ben作为一个专业交易员出身的CEO, 我仍然愿意相信这种行为不是你的本意。 bybit作为一个老牌专业的交易所,不应该学Bitget那样搞这种恶心的小动作( 关于Bitget的事情,文章最后再说)。
希望Ben可以内部彻查一下, 是不是内部有老鼠仓和庄家勾结操纵市场。

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@P123Finance Just curious, are the 3 factors equally-weighted in the ranking system?
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What would a fund look like if it was co-managed by Warren Buffett, Williams O’Neil and Peter Lynch? Will they mesh like peas and carrots or like pickles and chocolate cake? Let’s find out…
Now each style of these guru investors is different.
▶️ Warren Buffett has a preference for lower risk, higher quality with value.
▶️ William O’Neil is perhaps best known for his CANSLIM style with high and accelerating growth and high momentum stocks making a breakout in the belief that you buy high and sell higher.
▶️ Peter Lynch dug deep into fundamentals and like buying Growth at a Reasonable Price (GARP). He was well known for the PEG ratio which compares the PE ratio to future growth.
In Portfolio123 we can simply copy the 3 ranking systems into 1 larger ranking system with a few clicks of the mouse. Roughly 50 factors are grouped into the various categories of growth, value, quality and others.
When we rank this multi-Guru system against all the stocks in the Russell 3000 since 1999 we see that the CAGR difference between the highest ranked 100 stocks and the lowest ranked 100 stocks is over 19% annually!
What is great to see is that there is a general improvement in performance as the ranking increases. What you don’t want to see is that a system works only in the tails but the ranks in-between carry no information and are not correlated to performance.
This is just one of the things you can do in seconds with our platform. What will you design next?

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