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Formula δ1

@FormulaDeltaOne

QR, HFT

Joined July 2011
  • Tweets2.2K
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Vagueposting game 👌
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Somehow it feels that half of the world takes too much unnecessary/bad risk (prediction markets, crypto, memestonks, gambling…) while the other half is excessively risk-averse and conservative w.r.t. investing, career changes, creating opportunities etc.
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Replying to @quantymacro @GryptoGoon
@quantymacro @GryptoGoon
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Replying to @macrocephalopod @DeepDishEnjoyer @laserboat999
@macrocephalopod @DeepDishEnjoyer @laserboat999
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Replying to @ScottPh77711570 @KIPprotocol
I don’t care much about crypto, but nice reference 👌
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@FormulaDeltaOne17 Jan 2025
Aight aight, I will make myself more clear. Let’s assume that passive orders of some other participant can be perfectly identified in the book and I have measured markouts of trades against these orders either in previous prod or at least in backtest. Now…
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@FormulaDeltaOne17 Jan 2025
Aight aight, I will make myself more clear. Let’s assume that passive orders of some other participant can be perfectly identified in the book and I have measured markouts of trades against these orders either in previous prod or at least in backtest. Now…
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Replying to @therobotjames @christinaqi
@therobotjames @christinaqi
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Replying to @macrocephalopod
@macrocephalopod
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Average well-akshually guy: Bbut the Black-Scholes model assumes normal distribution for the underlying log returns with constant volatlity across strikes! The markets are fat tailed - can’t you see? Quant trader evaluating Black-Scholes for the millionth time in prod that day:
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