Hrundel75 🐷
@Hrundel75 • 2,738 subscribers
Building my legacy / dm open
Shorts
Videos
robert engle won the nobel prize in economics for proving something hedge funds already knew they never bothered to mention it to retail price direction is mostly noise. but volatility? predictable. mathematically, provably, across every liquid market ever studied it clusters - that's not a pattern someone found, it's a structural law. high vol today predicts high vol tomorrow with 70%+ historical accuracy the model is called GARCH. published in every econometrics textbook on earth, chapter 4, about 60 lines of python to run quant desks at citadel and D.E. Shaw don't ask "will it go up?" - they ask "will the next move be large or small?" because sizing correctly inside a vol regime is worth more than being right on direction a trader right 48% of the time who sizes with vol awareness beats someone right 62% of the time sizing blindly - every time, over any long enough sample run it on 10 years of SPY data: > low vol state -> 74% chance next session stays low vol > vol spike -> 81% chance next session is also elevated now you're not predicting markets. you're reading a state machine the market keeps filling in for you every single session with real data the predictable part of markets was never price direction it was the distribution of price. the size of the moves. which regime you're currently inside math is free, data is free, implementation is free you were just told to stare at candlesticks instead Bookmark this before the feed buries it
Hrundel75 🐷806,519 Aufrufe • vor 11 Tagen
My friend got laid off from a hedge fund last November He was making $2.1M/year running their quant desk Instead of applying to another fund - he took their entire strategy framework and rebuilt it on Polymarket 1300$ → 187,564$ in 3 weeks Total cost: $200/month for Claude, $50/month VPS He said: "The models I built for the fund work better on Polymarket, because on Wall Street you compete against other quants. On Polymarket you compete against guys who bet based on Twitter polls" He rebuilt a 4-factor model in one weekend Same math his fund ran on $800M AUM: Momentum scoring: track 400+ markets, buy when a contract moves 10¢+ with rising volume Mean reversion: when a contract overshoots 15¢+ in under 2 hours - fade it Volatility regime detection: hidden Markov model classifies low-vol vs high-vol every hour. Switches strategy automatically Correlation breakdown: 200+ market pairs monitored. When two normally correlated contracts decorrelate - one is wrong. Trade the lagging one. All 4 run simultaneously COPY HIM: Portfolio optimizer combines the scores Fractional Kelly sizing, max 5% per market, 15 concurrent positions His fund's flagship returned 19% last year on $800M His bot returned 144,000% in 3 weeks on $1300 He doesn't need to work anymore
Hrundel75 🐷309,097 Aufrufe • vor 4 Monaten
Keine weiteren Inhalte verfügbar