Viewing profile — duedillyio

Built as a cute toy analysis for some friends. Many of us worked at firms where trading individual stocks was not allowed, but as more and more ETFs (can think of these usually as …

Truly. There's some standard approaches like beta-adjusting that can be done to put things on equal footing in different market regimes but it's only one part of what determines a …

This is a bit like a popular hedge fund strategy known as alpha capture. In the alpha capture strategy, funds look at the buy/sell recommendations made by analysts (for example tho…

Whoops, that's definitely a mistake. Need to backfill the split adjusted prices from the data vendor, good catch! Thanks a lot.

I did consider beta adjusting performance and may do this in the future -- it does require more infra set up (ex. computing historical betas for these posts back in time). Since my…

I've been in the industry for several years and had the same reaction when I first starting seeing wallstreetbets posts. For a while I even thought it stood for "double down" when …

So 99% of DDs are long and I didn't want to get sidetracked trying to build a guessing system since many Reddit posts delete their contents (the titles are not removable which help…

I consider 1 week, 1 month, and 1 year horizons and report all 3. For people pushing things around you expect to see it more on these short/medium term horizons. example: https://d…

So this is a quick hack -- I have a user registration system but I didn't want people parking on reddit usernames. For any user that gets scraped from Reddit I add a "r." in front …

Thanks! Yeah, I don't want to put anyone down with the worst traders page but worst stocks could be fun, especially if it's done as a way to bring people together around their loss…

Thanks! For sure, having more history helps put things in context. There's several stocks you can see now where tons of people have bought after the top and lost a lot. Here's an e…

Thanks! I know exactly what you mean. I've experimented with using medians instead of means for aggregating performance as well to lessen the impact of that sort of thing. Currentl…

I would like to open it up more generically to allow for sharing any ideas (like from not Reddit) -- the platform isn't tied to it. The big issue for me is accountability. People m…

Built my first "real" webapp to help retail traders figure out whether to trust the people posting trading ideas on Reddit. It links each post to its performance and lets you see t…