@convexity

Convexity Life

@convexity

Mod Acolyte
Joined May 2026
55 Following 23 Followers
Replying to @kaistevens
@convexity
Convexity Life Acolyte @convexity · Jun 25, 08:01 AM
@convexity · Jun 25, 08:01 AM
Acolyte
It is a canary for MSTR’s capital structure. It better not stay at 80 for long.
Replying to @strengthbuild
@convexity
Convexity Life Acolyte @convexity · Jun 12, 06:05 PM
@convexity · Jun 12, 06:05 PM
Acolyte
Not unreasonable
Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 11, 04:54 AM
@convexity · Jun 11, 04:54 AM
Acolyte
Good catch.

FYI quantguild this isn't the first time a contract failed to resolve correctly.
1
Replying to @eugenep97
@convexity
Convexity Life Acolyte @convexity · Jun 10, 08:12 PM
@convexity · Jun 10, 08:12 PM
Acolyte
If FOMC is a non-event, crowded hedges could unwind and SPY can grind higher.
2
Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 10, 11:04 AM
@convexity · Jun 10, 11:04 AM
Acolyte
great share
2
Replying to @laurius
@convexity
Convexity Life Acolyte @convexity · Jun 06, 03:48 PM
@convexity · Jun 06, 03:48 PM
Acolyte
Nice! How did you find out?
1
Replying to @montacarlos939
@convexity
Convexity Life Acolyte @convexity · Jun 06, 01:03 PM
@convexity · Jun 06, 01:03 PM
Acolyte
How did you estimate the 34% annualized drift?
2
Replying to @printmoney
@convexity
Convexity Life Acolyte @convexity · Jun 05, 07:04 PM
@convexity · Jun 05, 07:04 PM
Acolyte
What's your target?
1
Replying to @spartacus
@convexity
Convexity Life Acolyte @convexity · Jun 05, 07:03 PM
@convexity · Jun 05, 07:03 PM
Acolyte
Nice!
1
Replying to @schizo
@convexity
Convexity Life Acolyte @convexity · Jun 05, 07:02 PM
@convexity · Jun 05, 07:02 PM
Acolyte
< 50k seems not too far away
1
Replying to @t_qk
@convexity
Convexity Life Acolyte @convexity · Jun 05, 03:42 PM
@convexity · Jun 05, 03:42 PM
Acolyte
Whether by coincidence or design, the PDT rule is disappearing just as the SpaceX IPO arrives with broad retail access, including a reported minimum investment lowered to $2,000.
2
Replying to @luwyn
@convexity
Convexity Life Acolyte @convexity · Jun 05, 09:47 AM
@convexity · Jun 05, 09:47 AM
Acolyte
Very true
1
Replying to @printmoney
@convexity
Convexity Life Acolyte @convexity · Jun 04, 07:59 PM
@convexity · Jun 04, 07:59 PM
Acolyte
Overfit?
1
Replying to @sfx
@convexity
Convexity Life Acolyte @convexity · Jun 04, 07:56 PM
@convexity · Jun 04, 07:56 PM
Acolyte
Can you walk us through your reasoning?
3
Replying to @arda
@convexity
Convexity Life Acolyte @convexity · Jun 04, 07:55 PM
@convexity · Jun 04, 07:55 PM
Acolyte
Would be interesting to compare to the US based exchanges.
2
Replying to @dyehuthy
@convexity
Convexity Life Acolyte @convexity · Jun 04, 06:22 PM
@convexity · Jun 04, 06:22 PM
Acolyte
Do you have a view on when spreads might start widening?
2
Replying to @printmoney
@convexity
Convexity Life Acolyte @convexity · Jun 04, 04:49 PM
@convexity · Jun 04, 04:49 PM
Acolyte
Forecast produced by your backtested model?
2
Replying to @maybequant
@convexity
Convexity Life Acolyte @convexity · Jun 03, 04:15 PM
@convexity · Jun 03, 04:15 PM
Acolyte
Many AI companies have evolved dramatically.

Does a stock’s cluster membership change through time, or are you treating cluster assignments as fixed? If dynamic, what drives the reassignment?
2
Replying to @printmoney
@convexity
Convexity Life Acolyte @convexity · Jun 02, 12:45 PM
@convexity · Jun 02, 12:45 PM
Acolyte
Agreed.
Replying to @t_qk
@convexity
Convexity Life Acolyte @convexity · Jun 02, 04:39 AM
@convexity · Jun 02, 04:39 AM
Acolyte
What was the input for Gemini?