cuckqueen @cuckqueeen Twitter profile

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ non-dilutive convertible debt financing, picking up quite a bit for early stage companies with 'exotic' pseudo hard assets to secure capital given some haircut model

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cuckqueen

@cuckqueeen

6 months

the expectation is to be met with derision, disbelief and a wide swath of infidels ready to shit on you, but that’s not new for you, is it, anon? they haven’t been through the cycles, but you have, they’ll learn, eventually.

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt The aggressor would then need to construct an empirical estimate of the "hidden" (i.e. amount of liquidity cycling in and out) liquidity to back out their expected slippage which is subpar UX at best. Reminds me of all the hidden mid liquidity models for the gray us eq venues

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cuckqueen

@cuckqueeen

3 years

@0xdoug Also why there are small dedicated teams within larger outfits working solely on approximating L3 books from L2 feeds for both sim'ing maker strats but also extracting features. ++ literature from the heavy diffusion / mean field theory / (obvs) queueing theory space as well

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cuckqueen

@cuckqueeen

6 months

@ritualnet will become the schelling point for ai and crypto anons alike. we’re gonna be running back all the ohm, temple, abracadabra vibes

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt Also, canonical def'n of toxicity in market microstructure is based on markouts of mid post execution. So, this cycling in and out of liq doesn't actually reduce toxicity right— as in, they're still interacting with an aggressor that, apriori, may or may not be toxic.

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt Hm? If most V3 LPs actively manages their liquidity this way, the probability of a large trade occuring in the first place on this pool would be subdued given the apparent high slippage at the time of the aggressor inspecting the pool liquidity

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cuckqueen

@cuckqueeen

3 years

@tarunchitra e.g. if you're masking an exec algo (i.e. say twap) by switching between sampling from two gaussians and injecting it into trade {size, price, time}, an adversarial agent can game this by running hard EM, but right before they converge, you'd ideally toggle hyperparams of noise

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cuckqueen

@cuckqueeen

6 months

it’s one thing to lose out on building a world, it’s another to never get to say goodbye.

Join the Ritual Discord Server!

Ritual is the world's first community-owned AI network. | 16276 members

discord.com

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt @danrobinson @mevintern @hosseeb Without saying too much, if you know their team, a good portion of it is lead-lag (i.e. momentum across cefi -> defi) where they already have the first leg of linear delta that they can instaneously source a high prorata fill with cycling liquidity.

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ Nice! Given Alice has embedded optionality to swap out her Ocelot, seems like this can be characterized as a supermartingale for her, say where the drift of the process is proportional to the variance of the Ocelot set as a penalty term for max pain in Ocelot swap?

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ im saying, if alice can swap her shit out at any time, instead of a symmetric random walk, should probs be biased against her. cus within the set of ocelots w wizard hats, if there's a large spread of prices (as you say, some w scarfs, some without, etc.)

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cuckqueen

@cuckqueeen

3 years

@mevintern @LanrayIge Yeah, in the high frequency MM land, modeling out passive fill rates is a good chunk of your work and it seems like here they're forcing taker flow through them to be delta neutral elsewhere Think most of the capture is out of band, just lining up spot clob w/ block markouts

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cuckqueen

@cuckqueeen

3 years

@opyn_ Cross my fingers and pray to the good lord Danny R

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ second one was saying, ur setup is nice analytically since there's a clean solution to the symmetric random walk given boundaries. i was remarking w this bias setup it's a bit more hairy to intuit end result, but still tractable

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ she can swap out optionally when she's losing for a cheaper value one, or if the idio risk of a scarf one spikes, etc. she has the ability to swap so i was saying, the bias could be related to how big the spread is in the set that alice defines (i.e. ocelots w wizard hats)

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cuckqueen

@cuckqueeen

4 years

@ricburton @joeyvmason Yeap I get that, was just saying maybe we can just forget the fact the guy works at Soundcloud, don't think he's even trying to support his own CEO. Like, what he initially said doesn't sound that crazy

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cuckqueen

@cuckqueeen

3 years

@tarunchitra The intuition I had before I knew the right machinery related to ^ was when injecting noise you'd optimize for having a phase transition right below your adversarial agent's online learner converged so they'd have to detect changepoint and retrain

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ The current characterization lends itself nicely given the hitting time of the process with the boundaries has a clean solution, but even with biasing the process the closed form isn't too bad.

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cuckqueen

@cuckqueeen

3 years

@tarunchitra Was going to originally mention this when @_Dave__White_ wrote his TWAMM post a few weeks ago but wasn't too relevant at the time albeit tangentially related

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cuckqueen

@cuckqueeen

3 years

@arjunblj I mean, it really wasn't that incomprehensible amirite @GaussianProcess @tarunchitra

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cuckqueen

@cuckqueeen

3 years

@mikedemarais Even fewer remember when Radar used to shell out 10-15k$ a month for LPs on a few pairs when the problem wasn't LiQuiDitY, just lack of organic takers (aside from Spank iykyk) Ez Clap. At some point they shoved stipends to 0x layer for a month before it stopped. @tomhschmidt

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cuckqueen

@cuckqueeen

3 years

@lightspringfox folks also run a sim mirror to prod and feed in the divergence of the two back into a prod learner (not just stopping once exceeds threshold), since that itself would signify value (i.e. potential covariate shift, etc.)

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt @danrobinson @mevintern @hosseeb But, if you ask me, I'd rather use this as a way to source higher passive fill rates in a multi-legged strat rather than any short dated arb which I think constrains the possibilities of where this fits into an algo

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cuckqueen

@cuckqueeen

3 years

@tarunchitra wen tower

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cuckqueen

@cuckqueeen

3 years

@AlphaFinanceLab @Darrenlautf @mgnr_io 🙏

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cuckqueen

@cuckqueeen

3 years

@goodalexander @TraderXva @battousai1130 Why not just renounce US citizenship at this point and move ?

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cuckqueen

@cuckqueeen

3 years

@_anishagnihotri Moist.

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cuckqueen

@cuckqueeen

3 years

@0xtuba @tarunchitra @hal2001 Columbia Ugrad is my guess

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cuckqueen

@cuckqueeen

3 years

@theemilyaccount @nope_its_lily @lightspringfox Yeap agreed, precomputing a grid mesh and doing a approximate lookup when needed is often better than poly compute in hot path

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cuckqueen

@cuckqueeen

3 years

@_dwasse As @tarunchitra said, first order reason would be related to coin vs stable collateral. Perhaps a second order one may be the set of mediocre black-box stat arb firms on that exchange who'd take spurious cointegrated baskets and attempt to trade it, which may result in btc beta.

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cuckqueen

@cuckqueeen

3 years

@_Dave__White_ DM'd

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @robin_nordnes Yes, but I also think the way that modern approaches to deep RL, representation learning, etc. have evolved in a way that heavily favors the FAIRs/Brains/Deepminds/etc. of the world due to compute intensive approaches + rather empirical breakthroughs as opposed to academia.

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cuckqueen

@cuckqueeen

3 years

@AnteBear what about the option where Chris tweets instead of you on this account 🥺

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cuckqueen

@cuckqueeen

4 years

@QwQiao I mean, fwiw, there's a lot of "subpar" groups at Jump. So not all too meaningful for them to launch yet another desk. Only 3 really good ones, and one of them is only ~5 ppl while the two others are between Latour/Limestone size, been some reorg over the years cus billy got sick

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cuckqueen

@cuckqueeen

3 years

@EdgarArout @skynetcap @0xQwe3st true, yet if $ too big, strong incentive to sybil as a whitehat + protocol developer and amortize bounty to coin foundation. new age exit. ....hope it happens soon 😌

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cuckqueen

@cuckqueeen

4 years

@hal2001 @_Dave__White_ @0xtuba @hal2001 you actually still have some dollar gamma in that case unless you oversold swap to offset funding payments for dollar neutrality

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cuckqueen

@cuckqueeen

3 years

@0xtuba @hasufl @wilburforce_ Take a look at global treasury futs for why a prorata based LOB doesn't work as intended. Also why fx / equity index futs stay FIFO w/ top mechanics

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cuckqueen

@cuckqueeen

3 years

@0xtuba @hasufl @wilburforce_ The more complex reason is, and any HFT MM will tell you this is, for prorata mechanics if you are targeting to get filled passively of X lots, it becomes a recursive addition of liquidity amongst market makers creating treasury futs style overly thick books

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @baalazamon @kgreifeld In the cases that I've seen in the past, they're the same

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cuckqueen

@cuckqueeen

3 years

@AnteBear @MMKustermann @Fiskantes Well, I mean I think TGS might have an answer for you on the first one. :) As in, there are structural reasons that cause cointegration to persist in the global equities market relative to crypto along the lines of much less idio risk intra-sector in the former vs latter.

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @jespow @PleasrDAO Lol, brings back bad memories of working on L2 -> L3 queueing models on level based feeds where it made my day for there to be a large % of unique quantities, so can deterministically back out Q in sims

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cuckqueen

@cuckqueeen

3 years

@SpartanBlack_1 ++ Always has been ser.

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cuckqueen

@cuckqueeen

3 years

@mgnr_io @AlphaFinanceLab While it's been gaining recent popularity seemingly, the "subpar" routing logic has always been known and why preemptively folks exchange coin over 1inch to target desired ratios of coin. Let me save you some trouble, when you exit, exit with "least trading" option.

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cuckqueen

@cuckqueeen

3 years

@_anishagnihotri @NFTX_ @SushiSwap I prefer PUNK-QBASIC

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cuckqueen

@cuckqueeen

3 years

@tarunchitra Wrt programmable order types, slightly different than the CME case right, since e.g. exchange-native OCOs are different than synthetic OCOs by client. In this case, MEV-constructed OCO vs. natively existing at contract layer.

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @nope_its_lily condition # 🐡⬆️

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cuckqueen

@cuckqueeen

3 years

@EdgarArout @SamuelShadrach4 Yeap, there's already a few branches of ML that deal with this: adversarial + robust ML. For a while model security has been investigated in the sense of combo of learning to reverse eng + learning to poison conditional on reverse eng.

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @nope_its_lily Nice. First time I heard about spin glasses were studying ising models, never dug into it much afterwards

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cuckqueen

@cuckqueeen

3 years

@mgnr_io Enya is 🔥🔥🔥

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cuckqueen

@cuckqueeen

4 years

@ricburton @joeyvmason Think we can do without the ad hominems and debate the merit of what he was saying instead?

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cuckqueen

@cuckqueeen

5 years

@Bitcarla @AuthorRichardL @inversebrah

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cuckqueen

@cuckqueeen

3 years

@sanlsrni @smsunarto busy dining at the pink taco stands amirite ?

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cuckqueen

@cuckqueeen

3 years

@tarunchitra Bet KKT would be offended too 😂 I always did find MILPs to be much fun, and a bit of an art: i.e. cutting plane vs branch & bound vs. branch & cut vs. interior point, etc. Or even seeding the initial guess from a relaxation and deriving bounds on how far from optimal it is

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cuckqueen

@cuckqueeen

3 years

@BambouClub This is wild. What part of the world are you in that you ran into ravenous dogs ?

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cuckqueen

@cuckqueeen

3 years

@celiawan2 @kenchangh 's tweet from last week

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cuckqueen

@cuckqueeen

3 years

@choffstein Donkey Kong? No, Drift King.

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cuckqueen

@cuckqueeen

3 years

@mgnr_io Damn, that was quick. "Slowly, and then all at once" ?

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cuckqueen

@cuckqueeen

3 years

@tomhschmidt That doesn't track for me— why does the ability to cycle in and out of liquidity on v3 pools imply matching with uninformed flow? Is the predicate that all DeFi AMM (i.e. v3) flow is uninformed, or that the ones who continue to trade on pools with this behavior are uninformed?

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cuckqueen

@cuckqueeen

5 years

@tomhschmidt @DeFiSaver Yeah, I also think that instead of "third party" solutions if these were natively bundled into the main dapp itself where every user could automagically choose to allocate some collateral that'd recollateralize their position dynamically, we'd see the net liquidations go down.

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cuckqueen

@cuckqueeen

3 years

@juliankoh a c k

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @AaveAave @compoundfinance reminds of knock-in/knock-out, where although stoch calc methods are tricky, efficient monte carlo methods exist due to ito bridge constructions of maximizing quadratic variation to force paths to hit boundaries sooner than later, so can short circuit simulation

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @sanlsrni @UMAprotocol if only on-chain quantos were existent / liquid 🥺

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cuckqueen

@cuckqueeen

3 years

@tarunchitra To be clear, this isn't predicated on MEV, right? i.e. you can have many adversarial agents that are training their own online learners with a (t_i, p_i) sequence and construct t_i+1_hat that they could monetize as soon as they see t_i without waiting for t_i+1 to hit mempool no?

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cuckqueen

@cuckqueeen

5 years

@jmo_mx PATH highly underrated tbh.

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cuckqueen

@cuckqueeen

4 years

@tarunchitra Psh please, we all read shreve chapter 5 out of the womb.

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cuckqueen

@cuckqueeen

3 years

@tarunchitra @nope_its_lily What made you pick desres over theo phys programs ?

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cuckqueen

@cuckqueeen

4 years

@tarunchitra I hear you TA'd orie 5600 your freshman year, no? :)

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cuckqueen

@cuckqueeen

3 years

@SamuelShadrach4 Fitting the transition probabilities of the DTMC requires "backtesting", granted in this space there's probably high non-stationarity that's exhibited; but that makes markov analysis messier for calculating stationary distributions, etc. Also, easy to draft Stat 171 ugrads :)

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cuckqueen

@cuckqueeen

4 years

@hal2001 @_Dave__White_ @0xtuba @0xtuba yeah exactly, in other words what 3ac et. al. did most of '18 / '19 pumps for long basis w short swap against long futs since retail buys propped up swap funding distortion relative to term futs

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cuckqueen

@cuckqueeen

3 years

@kenchangh @ribbonfinance +1 @ Welford's 😌

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cuckqueen

@cuckqueeen

3 years

@transmissions11 @boredGenius big fan of spirited away too btw

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cuckqueen

@cuckqueeen

3 years

@tarunchitra ELU > ReLU imo directionally for this "tax" reduction, namely because gamma / vega less painful near strike which is generally most liquid + where retail may speculate, as a first order approx

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cuckqueen

@cuckqueeen

4 years

@BambouClub How'd you invest in TradeLayer btw ?

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cuckqueen

@cuckqueeen

3 years

@AutomataEmily Well, liquidity begets LiQuiDitY, mostly in these prorata incentivization structures where if agents are targetting X$ worth of fills, fee capture, or yield, then there's a positive feedback loop that doesn't converge all too nicely.

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cuckqueen

@cuckqueeen

3 years

@0xfoobar @Inuaraashi Need an unsupervised layer to partition the NFT space into learnable sets to feed into downstream SLERMs, and perhaps just ensemble them together by training a metalearner? Unsupervised layer is non-trivial, need to embed NFTs into a joint metric space amirite @tarunchitra

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