Daru (@DaruTrading) / X

Daru

11.9K posts

Daru

@DaruTrading

Independent quantitative research organization

Joined November 2024

Pinned
Daru
@DaruTrading
May 6
DaruTrading → Daru Finance. Quant research. Crypto. Algo trading education. Memes. Expect strategy backtesting, walk-forward validation, signal research, and why 90% of "edge" is noise (and scams) This is for the people who seek to understand the markets and stop losing.
2.5K
Daru
@DaruTrading
Jun 10
Replying to @DaruTrading
Huge thanks to @Bitquery_io and @coingecko for sponsoring this research with their phenomenal APIs! More to come on web3...
1.3K
Daru
@DaruTrading
Jun 10
Profitable web3 traders aren't better at reading charts. We tested tokens across 27 blockchains. Every strategy FAILED even a null at zero cost Rug pulls. Dev wallets. Insider information. That's where their wins are The edge is real, It's just illegal papers.ssrn.com/sol3/papers.cf…
482K
Daru
@DaruTrading
Jun 5
Replying to @DaruTrading
If you have an idea that you want me to try at scale, just comment.
1.1K
Daru
@DaruTrading
Jun 5
75,502 lines of open-source code for quants 23M+ strategy windows analyzed Research on Crypto, Forex, Commodities, Equities and Futures I show what works, what doesn't; and I do it for free. If you trade, don't miss out - daru.finance
513K
Daru reposted
Daru
@DaruTrading
May 27
If you use Monte Carlo permutation testing to validate your trading strategies, your test is uninformative. Across 437K strategies and 6.6B permutations, MC filtering adds zero selection signal. This paper documents why and what passes the audit.
Predictive Value of Within-Strategy Permutation Tests for Forward Selection: Evidence from Over 6...
From daru.finance
1.3M
Daru
@DaruTrading
May 27
Replying to @DaruTrading
Detection isn't prediction.
1.5K
Daru
@DaruTrading
May 27
If you use Monte Carlo permutation testing to validate your trading strategies, your test is uninformative. Across 437K strategies and 6.6B permutations, MC filtering adds zero selection signal. This paper documents why and what passes the audit.
Predictive Value of Within-Strategy Permutation Tests for Forward Selection: Evidence from Over 6...
From daru.finance
1.3M
Daru reposted
Daru
@DaruTrading
May 23
The premise everyone gets wrong: "find a strategy that works." Across 1.6M tested walk-forward with costs on, almost none do. Selection is the alpha, not the strategies. Done right, 8 of 12 crypto markets cross break-even. daru.finance/corpus
28K
Daru
@DaruTrading
May 24
Replying to @DaruTrading
This goes to show how time investment in optimizing a single strategy might not be as good as putting effort in optimizing a pipeline that picks the strategies to use.
299
Daru
@DaruTrading
May 23
The premise everyone gets wrong: "find a strategy that works." Across 1.6M tested walk-forward with costs on, almost none do. Selection is the alpha, not the strategies. Done right, 8 of 12 crypto markets cross break-even. daru.finance/corpus
28K
Daru
@DaruTrading
May 20
Most "trading systems" you see online wouldn't survive ten seconds of honest testing. I know because I tested 1.6 million of them. Real costs, no peeking at future data, no correlation (see video). Fewer than 1 in 7 actually worked. The rest is noise dressed up as edge.
00:00
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Daru
@DaruTrading
May 14
Replying to @DaruTrading and @Ade_O53
TXID proof, as always: 4pMwnRk3R46Ksn1fApM7ZznJUfY8QFo6emZuBeKciq2pKnjuXWew2CBo2DqjzuUsusH1Z1q1u8FvsqWn66Rb6HhL
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