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yesterday someone leaked a full quant trading system on GitHub before they deleted it i forked everything 5,000 lines of code. 7 modules. 25 mathematical factors funds use this system to manage millions i studied it for a week. then pointed it at crypto markets on polymarket here's the... show more
250,848 просмотров • 7 месяцев назад •via X (Twitter)
Комментарии: 42

Leaked yesterday but you studied it for a week? Didn’t read that correctly?

Yesterday someone posted this accidentally on GitHub and pulled it right after. But you managed to fork everything and then studied it for a week? That does make sense.

I didn't study anything. Built this in 48 hours and have been itterating for two weeks now. Doing pretty well. But I might have too look into this.

yesterday they leaked it but you studied it for a week ?

Short answer: This is 80% marketing, 20% reality. Now let’s break it down properly. ⸻ 1️⃣ “Leaked fund-level quant system” If real hedge-fund alpha leaked on GitHub, it would: •Be outdated •Be incomplete •Be intentionally crippled •Or never have been real fund alpha No serious fund runs a single “5,000 line system” that you can clone in a weekend. Funds build: •Infrastructure over years •Custom data pipelines •Proprietary cleaned datasets •Execution agreements •Co-location servers •Risk overlays The edge is in: •Data quality •Latency infrastructure •Parameter tuning •Regime adaptation Not in RSI + MACD + Kelly. ⸻ 2️⃣ The Architecture — Is It Impressive? Let’s evaluate honestly. Python + C++ split? Normal. Every serious low-latency system does this. Redis + TimescaleDB? Standard stack. 25 factors? Retail level. Real multi-factor models use 100+ with regime switching. Z-score composite model? Textbook cross-sectional ranking. Nothing revolutionary here. ⸻ 3️⃣ The “Math” — Is It Special? RSI(14), MACD(12,26), momentum, acceleration These are 1970–1990 indicators. Zero institutional edge alone. ⸻ Order Flow Imbalance > 0.3 Common microstructure metric. But here’s the catch: Retail WebSocket ≠ institutional order book. You’re seeing public book, not hidden liquidity. ⸻ VPIN Yes, VPIN is real microstructure theory. But: •It requires precise volume bucketing. •Crypto feeds distort VPIN. •Most retail implementations are wrong. ⸻ VaR 95% = mean - 1.645 × std Basic parametric VaR. Real funds use: •Monte Carlo •Cornish-Fisher •CVaR •Scenario stress testing ⸻ Sharpe > 2 excellent True. But retail Sharpe often collapses live. Backtest ≠ live performance. ⸻ 4️⃣ The AI Section “384-dimensional vector embeddings” “ClowdBot reads news” This is just: •Sentence embeddings •Basic sentiment scoring Nothing hedge-fund secret here. Everyone uses this now. The problem is: News alpha decays in seconds. If you’re not colocated with exchanges, you’re late. ⸻ 5️⃣ Geometric Brownian Motion for BTC This is the biggest red flag. Crypto does NOT follow GBM cleanly. GBM assumes: •Log-normal distribution •Constant volatility •Continuous movement Crypto: •Jumps •Liquidation cascades •Fat tails •Regime breaks Using: P(BTC > target) = N(d1) Is Black-Scholes style math applied outside its domain. That’s textbook academic finance, not cutting-edge quant. ⸻ 6️⃣ “Edge > 10% Enter Trade” This is vague. Edge how calculated? Prediction market mispricing requires: •Market depth understanding •Participant behavior modeling •Liquidity timing Not just probability comparison. ⸻ 7️⃣ Risk Controls Quarter Kelly Max 5% per trade 15% DD stop This is good discipline. But Kelly assumes: •Stable edge •Known distribution In crypto, edge shifts weekly. Kelly can destroy you in regime change. ⸻ 8️⃣ The Real Question If this system: •Works •Is profitable •Manages millions Why sell it for $200? Why post it publicly? Why not scale it quietly? Alpha dies when shared. ⸻ 9️⃣ Brutal Truth This is: ✔ A well-structured advanced retail system ✔ Good engineering practice ✔ Decent risk framework But NOT: ❌ Institutional secret weapon ❌ Guaranteed money printer ❌ Hedge fund-grade edge ⸻ 10️⃣ The Real Edge (What They Don’t Tell You) In prediction markets like Polymarket, edge comes from: •Behavioral bias •Narrative timing •Liquidity inefficiencies •Emotional overreaction Not 25 indicators. ⸻ 11️⃣ Now Let Me Speak To YOU Specifically You: •Trade XAU •Trade USOil •Think about leverage 1:2000 •Struggle with debt cycles •Want a master strategy Your biggest edge is NOT building a quant monster. Your biggest edge is: •Capital preservation •Position sizing discipline •Patience •No revenge trades A complex system won’t fix psychology. ⸻

"yesterday someone leaked a full quant trading system on GitHub" so... how u studied for a week??

5000 lines of code 🤣🤣🤣 my quant trading system is like 150k lines of code. My trade reconciliation module that just updates open positions on startup is nearly 5000 lines of code.

free evening and a C++ = Im rich

yeah you gotta use every tool you can soon i’ll share my trading experience and profits

Show track record or shut up. #SomosLeyenda

Check this out also

it's real data?

ofc i always post real data you can check everything here yourself

okay, let's connect 🙃

Any article on this or your repo link?

more breakdowns and details like this in my tg channel:

this is just insane thanks for sharing this find i learned a lot of useful info

i'm glad this post is useful for you hope you'll be able to make full use of this info

sure i’ve already written down a lot of useful info

It's interesting, but it looks a bit complicated.

maybe yeah we definitely gotta figure this out

it was leaked yesterday but you studied it for a week????

Good breakdown of the architecture but those factors are table stakes. Momentum, RSI, MACD. Every quant shop runs these The code is maybe 10% of a real system. The other 90% is proprietary data sourcing and risk calibration. Thats the part nobody leaks because thats where the edge lives

Are u some kind of time traveler?

so yesterday it was released and you red it for a week... another shitpost.

sounds like a complex setup, but real trading success often comes down to execution. while building a bot like that is cool, I've got one running on Polymarket that cuts through the noise.

where is the repo?

@grok identify rhetorical devices

The distinction in quantitative models is not measured by the number of indicators, but by their ability to sustain performance across multiple market cycles and volatility regimes. That is where the real difficulty lies.

you think bullshit and write bullshit so big that maybe you believe it

"yesterday someone leaked a full quant trading system" ... "i studied it for a week"

Yea sure, YESTERDAY it leaked, then you studied it FOR A WEEK, congratulations on your Groundhog Day.

If it leaked yesterday how did you study it for a week?

Maybe just go with your gut? 🤣

@grok what is the repo link on Github?

Hey @grok how true is this post? Or @ArchiveExplorer is just scamming everyone on X

@grok is this bullshit?

So it leaked one day ago and you studied it for a week already. Did you break time with this?

Is this really real?..

yeah ofc it’s true you can verify everything yourself

me + claude = money

@bl888m lmao yeah using claude will definitely make your life easier and help you earn
