@PelionCap

When I engage with the current public versions of AI, I am constantly disappointed. When I read other people's 'created' articles, tweets, and threads I am bored with the depth of true understanding. It reminds me vividly of one of my favourite film scenes from Good Will Hunting - https://t.co/fKQYSIM4ea

80%+ of my time in AI/Q/PAI/Space Stocks these days. One of the very few protocols I continue to utilize in crypto along side Hype/xyz etc is @pear_protocol Incorporating the best domain-trained agent in the space imo, combined with what essentially every large trader on here says they are doing - Pair trading, gives every opportunity to have been shorting many crap tokens and long momentum stocks. All this now with @agent_pear in TG with auto-execution. A whole host of products continue to be released by a team that is still building fast. Just a great overlooked product with what I believe is the highest percentage of profitable traders, because it's made easy.

'...lessons learned' is always placed at the end of a failure; that's how we, as humans, develop. But, when many of those 'lessons learned' have been the composition and conclusion of previous failures by others in the same industry, I find it exasperating. It's why some bond funds wisely hired OG 90's traders. Some macro funds have on their board OGs that have traded through 2008 FC, 2001 TT, 1999-2000 Nasdaq, and further back still. Many of the top HFs engage battle-tested advisors. Broken-market experience is critical for funds running money. Making the same or similar mistakes that have been made before by others is pure madness as a CIO.

While you're enjoying your weekend sipping coffee or cocktails, someone is dealing with these short May29th expiring BTC 75k Puts and ETH 2100 Puts, both now in the money but close enough to have large gamma footprints.

Perspective/explainer for non-optional specialists on the Situational Awareness Fund 13F Notional Option positioning: eg $MU $6m notional shares (negligible), $422m notional Calls, $584m notional Puts. Sounds like more Puts, so bearish bias right? Stock trading $680. [Simplistically] If Call strike is $680, and Put strike is $300, then net delta exposure is bullish. Amount spent on Calls significantly greater than Puts. If Call strike is $1100, and Put strike is $680, then net delta exposure is bearish. Amount spent on Puts significantly greater than Calls. It depends which Strikes the Options relate to. The key here is that the 13F filing does not oblige Funds to state the Strike prices (or expiry, which adds more fun to the obsfuscation and permeabilities), so we just don't know what @leopoldasch is doing or trying to hide/make us believe.