a 24-year-old in Austin tested 47 trading strategies last weekend. at a top quant fund, that same work costs $4.1 million in junior salary time. he ran it for $40. no quant team. no coding. no broker setup. no seven-week pipeline. he types one sentence in plain English -> "rotate sectors based on the VIX term structure, 2:1 reward-to-risk, trail stop after 2R profit" and the agent does the rest: > parses the sentence into structured strategy logic. > compiles it to executable code with risk controls. > backtests it on 5 years of data in 12 seconds. > deploys it live to alpaca, interactive brokers or Robinhood with one click. total time from prompt to live trade: 90 seconds. a Junior Quant at Jane Street earns $400,000 to $650,000 a year to run that exact pipeline by hand. cost per hypothesis: $87,500 in pure salary time. and that's before infrastructure, data feeds, and the senior reviewer who kills the strategy at week 6. he ran 47 of them between Friday and Sunday. 12,000+ traders are already on the waitlist. median time from sign-up to first backtest: 11 minutes. 89% of retail traders lost money in 2026. not because their ideas were bad. because by the time they finished coding one, the regime had shifted. the seven-week gap was the moat. the moat is gone. details in the article. don't forget to save.

John Zito at Apollo had a great quote recently where he said their LT view is that private markets will continue to get more liquid... whether that's through continued growth of GP + LP secondaries, secondaries of secondaries, or other derivatives etc it's a great place to be

Final boss of divorce

The case for a mistake: Have monetary policymakers blundered into over-tightening? moneyinsideout.exantedata.co…