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Fascinating account. Only posts YTD PnL charts, lists of quant finance papers, occasions inspirational quotes and #vanlife content. I’ve been following for more than a year and am absolutely none the wiser.https://twitter.com/QuantSymplectic/status/1457001948788498434 …
Interesting follow up question — if you had to post a chart where the x-axis is number of trades (actually every third trade) and the y-axis is return on capital, and you wanted to get as close to a straight line as possible with 80%+ roc, what strategy would you follow?
I always enjoy the reading selection from the account.
That kind of return profile will see a 99% drawdown at some point
So, I knew a guy that had a strategy that showed this kind of perf. Never seen anything like it before or since. I looked at how it worked, spent 3 months trying to understand, still didn’t get it. Ultra galaxy brain stuff. It’s out there
Spooky twist. He had a random heart attack and died a few months later (was in negotiation to bring him on as a partner in my prop fund).
Followed for the banner pic. Unsure if Boids or turbulent flow gradient (same?), but either way I’m a fan.
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