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macrocephalopod's profile
macrocephalopod
macrocephalopod
macrocephalopod
@macrocephalopod

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macrocephalopod

@macrocephalopod

Paul Allen, Vice President M&A, Pierce & Pierce (Sie/Hir) | Vegan | Silence is Violence | Women’s Rights Are Human Rights | ACAB (Assigned Cephalopod At Birth)

Joined December 2020

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    1. macrocephalopod‏ @macrocephalopod 16 Feb 2021

      Spent most of the day paying serious attention to details of one trading strategy — cleaning noise out of the signal, carefully legging into trades, minimising unnecessary turnover etc — and improved Sharpe of the backtest from 1.5 to 2.8

      7 replies 1 retweet 25 likes
      Show this thread
    2. emily‏ @theemilyaccount 16 Feb 2021
      Replying to @macrocephalopod

      i would simply make sure my orders got execution at exactly the price i wanted

      1 reply 0 retweets 12 likes
    3. macrocephalopod‏ @macrocephalopod 16 Feb 2021
      Replying to @theemilyaccount

      *emily scratching her head wondering why the sharpe is still so low*

      1 reply 0 retweets 4 likes
    4. emily‏ @theemilyaccount 16 Feb 2021
      Replying to @macrocephalopod

      i forwardtest all my best ideas

      1 reply 0 retweets 4 likes
      macrocephalopod‏ @macrocephalopod 16 Feb 2021
      Replying to @theemilyaccount

      looking forward to spending the next two days implementing the changes in production and wondering why simulation and live do not reconcile

      4:24 PM - 16 Feb 2021
      • 1 Like
      • emily
      1 reply 0 retweets 1 like
        1. emily‏ @theemilyaccount 16 Feb 2021
          Replying to @macrocephalopod

          thank god for drop copy

          0 replies 0 retweets 3 likes
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