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1. 🧵 As we slide deeper into the bear market, it's become clear that there's been a lot of degeneracy when it comes to yield generation.
But what if I told you, you could be your own yield? A thread on basis trading.
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Kris Machowski
234 posts
Kris Machowski
@KrisMachowski
Developer in the Crypto/Finance space. Write about technical topics on my blog: https://t.co/429wmYQdeF.
Katılım Temmuz 2011
101 Takip Edilen3.2K Takipçiler
@unknown450514 You might like this: parasec.net/transmission/o…
I used this as one of my sources when writing the 3D order book.
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Great thread about how funding manipulation works. As usual, lack of liquidity and wide spreads are the underlying cause. In addition, using a robust methodology for calculating the premium is pretty important also.
Robot James 🤖🏖@therobotjames
Let's talk about various manipulative shenanigans that used to go on at FTX. We'll start with something widespread on sh1tcoin perpetual futures: funding rate manipulation. If you looked at trades in the trash that FTX listed, you'd see all these min qty trades What are they?
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@surdytrades I'm still taking a look at the binance PR (Christmas), but from what I see Binance works.
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@KrisMachowski Seems like only Binance has problems 👍 other exchanges show up
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@sasuke___420 @PlayStockSlam @therobotjames @KrisAbdelmessih Just saw your PR. Much appreciated, will take a look at it tommorow. I've been thinking that the symbol list should be loaded dynamically which is something that's worth doing.
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@KrisMachowski Binance and the other exchanges won’t work on BTCUSDT
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I had the pleasure of reading an advanced copy, and Jonathan knocks it out of the park. If you are looking for an in depth guide on how the crypto sausage is made, look no further.
Amazing artwork also 👍
BitMEX Research@BitMEXResearch
[1/6] 📚📚NEW BOOK PUBLISHED📚📚 Reckless: The Story Of Cryptocurrency Interest Rates blog.bitmex.com/reckless-the-s…
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@ThePythonQuant As someone who is not a trader, do you know of any good resources for reading about this se "age old strategies"?
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Anyways, TLDR: ML/AI doesn’t work. Crypto is complicated. Use age old strategies in new ways & new markets. I’ll do my best to answer any questions and apologies if I missed anything out. The above is already quite lengthy!
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I’ve been asked by my esteemed colleague @goodalexander to write a thread on recent industry trends within Quant Trading. My background is mostly within the mid-frequency space, so I’m likely to miss hugely obvious points to those in parallel industries. Apologies: 🧵
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Got alerted that the SSL cert for the cryptoncarry.com backend ran out. Turns out PM2 writes a shit ton of logs and doesn't have log-rotate on by default. Basically ate the whole disk.
Lesson learned.
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@tienne_e I use Sony WH1000XM4 headphones (the big ones). Big fan, very durable and noise canceling works well. Package comes with the special sockets that work in planes also. They have the XM5's now but I'm not blown away by them tbh, and they don't fold up.
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@quant_arb @chrischi101 Curious why you don't rate JS for this type of work. I agree compared to rust etc it's not ideal, but I wouldn't say it's much different from python. If using Typescript it's actually quite good Imo, Espc for defi integration.
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@chrischi101 Impressive. From my experience when it makes money like that it typically gets lucky. I guess the next step is to put it into Python or ideally Rust for the long term since JS isn't great for trading algorithms. Rust is a lot of effort but pays in long term.
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Friend of mine is starting a blog about space exploration. Check it out: spaceambition.substack.com/p/the-moon-exp…
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Kris Machowski retweetledi
Banger. Starts with the basics, goes into detail on a topic I'm passionate about, provides insight on relatively new feature so I'm learning something new, and then I'm left with an actionable idea.👍
Post is about "legs" by @KrisMachowski @tradeparadigm
paradigm.co/blog/watch-you…
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@tradeparadigm 6. This makes doing basis trades (and other multi-leg trades) significantly simpler, and less riskier to trade. @tradeparadigm offers a service that allows you to execute block trades for a variety of multi-leg products, across a range of venues. Check them out!
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@tradeparadigm 5. Alternatively, you can carry out a "block trade". This is a special type of trade where you can execute trades for several instruments at once. These trades are "atomic", meaning that either all the legs execute, or none of them do!
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Brand🆕piece from @KrisMachowski deep dives into 'leg risk', why this is a killer in basis trading and how you can mitigate this risk with block trading via @tradeparadigm 🧐
There is even a fun GAME🤯to teach you about leg risk!
Read that and more!👇
bit.ly/3pQCrvM
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