Toptick_capital

Ok here's an equal weighted Time series momentum, Cross sectional momentum and Cross sectional Carry. More work to do on individual components and cleaning up code structures. Next is position sizing and rebalancing.

@Larryjamieson_ Sounds like they don’t have enough tax free fully franked dividends.

Was chatting to a boomer who was simultaneously anxious about how much super they had and excited about their upcoming month long holiday to Italy

Also the pain of deploying a trend system after a big trend has already played out is real. Modest returns but still positive and out performing BTC. Up 10% in a few choppy price turns while BTC is -16% over the 3 months of running live. Promising but still lots of work to do.

From being short the last big move down D-Trend system has mostly closed out of the BTC position. Other tickers in various states of bull/bear but overall book coming more long/short balanced over last few days.

The most boring week but full of essential work to set my process up for the future.

@the_delta_dog Reversal of a trend reversal...

vol of vol. momentum of momentum. reversal of... reversal?

@skyquake_1 ok, deploying capital

@Toptick_capital its a pure arb

tradingview finally got HL charts! here's a chart of when one of the most liquid and efficient perps on HL (xyz:XYZ100) diverged from fair (QQQ US) by 60~ bps during postmarket hours Markets are efficient most of the time but not all the time

@Versace_Trader Tell him you’re just skimming off the top but without the risk of cement shoes…

Initial work was done roughly in Jupyter notebooks outputing and storing local, both data and code. Now I have some live systems running manually that show promise I've got to take the next step to get everything more streamlined and set up for the future.

Putting in the time atm to develop solid research and system infrastructure to keep developing my three main systems and produce more. It's the boring stuff, database builds, roadmaps/guideline docs, setting up cursor/claude code, github infra, online storage (read/write).

the next biggest unlock would be automatic execution on 2/3 of my strats. Balancing this stuff with family and work that's the only way I can think of getting some runway to keep pushing. However that is such a big job and can't put the time there yet. Soon though.

The best thing i've done recently for all my research is building my own survivorship free database to run against. No more pulling data prior to running tests. Always knew it was a bottleneck on me to finally did it. Just binance atm and for past 6 years but it's a start.

Actually here's the difference between the signals in a bear vs bull regime. That's probably all I'll give out on this as it's not that much 'alpha', but just a bit of a view on what I'm working on.

Interestingly there is a regime filter on it (Bull/Bear trend) and there's a point in the signal where it shifts from capturing edge to capturing alt bleed (bear drift). You can see that in the graphs from day 7 onwards. Keeping those two effects seperate is the plan.

Running through a hypothesis on mid/low cap spike shorts. Grey is baseline drift, red is trigger setup. This is every event but you can see how grouping by deciles reveals where it sits. Still lots of work to do on it but promising.

@HodlMagoo I made bad financial decisions well before this bear market...

Bear markets are so entertaining. Everyone is pissed off at everyone because they made bad financial decisions.

@VNTGPRN The lion the witch and the noose... Aslan is waiting for you

$STRC your neck!

@kieran__duff Sounds like when I tested running a cumulative total of bull/bear fvg’s and seeing if price would track with the dominant side. Turns out was a very high correlation. Also turns out it was completely descriptive (developing character) not predictive and completely un-tradable…

I love seeing people incorporate data into their approach and I do think that edgeful provides value to discretionary traders. BUT. This is not an edge, it's a variable. We don't know the size of the "FVG". We don't know the MFE of the extension. We have no entry points determined, only that "it's highly unlikely to be mitigated". That in itself is not an edge, it is a mere variable among others of which an edge 'can' be built around. Do NOT conflate them, that's a dangerous game.

@maruushae yes, trends are sticky. Finding the windows that each asset trends and acknowledging that when you enter and hold positions. IC from my trend systems is best 8-64 days.

I think one thing AI will not teach ppl who rawdog search of edge via market stupidly is, mean revertion is fast, people have incentive to be reactive ( under 7 day ), while trends is very sticky, and your horizon should be atleast 7 day