QuantTrader & Python Mentor. Helping analytical professionals build systematic strategies. No hype, just data. 📅 1:1? → https://teapaw.org/t.co/embAKyUXuE
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Joined March 2013
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Corvin Codirla retweeted
"My habit of not dating letters, never balancing my checkbook and never putting dates on my paintings is not carelessness: it is a deep personal superstition that ignoring time itself might be a secret technique to delay aging." Eric Sloane, painter, author
Corvin Codirla retweeted
I stumbled upon this options pro @krisabdelmessih.
After reading his insights for a while, he spots mispriced volatility like no one else.
Last month I followed his call on VIX futures being too discounted—made $45,000 on the bounce.
If you trade vol, he's a must-follow 📈🧠🌪️
Corvin Codirla retweeted
Market breadth can be a great momentum indicator.
Extremely simple and has been mentioned in many momentum books,
But it still holds up today as a great starting point.
Corvin Codirla retweeted
This has offered a more comprehensive overview, and I found it to be a good reference, by @__paleologo
dropbox.com/scl/fi/da7zfjj2r…
Corvin Codirla retweeted
It is with great sadness that the Simons Foundation announces the death of its co-founder and chair emeritus, James Harris Simons. Jim was an award-winning mathematician, a legendary investor and a generous philanthropist. simonsfoundation.org/2024/05…
ALT Photo of James Harris Simons, credit: Beatrice de Gea
Corvin Codirla retweeted
The #tradingstrategy below has the same entry, but a different exit.
When to sell is often neglected, but can add a lot of value:
quantifiedstrategies.com/sel…
$SPY
Corvin Codirla retweeted
📖
Dr. Antti Ilmanen discusses how the #lockdown and knowledge gained from his work at AQR Capital Management led to the creation of his second book "Investing Amid Low Expected Returns."
🎬 WATCH NOW! #investing #finance
okt.to/HDQ1hx
Corvin Codirla retweeted
Idea: An anonymous "vote to end meeting" button where if 50% of people press it, the meeting ends immediately.
Corvin Codirla retweeted
thus if you want to protect me from virtue signaling and cancel cuture kindly retweet my humble guesses rather than liking them
Corvin Codirla retweeted
Retweet if you feel like everyone you know (who doesn’t qualify for real reasons) for a vaccine has “finagled” one except you? You’re only eligible to retweet if you feel both proud/honorable and bitter about it at the same time.
Corvin Codirla retweeted
Last week, the S&P 500 had a huge surge in stocks making one-month highs, suggesting broad participation.
Historically, when >65% of the components make a new monthly high, the future returns are quite strong.
Corvin Codirla retweeted
"Factor momentum [means that] a factor that was performing well tends to perform well in the future...Using 72 factors documented in the literature, we [confirm] that factor momentum exists and works both directionally and cross-sectionally...at all lags." arxiv.org/pdf/2009.04824.pdf
