Raul Dias
1.3K posts


I spent a lot of time bugging many companies about my keyboard problems. Framework listened. They built my dream keyboard. I am so excited.

Codex <---> Claude Code comms with cmux New way of working is letting Codex and Claude communicate between themselves while I co-ordinate as needed. If you already have cmux installed this is a no-brainer. Send this prompt: "Please run "cmux -h", identify your surface ID and one for Claude, then create a suitable message protocol using xml identifiers, letting the Claude know how to message back. Codify this in AGENTS.md for future agent collaboration." Adjust to your liking, if you want to go more advanced ask it to add guidance for creating a new cmux tab and starting the agent directly. Then extrapolate to multiple agents ie OpenCode, Gemini etc Oh, and cmux cli can do a shit tonne more: • control all of tmux (panes, splits, hooks, buffers, copy-mode) • manage windows, workspaces, tabs, and surfaces • send keys and read screens in any pane • drive a full browser (click, type, wait, snapshot, screenshot) • show status, progress, logs, and notifications in the sidebar • live-reload markdown viewer • auto-targets your current workspace via env vars • progress bars — 0.0–1.0 progress with labels, great for long agent runs • logs — structured per-workspace log stream with levels + sources • notifications — native notify w/ title, body, subtitle • markdown viewer — open any .md in a live-reload panel • claude-hook — wire Claude session-start/stop/notification into the UI • env auto-wiring — every command defaults to the current workspace + surface








I agree but have found that a realized vol computed using linearly declining weights outperforms unweighted historical volatility in predicting future volatility. To illustrate, for a 3-day weighted vol you would compute sqrt(252*(3*r[t-1]^2 + 2*r[t-2]^2 + r[t-3]^2)/6) By using linearly declining weights you can use more than 10 days while still giving more weight to more recent returns. Exponentially weighted volatility as in RiskMetrics is an alternative.
























