@ArbStHubert

🇻🇦| Applied Mathematics | MFT | Aspiring QR

Joined October 2025
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  • Followers921
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How I've approached smoothing a signal without overfitting or backtesting

Article · @ArbStHubert
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Reminds me of
Man of Myth
@Mythos_ManOct 22
“For without risk there is no faith, and the greater the risk, the greater the faith” — Søren Kierkegaard
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Putting together a small group of independent street kwants focused on systematic trading (Low-Freq/MFT). Mainly looking for people who have been researching quant trading for a while and are already running live systems/portfolios. The idea is to exchange research, discuss alpha/features ideas, infra, execution, and generally help each other learn and improve. If you think you'd be a good fit, feel free to DM for an invite.
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The focus is Low-Frequency/MFT, risk modeling, feature research, portfolio management, optimization kind of stuff. Not really HFT, latency-sensitive arbs, or prediction market stuff.
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DM’s now open, forgot I had verified only. Just share what kind of system you trade to be vetted.
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Was playing around with IC gates and negation of features when IC turns negative and it clicked why it makes more sense to model features as expected returns.
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Digging now into some factor modeling to know what the features i've built hitherto are really doing, found this article quite useful to start with papers.ssrn.com/sol3/papers.…
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I felt that
Dmitrii Kovanikov
@ChShershOct 1
Replying to @popzxc_is_me
The problem with FAFO is that one day you FA too much, you don’t get to the FO part
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Kwanting so fking hard rn
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Nice OpenAI airdrop
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Since time immemorial, Long Chuds / Short foids
Scott Phillips, O.G.
@ScottPh77711570Sep 17
Babe wake up, new pairs trade just dropped Short AVAX Long HYPE
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Scott Phillips, O.G.
@ScottPh77711570Sep 14
Replying to @pedma7
@pedma7 is my great friend and we learned trading over roughly the same period. Lots of collaboration over many trades Fucking around, finding out, asking smart frens, doing the work It is still surprising to me that people at the very highest levels of finance will help me learn more and improve my systems
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Any recommendations for a tokyo VPS?
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Trying to copy @therobotjames ... Some useful intuition built while digging deeper into feature research
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Making a lot of refinements to feature research. Tails indeed noisy as fuck. Thanks @friendscallmeap
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Simple returns or vol-adjusted returns? @ScottPh77711570 how do you approach the lookback and the forward horizon if we model intraday? here for example is a feature with a 24 hour lookback plotted against 24 hour forward returns
Scott Phillips, O.G.
@ScottPh77711570Sep 8
Replying to @ScottPh77711570 @Avik_Saikat @therobotjames
You start with splitting your signal up into 10 chunks (deciles) or 100 chunks (centiles) from weakest to strongest Then plot against future returns /2
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Retail crashing tf out once again after cephs comments lmao
Sarasota Jimmy
@jimmmmmmmmmmmnySep 4
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Are you telling me @OpenAI needs more compute? This is with 20x pro plan on 5.6 Sol Max btw
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