Nathan Black

@sockcymbal

Nonlinear dynamics, markets, music. Trading volatility and tail hedging at

San Mateo, CA
Vrijeme pridruživanja: siječanj 2010.

Tweetovi

Blokirali ste korisnika/cu @sockcymbal

Jeste li sigurni da želite vidjeti te tweetove? Time nećete deblokirati korisnika/cu @sockcymbal

  1. Prikvačeni tweet
    12. svi 2019.

    Volatility is change. The future will be volatile. Long vol lets you benefit from market turbulence. Here's our Q1 letter to investors making the case for convex exposure to change, and robustly analyzing Bitcoin's volatility:

    Poništi
  2. 8. sij

    - Largest jolts (changes in acceleration) are side to side - Local train has 45% less volatility than express - Better to sit farther from engine

    Prikaži ovu nit
    Poništi
  3. 8. sij

    Fun experiment: I did a brief vibration analysis riding the using an accelerometer, python, and volatility techniques from quantitative finance.

    Prikaži ovu nit
    Poništi
  4. 29. pro 2019.

    I’m consistently amazed how many ideas click from the clarity and presence a slow walk in nature brings.

    Poništi
  5. proslijedio/la je Tweet
    1. pro 2019.

    Independent thinking is rare because there's little to no social reward for it in the short term.

    Poništi
  6. proslijedio/la je Tweet
    27. pro 2019.

    Starting with axioms & previously proven theorems Various transformations are attempted To obtain new expressions Modified until —with persistence & good fortune— a sequence is discovered that leads to the goal. ➡️ Selective trial & error

    Poništi
  7. proslijedio/la je Tweet

    Thinking for yourself is like writing your own software. Doable, but not that easy. And even harder if you don’t want to rely on the libraries of others.

    Poništi
  8. 27. pro 2019.

    In information networks, there is a fundamental trade-off between throughput and stability. The more you need a system to be reliable, prioritize *stability* h/t: - Bitcoin’s distributed memory of money - Chiang’s “Exhalation” distributed memory of consciousness

    Poništi
  9. proslijedio/la je Tweet
    14. pro 2019.

    Being optimistic is an underrated skill.

    Poništi
  10. 13. pro 2019.

    Interesting and helpful reflections on decision-making optimization. Part of a healthy error correction algorithm is periodic metaheuristic checks, i.e. how sure am I that I want to be deciding the way I'm currently deciding?

    Poništi
  11. proslijedio/la je Tweet
    11. pro 2019.

    Going from tangentially thinking about an idea, to constantly thinking about and researching an idea unlocks compounding benefits. If your competition isn't as laser focused as you are, they aren't competition.

    Poništi
  12. 10. pro 2019.

    “Uncertainty is ignorance. We hate being ignorant.” - Edgar Peters

    Prikaži ovu nit
    Poništi
  13. 10. pro 2019.

    The Ellsberg Paradox demonstrates our tendency for ambiguity aversion. Certainty is comforting. To become friends with uncertainty, we can work on moving towards discomfort and/or decreasing our emotional association with feelings of certainty in what we know.

    Prikaži ovu nit
    Poništi
  14. proslijedio/la je Tweet
    13. ruj 2019.

    I don't mean to butcher the purity of broad wisdom, but find this too perfect for trading wisdom: “By three methods we may learn wisdom: First, by reflection, which is noblest; Second, by imitation, which is easiest; and third by experience, which is the bitterest.” -Confucious

    Poništi
  15. 3. pro 2019.

    Story-addiction and certainty-craving is a recipe for terrible decision making in a fundamentally turbulent environment. Beware of sellers of nice sounding narratives and belief systems that rely on predictions!

    Poništi
  16. 23. stu 2019.

    Plus since they all feedback on each other, strengthening one can certainty strengthen the others, enabling nonlinear growth in overall understanding.

    Poništi
  17. 23. stu 2019.

    We typically think of A/B testing and prototyping as additive. Don’t forget to experiment with deliberate subtraction.

    Poništi
  18. proslijedio/la je Tweet
    29. lis 2019.

    For my friends frustrated with their career or plagued by imposter syndrome... Here’s Jim Simons at 41, struggling with markets before becoming the top performing fund manager ever: “Sometimes I look at this and feel I’m just some guy who doesn’t really know what he’s doing.”

    Prikaži ovu nit
    Poništi
  19. 14. lis 2019.

    "Don't only practise your art, but force your way into its secrets." Ludwig van Beethoven

    Poništi
  20. 26. ruj 2019.

    Ask for advice, not feedback. Feedback is associated with evaluation and judgement, whereas advice is associated with growth.

    Poništi
  21. 16. ruj 2019.

    If musicians ran the world...

    Poništi

Čini se da učitavanje traje već neko vrijeme.

Twitter je možda preopterećen ili ima kratkotrajnih poteškoća u radu. Pokušajte ponovno ili potražite dodatne informacije u odjeljku Status Twittera.

    Možda bi vam se svidjelo i ovo:

    ·