
sopersone
@sopersone • 3,806 subscribers
Inexperienced designer | living stress-free | learning quant trading | prediction markets researcher https://t.co/MfpZB4Z31V
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This 3-hour algorithmic trading video with Python is like getting a mini course from Massachusetts Institute of Technology - for free It reveals more about quant trading and bots than most traders learn in years on the market Bookmark it. Watch it. Then watch it again.
sopersone160,427 views • 3 months ago

Quant from CERN built a model that catches market shocks when everyone panics, it profits the most But when to enter is a separate problem. Math already solved it: R = N/e ≈ 0.37 × N* > skip the first 37% of entry points > then take the first one better than anything you've seen > random entry: 1–10%, optimal: ~37% Good model + right timing = the difference between $332 and $2219 trade:
sopersone121,533 views • 3 months ago

> Claude coders right now > Python coders right now > Polymarket traders right now
sopersone79,228 views • 3 months ago

Ex-CERN QUANT applied quantum mechanics to the oil market on Polymarket He trades exclusively oil and made $226K in a week His Harmonic Oscillators model sees structure in the chaos: â†|n⟩ = √(n+1)|n+1⟩ -- growth â|n⟩ = √n|n-1⟩ -- decline Eₙ = ℏω(n + ½) -- energy level N̂|n⟩ = n|n⟩ -- particle number Price discretization: n(t) = ⌊(Rₜ - R_min)/ΔR · (N_L - 1)⌋ Rₜ = Σ r̃_τ/σ Market events: âₜ† = 1_{Δnₜ>0} · |Δnₜ| → buy âₜ = 1_{Δnₜ<0} · |Δnₜ| → sell Result: probability density of the next move: P(n,t) = 1/W · Σ δₙ,ₙτ Oil volatility for everyone is risk, for him it's a signal Check his profile:
sopersone65,045 views • 3 months ago

A small group of quants wrote one formula, launched it on Polymarket and quietly took $20m in a year Their secret fits in one equation: A = e^(-λ₁T - λ₂y - λ₃R) · (1 + γ₀y · 1_{y>0.7}) · e^(-φ₀R²) · sgn(σₕ - κC)(1-C) These aren't random symbols each factor is a filter: > how stale the position is over time > how overheated the market is by returns > how much volatility justifies the entry > which direction to look at all Only if all four factors align the trade exists No "I feel like it". No "I believe in this asset" Just a number positive or not But there is one tool that changes the game completely Top traders on Polymarket are active simultaneously across multiple high-probability markets every day Each trade brings a small win on its own But combining 5-6 of these trades into one parlay you can increase your return from 80% to 400% ROI instead of five small wins That's exactly what this bot does automatically Try here:
sopersone56,779 views • 2 months ago

Another guy building a Polymarket trading bot in Python I am very very happy hahaha
sopersone55,027 views • 3 months ago

Quant from CERN built a model that catches market shocks when everyone panics, it profits the most But when to enter is a separate problem. Math already solved it: R = N/e ≈ 0.37 × N* > skip the first 37% of entry points > then take the first one better than anything you've seen > random entry: 1–10%, optimal: ~37% Good model + right timing = the line between catching a soft breach early and discovering the edge died eight months ago trade:
sopersone16,802 views • 1 month ago

Chinese quant genius unlocked 100% of his brain's potential at just 22 years old, living in a dorm room and spending only 10 days, he built a money-making machine raised $4.1m in investment and earned the respect of 18,000⭐developers on GitHub then he tested his simulator on prediction markets the result: $85,696 in pure profit in one week check his trade history yourself: his wallet: 0x17559efac103ac7f361be37ec0b93888d4c55aac
sopersone24,364 views • 4 months ago

6 formulas is not a playbook. It's half a playbook But here's what's missing Four models any serious quant stack should also account for: 1. Random Walk Paths dS_t = μS_tdt + σS_tdW_t Geometric Brownian Motion - the backbone of price simulation Without modeling hundreds of possible scenarios building up over time, you're flying blind on tail risk 2. Monte Carlo Simulation P(A) ≈ N_hit / N_total Thousands of random samples to solve problems that closed-form math can't This is how you stress-test your Kelly sizing before real capital hits the market 3. Probability Distribution f(x) = (1/σ√2π) · e^(-½((x-μ)/σ)²) Results converge into a clear distribution of potential risk If you're not mapping your P&L outcomes to a distribution, you're guessing not trading 4. Quantitative Analysis / VaR VaR_α = inf{l ∈ ℝ : P(L > l) ≤ 1 − α} Predicting the future by simulating uncertainty and volatility Value at Risk shows you the worst-case loss at a given confidence level, the one number risk desks actually care about The original playbook gives you the edge. These four give you the guardrails Without guardrails, edges kill you faster than no edge at all Auto-copy trades from pros like this and ride their edge:
sopersone15,585 views • 4 months ago

It took me a month of working with Polymarket data to build this bot most bots trade everything mine rejects 80% of markets it doesn't predict btc direction it buys BOTH sides when each gets temporarily cheap > YES at 48c > NO at $45c > pair cost: $93c > one side always pays $1.00 > guaranteed 7c profit per pair but entering every market is how you blow up so the bot runs three filters before every trade > base rate: compares current odds to 2 years of historical data > Kelly criterion: calculates EV, if negative - skips > liquidity and spread: volume below $50k or spread above 3% - skips 60 days live: 847 markets scanned 156 entries 71.4% win rate +$2,847 net profit maKe your predictions -> most people lose money not because they trade badly but because they trade where they shouldn't the bot just learned to say "no"
sopersone11,187 views • 3 months ago
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