Trading Fast Signals: Multi-Period Trading At Home
I wrote about my biggest W here. there won't be another article like this for the foreseeable future bcs recently I've only been getting Ls.
as usual giving access to some who RT
yo friends I think today I might have had my biggest W at work so far…
> *watching the market*
> “huh that’s weird it has happened like at least 6 times in the last 2w”
> *run some tests*
> “damn there might be something here”
> “I swear Corey has a podcast that mentions this”
> he has
> “I swear ceph has some tweets about this as well”
> he has
> there is definitely something here
> *run final checks*
> this thing can save us around ~8-15% of tcost, boost our Sharpe by ~15%. if we spend more time on this very likely it can be even more
my PM was stunned when he saw it