Bigfoot

Some friends and I are building a trading company under the codename Bigfoot.

What I'll say: We've got an angle we believe is genuinely different, and we're building it deliberately and for the long haul.

What I won't say: Anything about how it actually works. No strategy, no markets, no instruments, no edge. If it could be used against us, it lives nowhere near this website. The internet gets the name and the vibe. The rest stays in the group chat.

One thing I can share, because it generalizes. The most useful work I did on this all summer had nothing to do with strategy. It was separating three questions we had been answering as one: does the signal predict anything, can a human actually get those prices, and does what survives clear the costs. Every good number we had celebrated was an answer to the first question being read as an answer to the third. The rule that came out of it retires a whole category of self-deception: no metric ships unless it traces to an actual broker fill.

More when there's something public worth sharing.