nalgenie Profile
nalgenie

@nalgenie2

Followers
339
Following
448
Media
8
Statuses
303

probably cuter than you

Joined June 2021
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@nalgenie2
nalgenie
@nalgenie2
15 days
these guys have got style.
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@nalgenie2
nalgenie
@nalgenie2
15 days
taking inspo from the SEBI school of plotly graphs
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@nalgenie2
nalgenie
@nalgenie2
23 days
great to see 5k people now think that i have interesting musings on alpha research when I spend half my time raging at LLMs for not remembering that polars is group_by and not groupby.
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@nalgenie2
nalgenie
@nalgenie2
23 days
Idk, still trying to work this out. Happy for any input.
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@nalgenie2
nalgenie
@nalgenie2
23 days
My general observation is that combining trigger based signals is non trivial when they are not super sparse (so concurrent triggers on same symbol).And also implicit assumptions about eg measuring mark outs from trigger time don’t make sense when you execute over eg minutes.
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@nalgenie2
nalgenie
@nalgenie2
23 days
Which you still have to worry about (I guess) with time based predictions. Testing trigger based alpha seems a bit easier in that you don’t need to consider eff.sample size or worry about signal flipping as much as in the cts case.
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@nalgenie2
nalgenie
@nalgenie2
23 days
Something I’m trying to work out: as a HFT/MFT strategy, when does it make sense to transition from trigger based alpha to continuous? For fitting, trigger based alpha requires some concept of event weight over standard loss (eg penalty fn ~= prediction pnl).
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@nalgenie2
nalgenie
@nalgenie2
1 month
gf is away so instead of getting laid im just waiting for number go up.
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@nalgenie2
nalgenie
@nalgenie2
1 month
handsome quant seeks charming alpha researcher to service his pipeline.
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@nalgenie2
nalgenie
@nalgenie2
3 months
bullied into buying strawberries by a spirited french green grocer.this is how life was meant to be lived.
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@nalgenie2
nalgenie
@nalgenie2
3 months
Hypothetically .if ChatGPT was to guess my IQ at 105.Am I eligible for disability benefits.
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@nalgenie2
nalgenie
@nalgenie2
4 months
RT @thorstenball: what the fuck.
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@nalgenie2
nalgenie
@nalgenie2
4 months
real talk why the fuck is my code so slow.
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@nalgenie2
nalgenie
@nalgenie2
4 months
<me getting inside my garbage code> everythings json. wow.
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@nalgenie2
nalgenie
@nalgenie2
4 months
criminally overfollowed account .my deepest condolences to anyone who reads these threads. its not too late to stop.
@zkcno
C͢N͢O
@zkcno
4 months
For people who doesnt understand Options :.The first chart help you know if market is much more asking for Puts (protection) or Call (above or below the median of mark price of each strike) and the volatility smile shows you which strike is priced the cheapest. In the situation
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@nalgenie2
nalgenie
@nalgenie2
5 months
making systematic trading solo v.s within the infra of a large shop has shown me I know fuck all about system design.how 2 make aws stop killing my connection every 12 hours please .what is a tmux .help.
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@nalgenie2
nalgenie
@nalgenie2
6 months
/r/quant is cooking up some superb equity curves
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@nalgenie2
nalgenie
@nalgenie2
6 months
what would i do if i had 10x the agency i ask as i reply guy myself into oblivion.
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@nalgenie2
nalgenie
@nalgenie2
6 months
I have gained my first hater .thousands more will follow
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@nalgenie2
nalgenie
@nalgenie2
6 months
trying to choose movie to watch with family member who only wants to see ones “with a good cast” but they’re all mediocre mid 2000s slop. Wow thank you my beloved sibling I’d love to spend 2 of our precious hours together watching Meet the Fockers.
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