Daru (@DaruTrading) / X

Daru

11.9K posts

Daru

@DaruTrading

Independent quantitative research organization Top 2% author on SSRN If you don't like the findings, take it up with the data. Publish it, or it didn't happen.

Joined November 2024

Pinned
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…
2M
Daru
@DaruTrading
Jun 19
Can you profit from the World Cup? Every time your country plays, stocks, forex and crypto move. We went down to the minute, every kickoff, every goal... The answer will surprise you. papers.ssrn.com/sol3/papers.cf…
819K
Daru reposted
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…
2M
Daru
@DaruTrading
Jun 18
Does the World Cup move stock markets? We studied 7 tournaments, 26 countries, data going back to 1998. The answer is not what economists thought. Read the paper 👇
The Reach of the World Cup Distraction Effect: Evidence from global trading venues
From daru.finance
479K
Daru
@DaruTrading
Jun 18
Huge thanks to AlgoSeek for providing the data required for US equities and index granular data! Definitely go check them out if you want quality Equities, Options and high depth data. More to come thanks to their support...
538
Daru
@DaruTrading
Jun 15
Ever seen what 1.2 million uncorrelated strategies ranked by median OOS Sharpe looks like?
216K
Daru
@DaruTrading
Jun 15
This is how it looks unsorted.
608
Daru
@DaruTrading
Jun 15
Just a heads up: Both my published papers are FULLY reproducible, and ALL scripts are open source on github: - github.com/DaruFinance/de… - github.com/DaruFinance/Mo…
GitHub - DaruFinance/dex-tradeability-study: Empirical study of tradeability in DEX-only cryptocu...
From github.com
212K
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...
4.6K
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
@DaruTrading
Jun 5
If you have an idea that you want me to try at scale, just comment.
1.3K
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
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
Detection isn't prediction.
1.6K
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
29K
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
29K
Daru
@DaruTrading
May 24
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.
345
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.
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