Sim

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Sim

@simpelyfe

Building @bkdplx

Katılım Aralık 2019
2.6K Takip Edilen27.3K Takipçiler
Sim
Sim@simpelyfe·
Nobody likes constructing l/s portfolios, apparently; but they are the best set it and forget it when you've got the right system implemented. While I won't share what scoring formula the DE optimizer is minimizing for, I can share the following which can be applied to different methodologies. I wish I had someone to discuss this stuff with lol I feel alone in this passion area.
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Sim@simpelyfe·
@rng149 These guys are living legends.
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Sim@simpelyfe·
Loracle vs. Husslin...
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Sim@simpelyfe·
@CryptoParadyme My cat ate my homework, and thus I have learned nothing lol
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Blowing past VWAPs is like running a red light with cops watching. The cops are resistance. But nobody likes cops, so we probably run the red and flip the cops off, rush to the airpost, park and leave the car in the loading zone, take a strip of acid, and attempt to book a last minute flight somewhere until the LSD starts kicking in, and you schizo out. Then, airport security starts trailing you before taking you into the interrogation room where you admit to taking a strip of acid. You ramble on about the surveillance state and how google is monitoring you before ego tripping while in custody. Files charged against you. $5k in lawyer fees, but nothing sticks because cops blood tested you for LSD when you actually took 25b-NBOH -- blood panel comes back negative, charges are dropped.
Dyme@CryptoParadyme

@TraderMagus vwap respectooors

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Sim@simpelyfe·
@0x7im Waiting for a pullback. I'll join you optimistically at 1.85'ish. That said, something in me is saying I'm being too greedy, and should just cross the spread.
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Sim@simpelyfe·
Circling back to the volume profile on PENDLE again. It is quite telling. The 'hard' part is essentially over, climbing up towards to the second largest HVN. It's over the hill, and price has a high probability of rolling 'downhill' so to speak to the liquidity void 2x higher from here (i.e. less friction; lack of viable resistances until then). I'd honestly give this a spot allocation.
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Sim@simpelyfe

Pendle is like the one alt that I'd be hesitant to fade. VWAP is 11% above horizontal support, but the structure has a ripe IHS developing, plus VP shows very impressive buying at the bottom. Nice potential 3x.

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Sim@simpelyfe·
@ichimikichiki omg THANK YOU lol I know this was hella annoying for people hahhah
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ichi@ichimikichiki·
@simpelyfe Go to Settings > Privacy and Safety > Your Posts > untick the box for marking everything you post as NSFW
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Sim@simpelyfe·
Pendle is like the one alt that I'd be hesitant to fade. VWAP is 11% above horizontal support, but the structure has a ripe IHS developing, plus VP shows very impressive buying at the bottom. Nice potential 3x.
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Sim@simpelyfe·
rho is kline candle true range divided by OHLC intracandle dispersion. Instead of walking you through what it can infer, I'll let you think about this for a bit, then circle back to the chart. It confirms quite a bit of candlestick morphology beliefs.
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Sim@simpelyfe·
Pile in guys. These premiums won't sell themselves.
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Sim@simpelyfe·
Actually, ez claps across the board. I hate to go against sentiment, but we've been around the block long enough to smell predatory pumps to get the novices and those down bad looking for easy and fast money to bite.
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Sim@simpelyfe·
CRV fade at .355. Ez clap.
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Sim@simpelyfe·
Tested this strategy on 3-years of H4 historical data. I took extra care in ensuring the robustness of the optimizer's test for predictive power including running train/test split runs on randomized slices of historical data. This way, each run is isolated from potential win/loss streaks between runs. I also classified the returns structure of both the strategy and benchmark returns for the training data, and plotted the test dataset performance on a 6x6 chart where each row represents the 6 possible strategy structure configurations and columns, the benchmark -- respectively. When I deploy, this will inform which regimes I can add risk, reduce risk, and otherwise stay flat. As primarily a hybrid automated/discretionary trader, this is one of the most exciting fully automated strategies I've ever created.
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Sim@simpelyfe

Built a DE L/S portfolio optimizer and tested with monthly rebalancing over 240-days of data. 88% of the generated indices (44 out of 50) were profitable with an average monthly return of 6%. The detail that blows me away is 88% probability of +EV turns with only one rebalance a month -- without smart execution or rebalancing based on market volatility and realized beta shifts (i.e. rebalancing reactively) usually delivers returns reminiscent of a monte carlo simulation. I think I might've created a unicorn.

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Sim@simpelyfe·
ICP too. Sweep the VWAP; anything above it is where you want to push back. You can hold and forget about the position for weeks -- come back, and find yourself way more in profit than if you scalped it.
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Sim@simpelyfe·
This has fade written all over it. If they give me a new local high, I'll deny deny deny...
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Sim@simpelyfe·
STRK OI/Price range ratio on the most recent move is 1.5 -- ONDO and TON are about ~1. I'm a shotgunner but gun to my head, if I had to pick a runner, it'd be STRK.
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