Irvin Wonder @c39486

Edinburgh Joined February 2024

Tweets

69
Followers

90
Following

587
Likes

370

bbowden18 @Bluestown901

4 months ago

@NASA I'll just leave this here ..

60 210 8K 320K 271

View Details

Irvin Wonder @c39486

5 months ago

@buy_under That 1900% was correct

0 0 0 27 0

View Details

@jc_chronister @_claudiarea If you collected statistics of your strategy and you are presented with an opportunity of 1 to 9 odds, it would be dumb not to use leverage. You use leverage when you have a statistical edge; this one of the differences between buy-hold investing and speculative trading.

0 0 0 67 0

View Details

Sebastien Bubeck @SebastienBubeck

6 months ago

This year we will see more and more LLM-aided scientific discoveries. If you want to get up to speed on where we are today, especially in mathematics, check out this video of my talk "Recent Advances in LLMs for Mathematics" youtu.be/MH3lG7V7SuU?si…

13 60 343 38K 334

View Details

Vivek V Rao @VivekVRao1

7 months ago

Stochastic volatility models such as Hull-White and Heston assume that instantaneous volatility is mean-reverting and Markov (distribution of future values depends on the current value). More recently, the Rough Fractional Stochastic Volatility (RFSV) model of Gatheral mfe.baruch.cuny.edu/wp-content/upl… models instantaneous log volatility as a Fractional Brownian Motion with long-range dependence, with Hurst parameter H typically about 0.1, vs 0.5 for regular Brownian motion. Gatheral says the RFSV model is better able to the term structure of SPX implied volatility skew and can forecast realized vol better than the HAR model. He has videos such as youtube.com/watch?v=sVwQD1… and co-authored the 2023 book Rough Volatility epubs.siam.org/doi/book/10.11… . He is on GitHub at github.com/jgatheral.

4 16 229 17K 266

View Details

Actuarial Post @actuarialpost

12 months ago

#US #gold futures hit record levels as market hit by #tariffs, @HLInvest ...also a history of losing its lustre. After a strong run in the 70s and early 80s, it took over 23 years to get back to its 1983 high. Given the volatility associated with gold... tinyurl.com/mufu7smx

1 1 1 185 0

View Details

Irvin Wonder @c39486

a year ago

@HangukQuant i like this one. A great way to check for backtest biases

1 0 1 54 0

View Details

Irvin Wonder @c39486

a year ago

@HangukQuant i like this one.

0 0 1 39 0

View Details

Irvin Wonder @c39486

a year ago

@HangukQuant I like your way of thinking. "Skill issue"...

1 0 1 66 0

View Details

Irvin Wonder @c39486

a year ago

@fukxumean @ItsLB_City

0 0 0 399 0

View Details

Irvin Wonder @c39486

a year ago

@0161Darren @ItsLB_City

0 0 0 221 0

View Details

Irvin Wonder @c39486

a year ago

@StevenMcinerney This experience talk is killing football imo. It's robbing us of the entertainment and joy in football at times. It's all about winning which i understand. I feel like Im watching cricket if there is no savinho/doku, kev magic is gone. I hope we control the game and win today.

0 0 0 159 0

View Details

Investment Wisdom @InvestingCanons

a year ago

“Risk to us is 1.) the risk of permanent loss of capital, or 2.) the risk of inadequate return.” — Charlie Munger

5 39 248 9K 69

View Details

Irvin Wonder @c39486

a year ago

@MarioNawfal I keep my crypto wallet info on iCloud 😭😭

1 0 0 372 0

View Details

Irvin Wonder @c39486

a year ago

@StevenMcinerney This is bad, embarrassing... Pep needs to bring in Doku or KDB.

0 0 0 179 0

View Details

Irvin Wonder @c39486

a year ago

@CallMeShylo @AnnaOfTheOrder @MentorO_ @TheOrderOfShylo @neha_va @MrNServes Eternally grateful to @CallMeShylo and team

1 0 3 145 0

View Details

Irvin Wonder @c39486

a year ago

@CrushingCharts Beautiful!!

0 0 0 39 0

View Details

Irvin Wonder @c39486

a year ago

@CallMeShylo @AnnaOfTheOrder @MentorO_ @TheOrderOfShylo @neha_va @MrNServes Personally I just don't care what anyone thinks about this guy yeah, if you can please, please just buy him a drink.

1 0 3 170 0

View Details

Irvin Wonder @c39486

a year ago

@LearningAlways_ I see it in most markets, I don't know why though. I like to call them key decision points, price gravitates to those points before the news to either break through or respect the pivot level...