@jsfinancials: And yes I pasted these off my computer. I’ve personally used the first three in my model (Heston SDE, Heston Lewis fair value, and Bayesian latent vol), the 4th I included because I think Kelly risk sizing is a very robust model for polymarkets!#jsfinancials #quant #quanttrading #maths #polymarket

jsfinancials
jsfinancials
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Region: AU
Friday 22 May 2026 04:03:53 GMT
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hyakanalysis
hyak :
Can you please just render your equations through latex next time?
2026-05-22 12:35:06
8
cantorbernstein
cantorbernstein :
Btc in ltf doesn't follow a brownian motion at all
2026-05-22 07:13:05
2
hash.brown.with.pcp
fried-hash-brown.com/recipe :
please render equations through latex
2026-05-23 17:30:08
9
superfatkorean
SFK :
bruh this stuff is common knowledge and doesn't work.
2026-05-22 12:54:29
2
0xufvg
unfairvaluegap :
heston model is proven to not work. it was a great attempt but nothing special about it
2026-05-22 10:10:15
1
free.smokee
free smoke :
larp
2026-05-22 06:13:19
2
vincentdieselthe2nd
VincentDieselthe2nd :
Here FFT is used to quantify edge or as a gate?
2026-06-05 12:28:05
1
nndorcsenke
Nándor Csenke :
I wonder how do you deal with the manipulators that are quite active on the 5m btc up or down events?
2026-05-23 00:37:59
0
.giordan
giordan :
@shertam Heston
2026-05-26 14:14:07
1
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