hunter
8.1K posts
hunter
@SoloRiskOps
Trader & Risk Manager (L/S Equities, Crypto). Ex-Broker & Currently doing Quant stuff. On the mission to deliver outsized, quality returns.
Katılım Aralık 2019
122 Takip Edilen1.4K Takipçiler
hunter retweetledi
This is such a weird criticism of systematic that I somehow see all the time —
“Algorithmic trading models only look at history”
ok and discretionary traders can … see into the future … somehow?
Ethan Kho@ethanrkho
An Ex-Goldman MD who traded nat gas for 12 years thinks systematic trading models can have fatal flaws when applied to commodities. "If you had this strategy running in 2015, there would not be a possibility of the gold market trading 4,000." - let alone 5000 The model has no data for what's never happened. "What you've seen in the last eight weeks — prices going vertical — that is not found in the history of the gold market anywhere." So the algo fades it. In week two. In week three. "I think humans matter." Every quant who thinks they've solved regime detection needs to answer this.
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Rocket Lab $RKLB launched a new stock offering program that allows it to sell up to $1 billion of common stock over time.
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“And what do you plan to do if this whole dream of yours doesn’t work out?”
“That doesn’t even enter my consciousness”
Investment Wisdom@InvestingCanons
“If you're extremely confident, taking a loss doesn't bother you.” — Stanley Druckenmiller
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@CFlanders7 in on the camp that we’re turning to the downside, like you said crashes tend to happen at oversold levels
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This is exactly the kind of post that looks like analysis but contains zero actionable information, and then even goes further by cherry-picking within that information.
Full stats after 30 days of those streaks btw:
- % of cases that were positive: 69%
- Median 30-day return: +19.4%
- Mean 30-day return: +28.4%
Nothing anyone should really care about.
James Van Straten@btcjvs
BTC is now up 8 consecutive days in a row (only 15 times it has done this before). One of those times was in 2022, March 22-29. BTC then fell 60% over the next 80 days.
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I have been buying a business that is trading at 13x earnings that’s growing revenue and earnings north of 30%, with high margins, strong free cash flow conversion, a pristine balance sheet, moderate SBC, and meaningful insider ownership, while also having clear competitive advantages, high returns on capital, strong retention with customer expansion, multiple growth levers, a large and underpenetrated market, disciplined capital allocation, or is the market seeing something I’m not? 🌹
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@MichaelPBento well that’s a better response than saying algo trading should be banned, so I agree.
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@SoloRiskOps Double edged sword, because you guys can also get fucked by algorithm trading programs that jerk you around and move too quickly. It’s not one size fits all.
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Just another reason why algorithmic trading needs to be banned.
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@MichaelPBento hence what i said earlier, algo trading is mainly beneficial. imagine having a 2% spread on an asset, and on top of that, paying commissions
wider spreads just mean more edge extracted by the intermediaries, and that’s an expensive cost for retail
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@SoloRiskOps I’m not denying that spreads narrowed, I’m arguing that maybe wider spreads are a more natural auction process.
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@MichaelPBento Hendershott, Jones & Menkveld (2011) mentioned that bid-ask spreads went down ~ 50% post-algo adoption
The bridge is made of peer-reviewed & analytical data
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@SoloRiskOps Hey I’ve got a bridge to sell you in downtown Brooklyn
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@SoloRiskOps @AOTtrades Its enabled on all time frames. I generally don't use MAs at all. Just horizontal support, resistance.
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@AOTtrades $AAOI decent consolidated range to start the day. Watch $102 - $104 levels later in the day
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hunter retweetledi
This week markets will decide on:
1) Morph (chop)
2) Accelerate on the downside
I'm leaning towards on 2, but markets exposed to manipulation via news.
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hunter retweetledi
Might be tempted to buy this but if you’ve studied history, crashes typically happen from very oversold levels.
Barchart@Barchart
S&P 500 $SPX hits most oversold level 24 months 🚨🚨
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hunter retweetledi
Two basic moving average rules that get & keep me in a lot of uptrends and keep me out of a lot of downtrends.
1. I don't buy charts below the 10-week MA (~50-day).
2. I rarely hold charts below the 40-week MA (~200-day). In the rare case that I do, it is minimum sizing.
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