FM (@FMChain_) header
FM (@FMChain_) profile picture

FM

@FMChain_

Industrial engineer | Systematic trading and Investing | Quant | Discipline Equals Freedom. Freedom Equals Success. Building @futurailabs

Joined January 2019
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  • Followers1.2K
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Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)Photo by FM (@FMChain_)
Your reputation is more important than your paycheck. Your integrity is worth more than your career.
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FuturAI Labs - Low Volatility is open, but filled 88% already. vaults-analyser.com/detail/a…
Image from FM (@FMChain_)
Image from FM (@FMChain_)
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Actually, vault-analyzer is not updated in real time, so it's filled around 90%
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Following the rules @AstraeusCap found, I would bet the max exposure is lower than 20% of the portfolio. Isn't it?
Mikko Ohtamaa (@moo9000) profile pictureMikko Ohtamaa
@moo900018h
A podcast fresh from the press. @StratwiseAI explains how not to drain yourself to zero and avoid the pitfalls of the Martingale CC @FMChain_ and @AstraeusCap teapawt.net/TradingProtocol/status…
Image from Mikko Ohtamaa (@moo9000)
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Quick question! Why are you starting in 2023 and not in 2022? I would love to see how the system handle the LUNA crash and the bear market. (Survivorship bias free db) My extra layers make it survive like nothing happened. Curious to see the results!
Astraeus (@AstraeusCap) profile pictureAstraeus
@AstraeusCapNov 11
As promised, here's my first attempt to reverse engineer profitable live Hyperliquid vaults (will not be the last). Put quite a bit of work into this, so I hope this is an enjoyable read. If I made mistakes, please point them out!
I reverse engineered a 1.9 Sharpe Hyperliquid vault. Here's how it works, and how to trade it

I reverse engineered a 1.9 Sharpe Hyperliquid vault. Here's how it works, and how to trade it

Article · @AstraeusCap
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Astraeus reverse engineered my vault. Credit where it’s due. That’s real work, and most of the read is right It’s a mean rev strategy. It buys dips in large coins and gets paid for providing liquidity when nobody else wants to But the order flow only show you half the story 🧵
Astraeus (@AstraeusCap) profile pictureAstraeus
@AstraeusCapNov 11
As promised, here's my first attempt to reverse engineer profitable live Hyperliquid vaults (will not be the last). Put quite a bit of work into this, so I hope this is an enjoyable read. If I made mistakes, please point them out!
I reverse engineered a 1.9 Sharpe Hyperliquid vault. Here's how it works, and how to trade it

I reverse engineered a 1.9 Sharpe Hyperliquid vault. Here's how it works, and how to trade it

Article · @AstraeusCap
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5/ Markets don’t pay you for a pattern. They pay you for a function: absorbing the risk others refuse, at the exact moment they refuse it. If you can’t manage that risk when it hurts, you don’t have a function. You have a martingale that hasn’t blown up yet. Great work again.
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6/ One more thing. Before the end of the month, I’m launching a new version of the system. Same philosophy. Different engine. This one won’t be as easy to reverse engineer. Stay tuned. futurailabs.xyz
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I’ll buy back soon
Image from FM (@FMChain_)
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Testing a model which starts as a mean reversion but also follows the trend. Looks amazing. And robust.
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This is the result of design a system robust enough to handle black swan. Multiple mean-reversion system blew up that day. I was ready for the worst.
FM (@FMChain_) profile pictureFM@FMChain_Nov 9
Replying to @TradeQuantiX
The good thing about my mean reversion strategy, is that it was live during 10/10. And it made money. This is an hedge fund audited account.
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FM retweeted
FM (@FMChain_) profile picture
FM@FMChain_Nov 9
Replying to @TradeQuantiX
The good thing about my mean reversion strategy, is that it was live during 10/10. And it made money. This is an hedge fund audited account.
Image from FM (@FMChain_)
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Sometimes you want to limit your MaxDD.
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Mikko Ohtamaa (@moo9000) profile pictureMikko Ohtamaa
@moo9000Nov 9
Replying to @FMChain_ @TradeQuantiX
For a Hyperliquid and Lighter vault comparison, check out here. If you sort by Sharpe you will find our competition tradingstrategy.ai/vaults/pr…
Image from Mikko Ohtamaa (@moo9000)
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+$400K in the Low volatility vault. Green every week. Scaling up the Medium vol, which now is a Long/Short momentum system. This one will be the best in the next months. Not due to the market conditions. But by design. The new system is a beast. And I didn't create it alone.
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This vault was created to run a medium volatility trading system, generating bigger returns. It’s the time to add some volatility and make more money. In the following hours I’ll deploy the new portfolio. Vol target around 0.3 🎯 app.hyperliquid.xyz/vaults/0… Hyperliquid
FM (@FMChain_) profile pictureFM@FMChain_Oct 27
I'm also running a parallel vault. The same strategy, but a sightly different universe and max allowed exposure. I'm changing that. Next week. The vault will run a portfolio of uncorrelated strategies, improving performance and diversification. app.hyperliquid.xyz/vaults/0…
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Un manager de Anthropic dice que las entrevistas de código están muertas y las han dejado de usar en su equipo. Sinceramente creo que hace tiempo que deberían estar muertas y enterradas. Las pruebas tipo LeetCode siempre fueron un error. Las preguntas de memorización. Las pruebas técnicas que te llevaban horas en casa... Muchas veces se evaluaba a la gente por problemas artificiales que no era la realidad de su día a día. Siempre ha sido más útil tener una conversación con alguien para ver cómo entiende y resuelve problemas, cómo aprende y se adapta o incluso cómo comunica sus ideas. Pero claro eso requería más tiempo y dedicación por parte del entrevistador y no es tan fácil descartar gente.
Felix Rieseberg (@felixrieseberg) profile pictureFelix Rieseberg
@felixriesebergOct 27
The coding interview is dead, at least for my team at Anthropic. I've seen enough to know that it no longer provides signal. I removed it from loops this month. I have a spicy, optimistic take - I think there's an opportunity for junior engineers: felixrieseberg.com/hunger-be…
Hunger beats tenure: Advice for junior engineers

Hunger beats tenure: Advice for junior engineers

The coding interview is dead, at least for my team at Anthropic. I've seen enough to know that it no longer provides signal. I have a spicily optimistic take: I think there's a huge opportunity for...

felixrieseberg.com
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At least 85 people this year died from Spanish train accidents, and likely it will grow to 100 at the end of this day Very tragic and this makes Spanish trains one of the most dangerous modes of transport now ~100x more dangerous than flying commercial ~40x more dangerous than non-Spanish trains And every trip is nopw as dangerous as jumping from a plane and skydiving Two highly deadly train accidents in one year, that's so extreme and unlikely that it makes it at as dangerous as flying one of the most deadly airlines in the world, the Nepalese Yeti Airlines that keeps crashing due to the mountainous terrain Pretty exceptional in a bad way
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The Spectator Index (@spectatorindex) profile pictureThe Spectator Index
@spectatorindexOct 28
BREAKING: 39 people dead after two trains collide in Spain
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I'm also running a parallel vault. The same strategy, but a sightly different universe and max allowed exposure. I'm changing that. Next week. The vault will run a portfolio of uncorrelated strategies, improving performance and diversification. app.hyperliquid.xyz/vaults/0…
FM (@FMChain_) profile pictureFM@FMChain_Oct 27
Next 1000 trades. Hyperliquid.
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