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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 7 May 2021

      Vol twitter is fantastic because there is so much drama and noise and fury over which pet theory is right, and then you look up the 10y returns of the biggest, noisiest accounts and the only appropriate response is “....eh”

      17 replies 8 retweets 171 likes
      Show this thread
    2. macrocephalopod‏ @macrocephalopod 7 May 2021

      The entire premise of long vol funds is that they improve geometric return of a stock portfolio, but I took the returns of two of the big vol accounts, computed the optimal allocation to them to maximise long term geometric return, and the answer in both cases was 0%

      6 replies 0 retweets 71 likes
      Show this thread
    3. Cat Ears - Scoot‏ @InfoRatioed 7 May 2021
      Replying to @macrocephalopod

      Meanwhile Ernie just grinding out 50% returns in a good year and risk premia in a bad year and totally supportive of anyone with an idea and some energy

      2 replies 1 retweet 9 likes
    4. Mitchell Rosenthal‏ @M1tchRosenthal 7 May 2021
      Replying to @InfoRatioed @macrocephalopod

      Who's Ernie?

      2 replies 0 retweets 1 like
      macrocephalopod‏ @macrocephalopod 7 May 2021
      Replying to @M1tchRosenthal @InfoRatioed

      Ernie P Chan — he’s written two books on algo trading. You’d probably enjoy reading them! Not sure if he is on Twitter.

      2:22 PM - 7 May 2021
      • 10 Likes
      • Cut Salvatore Rubino Kris Mike Hunt Richie (retvrned to Seattle) Alex Castaldo 卡亚立 Mitchell Rosenthal
      4 replies 0 retweets 10 likes
        1. New conversation
        2. Cat Ears - Scoot‏ @InfoRatioed 7 May 2021
          Replying to @macrocephalopod @M1tchRosenthal

          I think you can hit him up on LinkedIn or email and he will likely take the time to answer you so be sure it’s a thoughtful line of inquiry

          1 reply 0 retweets 2 likes
        3. Mitchell Rosenthal‏ @M1tchRosenthal 7 May 2021
          Replying to @InfoRatioed @macrocephalopod

          Great advice and will do, once I finish his books!

          0 replies 0 retweets 0 likes
        4. End of conversation
        1. New conversation
        2. Mitchell Rosenthal‏ @M1tchRosenthal 7 May 2021
          Replying to @macrocephalopod @InfoRatioed

          Oh I know of Ernie Chan :)! Wanted to make sure I knew who you guys were talking about tho. Need to read those books seriously. My goal is to start my heavy reading with Euan Sinclair since Im trying to trade options on broad ETFs to avoid job rltd trading restrictions

          2 replies 0 retweets 3 likes
        3. Freak0naut‏ @FREAK0NAUT 7 May 2021
          Replying to @M1tchRosenthal @macrocephalopod @InfoRatioed

          Freak0naut Retweeted Ernest Chan

          "don't know if he's on twitter" actively long market flower.https://twitter.com/chanep/status/1366518420603346953 …

          Freak0naut added,

          Ernest Chan @chanep
          Replying to @nope_its_lily
          Why would anyone who believe in GBM follow you?
          2 replies 0 retweets 5 likes
        4. Show replies
        1. Richie (retvrned to Seattle)‏ @Duderichy 7 May 2021
          Replying to @macrocephalopod @M1tchRosenthal @InfoRatioed

          He’s on Twitter @chanep

          0 replies 0 retweets 1 like
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        2. Corey Hoffstein  🏴‍☠️‏Verified account @choffstein 7 May 2021
          Replying to @sajidnizami @macrocephalopod and

          https://blog.thinknewfound.com/podcast/s3e5-ernest-chan/ …

          1 reply 1 retweet 9 likes
        3. End of conversation

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