聊天记录
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I've been working on a public dashboard for the geopol markets recently. Would anyone like to take a look and provide feedback?
I've been working on a public dashboard for the geopol markets recently. Would anyone like to take a look and provide feedback?
Going from "Claude pls fix" to competing with the big boys seems like a stretch
Going from "Claude pls fix" to competing with the big boys seems like a stretch
Claude, make me 1 Billion dollars, make no mistakes
Claude, make me 1 Billion dollars, make no mistakes
Sure but like I can also say in my own work at ||REDACTED|| we don't run Black Scholes bc for well tuned markets it has notable weaknesses
Sure but like I can also say in my own work at ||REDACTED|| we don't run Black Scholes bc for well tuned markets it has notable weaknesses
For this market sure, but there's a reason the medallion fund has the returns it does
For this market sure, but there's a reason the medallion fund has the returns it does
I'm just using GJR-GARCH bc it's what I use for most models at my job not bc I think it's the best
I'm just using GJR-GARCH bc it's what I use for most models at my job not bc I think it's the best
I was v confused when I first heard abt it in my time series class in undergrad and I'm happy to say I'm slightly less confused now :^)
I was v confused when I first heard abt it in my time series class in undergrad and I'm happy to say I'm slightly less confused now :^)
No I was joking haha, when I was updating it was a weekly refit that usually changed nothing
No I was joking haha, when I was updating it was a weekly refit that usually changed nothing
Full GJR-GARCH reparametrization on each step :^)
Full GJR-GARCH reparametrization on each step :^)
But im not interested in actually playing this market so it's w/e
But im not interested in actually playing this market so it's w/e
You get 50ms? The trading system claude built me takes 300-500ms <:pepecry:1480174599093096560>
You get 50ms? The trading system claude built me takes 300-500ms <:pepecry:1480174599093096560>
Compelling argument I will go purchase a red carpet right now
Compelling argument I will go purchase a red carpet right now
Knowing which model people use is an edge if you know when it's wrong abt option price
Knowing which model people use is an edge if you know when it's wrong abt option price
Sry Im pretty curious abt this so I wanted to ask here as well
Sry Im pretty curious abt this so I wanted to ask here as well
tyty
tyty
My model uses FHS and it's a decent improvement on Scholes
My model uses FHS and it's a decent improvement on Scholes
I'm just curious from an academic POV, I've been studying this market for a few months now and I'm interested in what actual traders use
I'm just curious from an academic POV, I've been studying this market for a few months now and I'm interested in what actual traders use
Ya my paper trading system is fucked bc of them
Ya my paper trading system is fucked bc of them
Okay so like stupid question bc ik you're all probably pretty protective of your systems but for the Cypto Up/Down is the current meta just to use Black Scholes despite the shortcomings or are ppl using non-parametric valuation models?
Okay so like stupid question bc ik you're all probably pretty protective of your systems but for the Cypto Up/Down is the current meta just to use Black Scholes despite the shortcomings or are ppl using non-parametric valuation models?