Brother J has been studied by Stanford guys
Brother J has been studied by Stanford guys
该用户的聊天记录定位。
Brother J has been studied by Stanford guys
Brother J has been studied by Stanford guys
Ok it’s not UTC but US eastern time?
Ok it’s not UTC but US eastern time?
btc 5m Order book not moving now?
btc 5m Order book not moving now?
It would be a good idea to have SPX 5m or maybe other stock indices
It would be a good idea to have SPX 5m or maybe other stock indices
But latency should be a CLOB issue if I understand correctly
But latency should be a CLOB issue if I understand correctly
But that doesn’t explain the latency before utc 12
But that doesn’t explain the latency before utc 12
Terrible latency this morning. Not sure if that’s related to the World Cup schedule.
Terrible latency this morning. Not sure if that’s related to the World Cup schedule.
you don’t need a Bloomberg terminal. You can get real time tick level data from multiple vendors. They are no more expensive than chainlink
you don’t need a Bloomberg terminal. You can get real time tick level data from multiple vendors. They are no more expensive than chainlink
Can’t we just have SPX 5m?
Can’t we just have SPX 5m?
No takers now. Makers are either waiting or dodging. The only aggressive takers are manipulators.
No takers now. Makers are either waiting or dodging. The only aggressive takers are manipulators.
GOLD 5min! 🥺! FX 5min! 🥺 SPX 5min! 🥺
GOLD 5min! 🥺! FX 5min! 🥺 SPX 5min! 🥺
crypto was the cash cow Now it’s dying
crypto was the cash cow Now it’s dying
We want SPX5m and GLD5m 🥺
We want SPX5m and GLD5m 🥺
ok… pushing for TWAP or non-crypto 15m/5m markets helps me
ok… pushing for TWAP or non-crypto 15m/5m markets helps me
Fighting against the complainers doesn’t make a profit
Fighting against the complainers doesn’t make a profit
Nothing wrong to complain
Nothing wrong to complain
Trading the cleanest last second reversion means very few opportunities per day. Trading more means more uncertainty and dilution of win rates
Trading the cleanest last second reversion means very few opportunities per day. Trading more means more uncertainty and dilution of win rates
Another issue with taking the free ride is the limited trading opportunities
Another issue with taking the free ride is the limited trading opportunities
Not a bro sorry
Not a bro sorry
Although TWAP will definitely make last second dump more risky
Although TWAP will definitely make last second dump more risky
I doubt TWAP will fix it
I doubt TWAP will fix it
The more subtle way of manipulation near 1:50 and 2:05
The more subtle way of manipulation near 1:50 and 2:05
And market manipulators fight with each other as well. They may also fail to push the price beyond the strike. Many bots and individuals are trading assuming that the direction will reverse in the last second (which may not happen in the end). I would say this is a noisy territory. No clear signal or indicator
And market manipulators fight with each other as well. They may also fail to push the price beyond the strike. Many bots and individuals are trading assuming that the direction will reverse in the last second (which may not happen in the end). I would say this is a noisy territory. No clear signal or indicator
It’s not easy to filter out slugs that may have been manipulated, and blindly trading last minute reversion is not profitable based on my previous backtest. But you can backtest the idea. Maybe you will find a better way of taking a free ride
It’s not easy to filter out slugs that may have been manipulated, and blindly trading last minute reversion is not profitable based on my previous backtest. But you can backtest the idea. Maybe you will find a better way of taking a free ride
Brother J is one of the manipulators in those chinese speaking telegram groups
Brother J is one of the manipulators in those chinese speaking telegram groups
Ohio
Ohio
That’s just boring
That’s just boring
Market makers make profits from uninformed flow, in other words, random traders (or “stupid” traders). But if everyone is informed, then market makers can only wait or hide without getting much orders filled.
Market makers make profits from uninformed flow, in other words, random traders (or “stupid” traders). But if everyone is informed, then market makers can only wait or hide without getting much orders filled.
Weekdays: trend, mean reversion, candlestick pattern, volatility, option pricing models Weekends: will the next round be manipulated? Will Brother J be there?
Weekdays: trend, mean reversion, candlestick pattern, volatility, option pricing models Weekends: will the next round be manipulated? Will Brother J be there?
And all your knowledge and skills are just useless when manipulators are in act
And all your knowledge and skills are just useless when manipulators are in act
No. Market making is highly competitive now. Making less than being a simple directional trader
No. Market making is highly competitive now. Making less than being a simple directional trader
And for kind-of market makers (as I am) the fair probability model is even more important. That’s the anchor of the price
And for kind-of market makers (as I am) the fair probability model is even more important. That’s the anchor of the price
Well, if you are talking about the mathematical expectation of your profit, then it’s indeed directional. I am happy to buy no if model says yes has been overestimated by 10 cents, even if yes is trading at 80 cents
Well, if you are talking about the mathematical expectation of your profit, then it’s indeed directional. I am happy to buy no if model says yes has been overestimated by 10 cents, even if yes is trading at 80 cents
Yes you are right, but the question here is not up or down, but whether the market is overestimating or underestimating the probability
Yes you are right, but the question here is not up or down, but whether the market is overestimating or underestimating the probability
And don’t copy trade those guys, and don’t copytrade anyone in the 5m market
And don’t copy trade those guys, and don’t copytrade anyone in the 5m market
You may have your own trading strategy and philosophy, but I don’t trade direction. I care about probability
You may have your own trading strategy and philosophy, but I don’t trade direction. I care about probability
For short horizon volatility is probably more important than momentum in probability calculation.
For short horizon volatility is probably more important than momentum in probability calculation.
then you are already ahead of 70% traders in this arena
then you are already ahead of 70% traders in this arena
“Hey @Grok, tell me how to measure the volatility of bitcoin price and calculate the probability that the price stays above the strike 3 min later”
“Hey @Grok, tell me how to measure the volatility of bitcoin price and calculate the probability that the price stays above the strike 3 min later”
Now market manipulation comes in a more subtle way. No last second pump or dump with 50 bitcoins, but more slow and steady tweak of the price with smaller orders before the market ends
Now market manipulation comes in a more subtle way. No last second pump or dump with 50 bitcoins, but more slow and steady tweak of the price with smaller orders before the market ends
Not really MMing
Not really MMing
But market regime changes. The best model I developed (by whatever metric) is not the best model for trading.
But market regime changes. The best model I developed (by whatever metric) is not the best model for trading.
Honestly I don’t remember that
Honestly I don’t remember that
CEX but with baseline correction to align with chain link
CEX but with baseline correction to align with chain link
When model says yes but market says no, Brother J is watching you
When model says yes but market says no, Brother J is watching you
Like the last round.
Like the last round.
No joking but trying to catch a flip can be a negative EV strategy. The only clue I can see is a strong deviation of market price from fair value model (whatever model you use, even the BS model works)
No joking but trying to catch a flip can be a negative EV strategy. The only clue I can see is a strong deviation of market price from fair value model (whatever model you use, even the BS model works)
No one knows Brother J’s wallet address. He is a miracle. He is PBot, he is bonereaper, he is gabagool, he flips the market easily as he wants
No one knows Brother J’s wallet address. He is a miracle. He is PBot, he is bonereaper, he is gabagool, he flips the market easily as he wants
Beware of THE CLUSTER
Beware of THE CLUSTER
No Brother J won’t give you a free ride
No Brother J won’t give you a free ride