Загрузка видео...

Не удалось загрузить видео

На главную

This guy used Grok Bot to build a Quant Linear Regression system and it made $4,065 a day on Polymarket The result is already +$508,183 PnL in 125 days with about $258 per average trade, repeating the same setup 33 times every hour across BTC "Up or Down" markets...

79,354 просмотров • 1 месяц назад •via X (Twitter)

Комментарии: 7

Фото профиля swapcherry
swapcherry1 месяц назад

33 times an hour is insane

Фото профиля Ai Turning Futures
Ai Turning Futures1 месяц назад

This is an inaccurate post.

Фото профиля niko tesle
niko tesle1 месяц назад

@grok v’est vrai ? Et commét faire de l'argent sur polymarket

Фото профиля Teraliq Quant
Teraliq Quant1 месяц назад

$258/trade × 33 setups/hr ≈ $8.5k/hr, but you cite $4,065/day — which is it? Is the $508k live or backtested? Would love to see the losing days.

Фото профиля otaku monarch
otaku monarch1 месяц назад

This is fake news just paste it on grok.. grok will tell u is fake nes

Фото профиля S0SA
S0SA1 месяц назад

@JJChagerben357 que opinas de la IA para ganar dinero?

Фото профиля Rocky S
Rocky S1 месяц назад

@grok clone this

Похожие видео

This guy used Grok Bot to build a Quant Adaptive Efficiency system and it made $4,287 a day on Polymarket The result is already +$643,240 PnL in 150 days, with an average trade size of about $38.62 and the same setup repeated about 52 times per active hour across BTC “Up or Down” markets Several AI agents work together as one algorithm: 1. Efficiency Ratio measures how consistently BTC is moving The first agent compares the net price change with the total distance the price has traveled: ER = |Sₜ − Sₜ₋ₙ| / Σ|ΔS| Where: > Sₜ = current BTC price > Sₜ₋ₙ = BTC price at the start of the window > Σ|ΔS| = sum of absolute price changes within that window ER closer to 1 → more consistent directional movement ER closer to 0 → movement is mostly back and forth 2. KAMA adjusts its response speed to match those conditions The update factor is calculated using ER: α = [ER × (Fast − Slow) + Slow]² Then: KAMAₜ = KAMAₜ₋₁ + α × (Sₜ − KAMAₜ₋₁) Fast and Slow are the smoothing factors 2/(N + 1) for the short and long periods With higher ER, the line follows price faster. With lower ER, it adjusts more slowly BTC above a rising KAMA → Up bias BTC below a falling KAMA → Down bias The system considers new entries when ER passes the chosen filter and price aligns with KAMA’s direction This trader’s Polymarket account: Top trades: $4,588.09 → $7,904.50 (+$3,316.41) $1,578.23 → $4,811.28 (+$3,233.05) $2,215.59 → $5,305.15 (+$3,089.56) ER measures the consistency of the move, while KAMA uses that reading to adjust its response speed and identify direction

VALIX

13,492 просмотров • 7 дней назад

➡️ Quantitative Finance From Scratch, Part 21: Linear Regression in finance Linear regression finds the straight line that best describes how one quantity moves with another. In finance, that is often a stock's daily return against the market's daily return. Least squares: for every day, you measure how far the real return lies from the line, square that distance and add everything up. The best line makes this sum as small as possible. The line has two numbers. The slope is the beta from Part 14: how strongly the stock follows the market. The intercept is alpha: what the stock earns on average on a day when the market does not move. What the line cannot explain is the residual, and R² tells you which share of the swings (the variance) the line explains, from 0 for nothing to 1 for everything. In this video we simulate two years (504 trading days) of a market and a stock with a built-in beta of 1.2, a second factor with a beta of 0.6 and no alpha. The line finds a beta of 1.26 (the 1.2 lies within the range of chance for two years of data), an alpha of +0.05% a day and an R² of 52%. With two inputs, the line becomes a plane: betas 1.27 and 0.60, R² 63%. Quants use regression to estimate betas, to size hedges, to test whether a strategy earns more than its risk, and to check whether two assets really move together. The limits: a regression only finds a relationship in the data you give it. It does not prove that one thing causes the other, a few extreme days can pull the line (three invented extreme days move our slope from 1.26 to 1.10), and a relationship from the past can change. Education only, not financial advice. #quantitativefinance #quant #finance #regression #beta

QuantFinanceToGo

59,100 просмотров • 1 месяц назад

This guy used Claude Fable 5.1 to build a Quant Vortex Structure system and it made $3,475 a day on Polymarket The result is already +$319,684.59 PnL in 92 days with about $30.58 per average trade, repeating the same setup about 131.02 times per active hour across BTC Up/Down markets Several AI agents work together as one algorithm: 1. Vortex identifies direction by comparing consecutive BTC candles The first agent compares the current highs and lows with those of the previous candle: VI⁺ = Σₙ|Hₜ − Lₜ₋₁| / ΣₙTR VI⁻ = Σₙ|Lₜ − Hₜ₋₁| / ΣₙTR Where: > H and L = candle high and low > TR = true range, accounting for the previous close > n = number of candles in the window VI⁺ > VI⁻ → Up bias VI⁻ > VI⁺ → Down bias 2. Choppiness Index checks whether those movements form a consistent direction The second agent compares the combined candle ranges with the full price range over the same window: CHOP = 100 × log₁₀(ΣₙTR / (Hmax − Lmin)) / log₁₀(n) Where: Hmax − Lmin = full price range over n candles Lower CHOP indicates more directional movement. Higher CHOP indicates more back-and-forth movement within the range The system only considers the side identified by Vortex when CHOP falls below the selected threshold His Polymarket account: Top trades: $1,590.56 → $4,044.03 (+$2,453.47) $1,616.27 → $3,983.90 (+$2,367.63) $1,584.39 → $3,516.82 (+$1,932.43) Vortex identifies direction, while CHOP filters out entries when price movement consists mostly of back-and-forth swings

VALIX

40,787 просмотров • 6 дней назад