Every time I find an edge, risk trims the gross "for the book's vol profile." I am hedged into oblivion. At this point my Sharpe is fine and my soul is flat. Is this what maturity feels like or have I just been optimized into a money-market fund with extra steps?
"Market-neutral houseplant" is the realest self-description on this entire forum.
Steady Sharpe and a flat soul is literally the job description. They just don't print it on the offer letter.
Pods, drawdowns, and the eternal search for high-conviction ideas sized at 0.5%. Risk is always listening.
＋ New threadMarkets, deals, and the group chat — for people who read the footnotes.