oxbquant @oxbquant Twitter profile

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oxbquant

@oxbquant

1 month

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oxbquant

@oxbquant

2 months

beginning to think everything is just momentum and mean reversion

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oxbquant

@oxbquant

2 months

a few months can change everything, went from not being very good at pandas and knowing nothing about systematic trading strategies to running a 2+ sharpe on multiple alphas as an intern

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oxbquant

@oxbquant

2 months

from what i've learned lately, the real alpha is in having the best, most well thought out, fundamentally backed features rather than the best models

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oxbquant

@oxbquant

20 days

absolute pleasure to see myself become sharper after putting in the hours

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oxbquant

@oxbquant

25 days

they’ll never know the joy of residualizing vol normalized returns

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oxbquant

@oxbquant

25 days

reading books about old school traders is so fantastic. you can clearly see the buzz and passion they have about markets and how it's shaped them

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oxbquant

@oxbquant

11 days

that feeling when you know you’re finishing a chapter of your life and entering into a new and unknown one

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oxbquant

@oxbquant

2 months

just got soul-destroyingly humbled; presented what ive done so far to the desk. mind in a fog lmao. will work twice as hard.

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oxbquant

@oxbquant

4 months

hmm. can mean-reversion be mean-reverting? just tinkering a bit with mean-reversion in futures spreads; using simple EMA & +1/-1 std line monkey brain within me wants to model a sine-curve but there's some nuance here...looks like the mean reversion time is mean-reverting.

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oxbquant

@oxbquant

3 months

first day on desk done, good day. insane to see the trading done live. nervous but interested to see how things play out

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oxbquant

@oxbquant

14 days

to be a risk taker one needs to be able to take risk

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oxbquant

@oxbquant

15 days

Everything we do in quant is to maximize signal to noise ratio

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oxbquant

@oxbquant

4 months

this is epic

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oxbquant

@oxbquant

4 months

was reading @quant_arb 's ranked long-short post & he was talking a lot about how these "alphas" one has are just formulas (to get alpha score, quantile-parition then long/short). surely there has to be some automated discovery system for these.

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oxbquant

@oxbquant

1 month

a key lesson of growing up is accepting that life is not fair but i don’t think ill ever be able to fully process this reality at the end of the day EV is probabilistic, irrespective of if you’ve done the work and more, checked everything, thought beyond, etc

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oxbquant

@oxbquant

2 months

also a trivial lesson learnt so late by me, make one big backtesting engine for everything. used to code up each alpha then backtest it etc, too much room for error. also it’s so nice to have all the statistics and graphs in front of you whenever you’re thinking about a strat

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oxbquant

@oxbquant

18 days

you have to want to be better

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oxbquant

@oxbquant

3 months

feel good about it now. will polish it all up and traders will test it live tmr. first in last out, going to have some good food and sleep well

oxbquant

@oxbquant

3 months

not leaving the office until i fucking perfect it

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oxbquant

@oxbquant

2 months

you only realize the value and comfort of liquidity when the orderbook dries up, good analogy for life in general

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oxbquant

@oxbquant

3 months

anyone have any tips for falling asleep? had a 5-6 hour sleep schedule during exams and can’t seem to get out of it now that i’ve finished them. got magnesium, try to go on a run an hour before bed, mind just is too active/conscious when i’m in bed

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oxbquant

@oxbquant

3 months

i think the most important thing i’ve learned this year is to choose to be a winner rather than revel in not being one; choose brightness over darkness; choose freshness over dullness. these are all conscious choices we make everyday

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oxbquant

@oxbquant

2 months

absolutely fucking love it when you have a strat idea/intuition about why xyz insert market phenomenon is something we can profit off of, quickly write a dirty signal, backtest it and it has edge

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oxbquant

@oxbquant

2 months

so glad i’m young because if i put myself thru these hours when im not able to recover quickly enough, i’d be finished

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oxbquant

@oxbquant

2 months

@utdrush5 work harder

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oxbquant

@oxbquant

3 months

high EV thing i've learned from one of the world's best PMs this week: think in levels. whenever you have a thought or "implication" idea, assume that's level 1 depth of thought. now extrapolate (non-pedantically) to l2, l3, etc

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oxbquant

@oxbquant

30 days

important principle: do things properly

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oxbquant

@oxbquant

1 month

@BlackSwan_ptf of course it's cope and i know better to believe that hard work + diligence is enough - things can be very idio - but this is the ev optimal mindset from my view, all the other things aren't in your control

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oxbquant

@oxbquant

3 months

acc gonna end all this shit. been working all day on some visualization tool and the second i present to the big man everything goes to shit and errors. he’s like just “just fix it and we’ll try it tomorrow because right now I can’t say anything”

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oxbquant

@oxbquant

2 months

absolutely fucking hate the politics of firms. no matter how good you are, it’s too stochastic

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oxbquant

@oxbquant

3 months

holy fuck, just hit 1k followers. started this account a few months ago during exam season to just tweet random thoughts, met so many amazing people along the way

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oxbquant

@oxbquant

4 months

@tailwiinder over the past few months i've picked up the habit of saying "that's life" with exponentially larger frequency than i ever used to and it's improved my outlook on so many things

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oxbquant

@oxbquant

3 months

just arrived in my intern accom, so grateful to be alive and so excited. stunning room

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oxbquant

@oxbquant

4 months

@quantymacro thought i got ghosted from this firm after final round, no response to any emails sent to HR, 2 weeks later, recruiters “can we call for 15 mins within the next hour” and gives me an offer

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oxbquant

@oxbquant

3 months

gonna grind this weekend. need to become goated

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oxbquant

@oxbquant

2 months

@W98AB one function

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oxbquant

@oxbquant

3 months

day 1 done

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oxbquant

@oxbquant

3 months

just a bit fucked that life has no tail risk hedges

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oxbquant

@oxbquant

3 months

mac >>> windows for coding

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oxbquant

@oxbquant

2 months

stepping back and breathing for a bit helps you gain so much perspective. to see the big picture, you have to metaphorically step away

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oxbquant

@oxbquant

2 months

definitely getting back into philosophy, been missing that clarity and lightness of thought

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oxbquant

@oxbquant

3 months

quant is more of a philosophical endeavour than i once thought. every strategy always has an “underlying philosophy” which characterizes it…, e.g. EMH, density of a forecasting problem, idea of convexity/non-linearity etc

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oxbquant

@oxbquant

4 months

going from discrete to continuous signal makes such a big difference

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oxbquant

@oxbquant

1 month

need to find ways to recover properly, right now in just an in-between state of constant thinking about what i need to do while making myself do “restful things”. i don’t think laying in bed would be any better though

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oxbquant

@oxbquant

4 months

@quantymacro that's my quant

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oxbquant

@oxbquant

3 months

definitely has been one of the best years of my life

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oxbquant

@oxbquant

2 months

it's so crazy how i can feel so young and like i have the rest of eternity to try things out yet like the world's ending in a few years and i need to get to where i want to go now

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oxbquant

@oxbquant

2 months

intuition is king

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oxbquant

@oxbquant

2 months

found that most edge comes from accentuating simple alphas cleverly and carefully

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oxbquant

@oxbquant

3 months

so weird how you can want something for so long but the second you get it, doesn’t feel as important or as special anymore. curse of the hedonic treadmill

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oxbquant

@oxbquant

4 months

can't wait to go into the park with some oj & this mf and just enjoy

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oxbquant

@oxbquant

4 months

finally done with exams!!!

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oxbquant

@oxbquant

3 months

have come to the realization that i love spending time with myself. evening of good food & alpha research

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oxbquant

@oxbquant

4 months

oxbquant

@oxbquant

4 months

THE DAY HAS COME

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oxbquant

@oxbquant

2 months

great lesson my friend taught me; be very careful in being overhedged. an obvious thought - more often than not, unless you're super sure about your idio - hedging downside comes at the cost of upside.

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oxbquant

@oxbquant

2 months

@W98AB dude it’s actually infuriating when you’re trying to make changes and testing and shit breaks because you add print statements

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oxbquant

@oxbquant

2 months

so satisfying to make improvements to a strat and see it manifest in the numbers

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oxbquant

@oxbquant

3 months

in my culture we have a saying, "it's fine to eat little, but eat well" - i feel like this applies to everything; better to spend time with yourself than people who make it <=0 EV better

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oxbquant

@oxbquant

2 months

@quantymacro education is freedom, knowledge is freedom. great reminder that once freed, we ought to free others. thank you for this post

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oxbquant

@oxbquant

2 months

a winner is made by one’s choices, not one’s outcomes

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oxbquant

@oxbquant

2 months

highest alpha learning today: heuristic regime based switching of complementary/negatively correlated strategies is great

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oxbquant

@oxbquant

3 months

not leaving the office until i fucking perfect it

oxbquant

@oxbquant

3 months

acc gonna end all this shit. been working all day on some visualization tool and the second i present to the big man everything goes to shit and errors. he’s like just “just fix it and we’ll try it tomorrow because right now I can’t say anything”

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oxbquant

@oxbquant

3 months

@quantkaks my first day too. best of luck sir

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oxbquant

@oxbquant

3 months

feels so good once you solve a problem that once seemed extremely non-trivial

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oxbquant

@oxbquant

2 months

i should be sleeping by now and i’m just leaving the office lmao

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oxbquant

@oxbquant

3 months

6am - 8pm workday hits different

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oxbquant

@oxbquant

3 months

another 6-8 day. bad day today

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oxbquant

@oxbquant

3 months

work set out for tomorrow

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oxbquant

@oxbquant

2 months

when you commit to one thing, it's so crazy how quickly things and you can change. looking back at messages from high school and it seems like another life - happy it's unrecognizable

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oxbquant

@oxbquant

2 months

when the extensive backtest you’ve been dreading to do proves ur strat holds up to prev backtests, best feeling ever

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oxbquant

@oxbquant

3 months

coding is one of life’s greatest pleasures

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oxbquant

@oxbquant

2 months

listening to frank ocean again after a few years. hitting

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oxbquant

@oxbquant

2 months

i will keep on going

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oxbquant

@oxbquant

2 months

actually so happy. my friend got my a vinyl of currents by tame impala for my bday - gotta get a record player now

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oxbquant

@oxbquant

2 months

i wonder what it feels like to work 40 hours a week

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oxbquant

@oxbquant

4 months

@liquiditygoblin apart from the fact that trees overfit like crazy without a lot of care in your modelling approach, what’s wrong with this

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oxbquant

@oxbquant

27 days

polars is actually so good

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oxbquant

@oxbquant

3 months

living in a big city is fucking great

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oxbquant

@oxbquant

3 months

today was a good day. excited for the alpha research weeks to come

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oxbquant

@oxbquant

12 days

positivity and kindness is a choice

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oxbquant

@oxbquant

4 months

can sell side firms just mirror buy side trades? e.g. if MLP calls up and says they wanna long 10m some random ticker, is it illegal to mirror?

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oxbquant

@oxbquant

2 months

your mind is the most important weapon. with thought and execution, everything can change.

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oxbquant

@oxbquant

2 months

@Kierkegaard_TR damn

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oxbquant

@oxbquant

3 months

eat well exercise regularly go on walks daily time in quiet reading & learning periods locked-in periods

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oxbquant

@oxbquant

3 months

everything in life is lining up today, i am buzzing with energy

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oxbquant

@oxbquant

2 months

@arb8020 yeah same, long term I’m a QR

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oxbquant

@oxbquant

21 days

so much noise in this world

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oxbquant

@oxbquant

1 month

still standing

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oxbquant

@oxbquant

1 month

life is not a rehearsal

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oxbquant

@oxbquant

4 months

i think every one who wants to get into quant should do some sort of competitive problem solving / oly / advanced reading on their own. learning the frame of mind one needs to have to approach solving problems you have no clue initially how to solve is priceless

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oxbquant

@oxbquant

8 days

the feeling when you learn from the past, incorporate the lessons, go the extra mile, go further, think at another level - abstract, transform, project - and fucking smash it

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oxbquant

@oxbquant

4 months

always +ev to wake up earlier; biggest psyop i've fed myself is that i can work effectively during the night. 1 hr of work at 5am = 4 hours of work at night

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oxbquant

@oxbquant

3 months

so much fucking systematic alpha in just taking a walk, thinking about what is beyond the surface level in terms of what's "arb'd out", then seeing how you can exploit that

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oxbquant

@oxbquant

2 months

I finally truly understand this

David Goggins: There Is No End, No Finish Line

Taken from Joe Rogan Experience #1212: https://youtu.be/BvWB7B8tXK8

www.youtube.com

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oxbquant

@oxbquant

4 months

THE DAY HAS COME

oxbquant

@oxbquant

4 months

can't wait to go into the park with some oj & this mf and just enjoy

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oxbquant

@oxbquant

2 months

weekend plan: going to the park and finally catching up on some of the books i’ve been meaning to read

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oxbquant

@oxbquant

3 months

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oxbquant

@oxbquant

2 months

alpha drop coming soon (i promise it’s not IP)

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oxbquant

@oxbquant

3 months

interesting thought and maybe obvious realization: every dataset is different and in a lot of markets information is close to symmetric. the edge lies in juicing out all the signal from the dataset better than your adversary so you can respond a) quicker b) stronger

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oxbquant

@oxbquant

29 days

going to restaurants solo and trying new food has to be one of the best experiences

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