pedma

another bug that weaseled its way into my positions today that i detect for the first time in 9 months.
so for every group of wallets (which i call portfolio), I have a model allocated to it. each model has its own iteration, so that i can keep track of changes within that model and everything is logged.
on any day the desired positions are logged into my database according to their portfolio, model, iteration, etc.
but i havent done much of turning old models on/off within a specific portfolio. id just deactivate the portfolio and start a new one.
apparently, the the LIVE positions were being

trading different cexs's and dexe's means that each will have their own unique mechanisms of listing new assets.
I found that I dont want to be adding these assets to the tradable pool blindly, especially because there's some that mix rwa perps with crypto perps and it can be a mess, but rather have them be approved by me manually.
but as its my nature, i set this process, and i forgot about it.
i just noticed a quite significant PnL boost if i am more proactive in adding new listings.
so i added this window that when i check my portfolio positions it prompts me to either approve or keep new a

the gap between extended and hyperliquid hypothetical (yellow) and real (green) equity curves for a new model I launched in early May.
the gap on extended is caused for a few things but also increased slippage due to lower liquidity than HL.
keep tabs on sim vs real.

adding 2 weak but uncorrelated signals to a momo book. significant impact overall. pretty interesting because how meh those 2 signals are compared to the remaining of the pool, other than they are generally uncorrelated from the pool.

I enjoyed reading this book. took me a week to read it.
you won't learn much from it but inspiring to see the risks this man took and the work behind everything he has achieved.
the sort of book that makes you realize there's levels to the game.
PS. Idc about your politics

i struggle a bit to find a good way to add capital to the strategies.
added 13% more today, taking effect tomorrow.
i hate to do it as it breaks ath's and i feel more comfortable adding through deep dd's.
i guess the question would be if equity growth is autocorrelated then like a trend port i should be adding as it goes up.
but is the reverse true? would i decrease capital as it loses money ? honestly i dont know, i wouldnt go about doing it though.
im more inclined to invert that. to add aggressively more as the deeper it goes because i know I am likely to recover from that soon. i know the

made daily portfolio management (position rebalances, checks, etc) a <10 min process, specifically to not interfere with vacation.
now getting closer to making research a smooth process like this. still few things to weed out, but ideally be able to ship new ideas from anywhere.

gm, back on desk
i have a new idea im going to spend the next week and beyond if need be, working on.
when I was on vacation, I wasnt able to work much on research, because the process right now is very inefficient in several ways.
I want to be able to take an idea anywhere, build it out, and it spits out the results at the end to send into a probation wallet and then if it passes it, graduating it to the main wallets.
imagine i bring a bunch of ideas on my pipeline anywhere, and i can just work on the code to build out the new signal or portfolio construction method, or new data processing me