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@ringwraith10 This doesn’t really make sense if you think about it. HL market makers also need something to quote around (fair value model). I’m willing to bet it’s more just the fair value models overlapping.

weekend WTI on hl and futures reopen only 5c apart CLK6 102.6 at 18:00 xyz:WTIOIL 102.65 at 17:59 mm are using HL weekend action to quote the CME reopen

@antpalkin Current stats after 96 hours of autonomous chilling: $187 → $4,912 4,881 fills win rate 92.4% (because losing trades literally cannot close under the parameter set) avg edge per trade: 0.00073 ETH worth of mispricing dust full zero-latency manifesto dropped here:

> see how every random dude printing $100k on Polymarket with trading bots > you decide it’s your turn to build one > think you gotta quit your job, hire a squad, pay salaries and go full-time slave mode > you don’t need any of that stuff anymore > all you need is to learn how to properly direct AI tools like a boss > GPT-5-nano for research and strategy backtesting > Qwen 2.5 within Mirofish for multi-scenario market simulations > Codex + Opus 4.6 to create an MVP solution based on the work of the previous tools > boom - you just replaced a whole 5-10 person team of degreed engineers

@zostaff Oh what’s that? You just wired it into the Hawkes process for order flow? You got 1.87 Sharpe in a magical market where you have an asset that stays at $99 with a 200bps spread the entire time? Shut the fuck up.

I SAW THIS ARTICLE AT 11:27 PM AND DIDN’T SLEEP UNTIL 4:11 AM Read it three times, then just... started building. Took the Avellaneda-Stoikov quoting logic. Wired it to the Hawkes process for order flow. Added the VPIN circuit breaker exactly like the article says. Ran 500 simulations tonight: > Mean P&L: +$312/session > Sharpe: 1.87 > Win rate: 68% > VPIN saves: 11 sessions > Max drawdown: -$890 The VPIN part is insane btw, 11 times it pulled my quotes before informed flow ran me over, without it sharpe goes negative, just like that. Kyle's lambda estimation is literally 30 lines of python, i had no excuse not to build this. Side effect, now i can't sleep.

@dounbug we can’t let them keep getting away with this bros

polymarket clawdbot ai turns $500 into $50k in 48 hours 24/7 money printer set and forget how this bot achieved mouth drooling pnl in 2 months on btc eth markets explosive gains revolutionary clawbot polymarket arbitrage bot 1852% returns in single day insane gains NO CODE polymarket claw agent farms millions while you sleep easy setup autonomous ai profits machine open source trading bot weather prediction market alpha domination with zero human intervention life changing from broke to millionaire TODAY!!!

@noisyb0y1 you going to keep posting the same rehashed AI “quant” shit over and over? fake and gay. get this shit off my feed elon.

me realizing i skipped 5 years of chart reading and went straight to 80% win rate with AI and math and make $10,000 a week

@minus1_12 @genesisvol Good point about single path vs distribution.

This may sound counterintuitive, but when implied vol is high, it's often not attractive to sell. The variance risk premium often compresses or even turns negative. Think about it in simple terms. For IV to be pushed above average, something must be happening. Either RV spiked, as in early February, or the market is reacting to news events, as in early March. In both cases, the odds of higher RV increase going forward: volatility has short-term momentum, while uncertainty can force changes in positioning. There is also a technical reason. IV reflects volatility priced across a distribution of possible outcomes. By contrast, RV is measured along a single path. It's a draw from the distribution, which can get more extreme. Selling vol is hard to time and success will vary on a trade-by-trade basis. If IV looks rich, RV can easily overshoot. If IV > RV, you can still lose because hedging is path-dependent. The edge in vol selling is therefore something you need to realize systematically across many trades. If we do try to delineate regimes, then arguably moderate IV, especially when vol starts to trend down, is a better setup than fading IV just because it's ranking above its long-term average.

Book Duplex here - This is our 'Hello World!' We're diving right into liquidity dynamics for ratio assets with an example of ETH/BTC absorption. A) Ratio price rising, but log ratio depth for asks remain positive near mid (yellow rounded peak). B) ETH buyers are actively taking liquidity while BTC leg is absorbing the pressure. C) That means, someone is selling into the HERD ENTRY instead of lifting liquidity. D) Static books won’t show this. Ratio liquidity dynamics will. That's all for now. But we're just getting started... Happy Wednesday, folks!

@0xBebis_ The “dashboard” you made is something that any LLM can do in 5-10 minutes. Complete with the fake logs, simulated data, and generic vibe-coded UI elements and theme. We’ve all seen enough vibe-coded Polymarket slop on our feeds by now to recognize it. Really lame grift my man.

@chasing_yields you can visit app.cod3x.org to find out

Trading tools are getting too good. Last week, we built this dashboard on top of Cod3x using our upcoming CLI harness that monitors military ops in Iran and trades OIL on Hyperliquid. Total financial brainrot. You'll be able to one-shot setups like this on Cod3x' CLI soon.

@ArchiveExplorer what is this constant garbage slop on my feed? the same fucking polymarket shit over and over with fake replies. make it stop already.

Somewhere in Amsterdam in a small office sit 3 people quant. HFT engineer. risk manager. for years they ran bots on Binance and Bybit but it's a bloodbath there thousands of teams just like them then one of them opened Polymarket and saw that regular people bet on 15-min Bitcoin markets based on vibes they created a wallet deposited $10k ran the bot on micro-volume collecting logs, fixing bugs, testing the model when they knew they were ready poured in $200k bot started doing 618 trades per day first came a $20k drawdown then every day +$30-50k bot is connected to Binance and ChainLink via WebSocket sees BTC move in milliseconds and reacts before Polymarket 17 days later $588,925 profit copying trades through @PolyCop_Trader t.me/PolyCop_BOT?st…

@poetengineer__ really cool idea

seeing a podcast before listening to it 👁️🦻 been working on a podcast timeline visualizer that shows: - what books/ideas/ppl are mentioned and how often - key concepts and moments across the whole episode - interactive scrubbing thru the ideas to get more context

@insiliconot Not an oil guy but didn’t we already set up a lot of the infrastructure?

Discuss

@simpelyfe dry sauna

Just for fun, with holidays in just a few days -- what're you gifting your loved ones? I got everyone mechanical pencils lol I bought my dad a car last year, and I don't want to spoil them too much cause then it becomes expected. Bear market for Christmas lol

@simpelyfe you made it because of this sim, not in spite of it

If a bipolar, schizophrenic, degenerate can make a living out of this fugazi, you have no excuse why you can't.

@dystopiabreaker really cool

i built a game! it's an experimental pvp prompt engineering arena, with a shared/networked model context, and per-user model outputs. dark forest chat

steak tartare is a salad

@MarkBestForex You should use this, reactive notebooks. marimo.io

What IDE are you using for python notebooks? I'd be interested to hear your top tips on improving quality of life compared to using JupyterLab.

@pedma7 i think the shorter lookback is better in crypto because there is higher information asymmetry. the less you know the faster you need to be.

by using a shorter lookback period, results do increase significantly. this is corroborated by other papers and research where it's found that shorter-term momentum is much better in crypto markets. don't ask me why, probably due to the explosive nature of crypto. but that's not the ONLY reason for the improvement. I was actually rebalancing my positions wrong on the backend due to the adjustment of the code to the achieve that delta-neutrality. that's why it's so important to have checks along the way all the time.

continuing with the delta-neutral cross sectional momentum model in crypto, there's a few things I want to work on: > different lengths in which to measure momentum > correct the initial discrepancies on net exposure > is beta to BTC == 0? let's see how these affect results.

just realized if you can buy less than one full share of a stock on-chain now that means we don’t need stock splits anymore