My college roommate was laid off by Two Sigma last month.

He previously worked there on statistical arbitrage models, earning an annual salary of $480k.
Logically, after being laid off he should have quickly found another job and gone for interviews, but instead he didn’t. He moved his whole system to another place to play with it.
With $800 in principal, in five weeks he pulled off $127,400.
Cost: zero.
👉 Polymarket official website entry:
He said himself: “The alpha I found at Two Sigma works even better here. Why? Because hedge funds manage a $60 billion book, and you’re constantly fighting scale decay. But here, with a starting bankroll of $800, you can snowball every tiny edge.”
He spent one night deploying the five-factor model.
The math he used is the same as Two Sigma’s for handling clients’ billions:
· Deep wallet analysis: basically a mean reversion detector, specifically hunting for wallet addresses that dare to go bargain-hunting against the trend during extreme market conditions—whoever is picking up against the trend, it follows who.
· Priority execution: at Two Sigma, co-located custody wasn’t much of an advantage, but here it matters—deal execution can be as fast as 0 to 2 seconds, while ordinary retail traders’ delay is basically 14 seconds or more.
· Correlation scanning: watching more than 200 markets—once the correlation suddenly splits by over 12%, it means one side’s prices have gone wrong.
· Volatility state: a Hidden Markov Model that automatically switches modes every hour, identifying bull markets, bear markets, and ranging markets on its own.
· Position management: optimized by the information ratio, with a maximum of 6% per trade, controlling the volatility of the whole portfolio.
All five factors are scored at the same time, and the integrated model outputs signals together.
Kelly formula for position sizing—no more than 6% per trade, with at most 15 positions held at the same time.
Two Sigma’s flagship fund last year had a 12% return, achieved on a scale of $60 billion.
His robot, over five weeks, turned $800 into a 15,825% return.
Back then, the investment director on the other side called him back, bumping his annual salary to 600k.
He said that now he earns more in just one month than that.
He doesn’t care about that management fee.
If you want to follow trades on Polymarket
I use this:
Of course, in trading, there are both gains and losses—just because someone can do it doesn’t mean you can copy it exactly. Know your risks for yourself.
#Polymarket