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Beginner video: How to install & use Grok Build (made for non-technical SuperGrok and X Premium+ users) I got so many questions from friends, so I made this simple step-by-step guide. You’ll see exactly how to: • Install Grok Build in seconds with one command • Create real websites • Use Grok Imagine to auto-generate images & videos • Run multiple projects at once in different folders Grok even runs commands for you. No coding experience needed. Watch the full walkthrough 👇

Grok Build sub-agent swarm weekend fun. You can reuse the prompt for your projects: Read the proof of ` and come up with a few different examples with more points: a) Please understand the proof b) Come up with plan c) Orchestrate and launch sub-agent to execute the plan step-by-step d) Validate the results from the sub-agent, and correct them e) Repeat b, c, d, until you are happy with the result and its correctness DO NOT stop until the goal is reach

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Claude Code feels completely different once you install this. Anthropic quietly released an official plugin called claude-code-setup and it basically turns Claude Code from “pretty good” into an actual AI dev environment. It scans your project and recommends: → hooks → skills → MCP servers → subagents → automations Then sets everything up step-by-step for you. Most people are using Claude Code completely vanilla… which is why their experience feels messy. The real power comes from the ecosystem around it. Install: /plugin install claude-code-setup@claude-plugins-official Bookmark this before you forget it.

If you love fine-tuning open-source models (like me), then listen. > Start with 1B, 2B, 4B, and 8B models. (Don't start with a 27B model or bigger at first.) > Use WebGPU providers. I use Google Colab Pro for any model smaller than 9B. A single A100 80GB costs around $0.60/hr, which is cheap. Enough for small models. > Don’t buy GPUs unless you fine-tune 7 to 10 models. You'll understand the nitty-gritty in the process. > Use Codex 5.5 × DeepSeek v4 Pro to create datasets. Codex to plan, DeepSeek v4 Pro to generate rows. > Use Unsloth's instruct models as a base from Hugging Face. Yes, there are others too, but Unsloth also provides fast fine-tuning notebooks. > Use Unsloth's fine-tuning notebooks as a reference. Paste them into Codex, and Codex will write a custom notebook with the configs you need. > Spend 1 day learning about: - SFT (supervised fine-tuning) - RL training (GRPO, DPO, PPO, etc.) - LoRA / QLoRA training - Quantization and types - Local inference engines (llama.cpp) - KV cache and prompt cache > Just get started. Claude, Codex, and ChatGPT can design a step-by-step plan for how you can fine-tune your first AI model. Future tech is moving toward small 5B to 15B ELMs (Expert Language Models) rather than general 1T LLMs. So fine-tuning is an important skill that anyone can acquire today. Tune models, test them, use them. Then fine-tune for companies and make a career out of it. (Companies pay $50k+ to fine-tune models on their data so they can get personalized AI models.) Shoot your questions below. I'll be sharing in-depth raw findings about this topic in the coming days.

**Summary: Discussion between Jeff Liang and Quant Alex Wu on Optimizing Option Order Execution and Slippage Capture** The core topic of their conversation is: **The current option limit order execution is poor (high slippage, low fill rate), essentially due to the lack of professional high-frequency / algorithmic market-making capabilities. They need to upgrade from “cutting meat with a blunt knife” to a sophisticated Delta-hedging + options market-making system.** ### 1. Problem Diagnosis - Current order placement feels like **“cutting meat with a blunt knife”** — poor queue position, low fill probability, and severe slippage. - Jeff provided concrete data: **Average loss of approximately $5.2 per executed option contract** (slightly less than 1 bp), including fees and rebates — still unacceptable. - Even with perpetual futures maker fee rebates helping a bit, the situation “cannot be ignored.” - **Price checking and adjustment frequency is NOT the root cause.** The real drivers are **fill probability** and **queue position**. ### 2. Fundamental Solution Direction (Alex’s View) - A robust **Delta-hedging system** shares significant technical overlap with high-frequency market-making systems for spot, futures, and perpetual contracts. Without this foundation, one is essentially powerless against adverse selection. - Using **maker orders for Delta hedging** is conceptually the same as **Delta-1 market making for inventory risk management** — the analogy made everything “suddenly clear.” - Options market making and Delta-1 market making are **tightly coupled**: - The Delta-1 system handles the Delta exposure of options. - Options themselves can provide protection for Delta-1 positions. ### 3. Technical Difficulty and Implementation Path - This requires entering the realm of **algo trading / HFT**, involving substantial research and engineering resources. - **Language requirement**: Python is **not sufficient**. Must use **C++ and Rust**. - **Target clients**: Institutional clients and high-net-worth individuals engaging in on-exchange block trading. - **Detailed step-by-step roadmap from scratch (Alex’s plan)**: 1. Collect large volumes of **order book data** (snapshots, incremental updates, tick-by-tick trades) for perpetuals + futures + options. 2. Build **fill probability models + queue models**, including: - Limit order arrival intensity - Fill probability - Queue position - Latency modeling 3. First implement and validate on **Delta-1 products**, then extend the backtesting system to support these HFT primitives. 4. Expand from Delta-1 / single option contracts to **all option contracts** (requires major redesign and validation due to performance demands). 5. Develop specialized algorithms for **limit order posting + aggressive crossing** to reduce overall slippage. 6. Finally, conduct small-capital live trading validation. Alex repeatedly emphasized: **“This project is genuine heavy industry.”** ### 4. Consensus - Delta-One research is the foundation for studying option fill probabilities. - Options market making must be deeply integrated with the Delta-hedging system — they cannot be treated separately. - The current phase is **infrastructure building**, requiring patient and significant investment. **Overall Assessment**: Alex provided a highly professional and systematic optimization roadmap, covering data infrastructure, modeling, and execution layers. Jeff focused on the business pain point (real slippage costs). Both fully agree that a fundamental rebuild of the underlying high-frequency system is necessary. This is a classic **quantitative execution optimization** discussion — starting from a clear business problem and pointing directly toward building institutional-grade HFT-level capabilities.

As a teenager, Sydney Sweeney made a full PowerPoint presentation to convince her parents to let her become an actress 😂 She planned everything step by step… and now look at her! 🔥 Determination hits different. Would you make a PowerPoint for your dream? Yes or No? 👇

Learning mode fully loaded! @layzhang stays focused, grows through learning, and keeps moving forward step by step. 🔗 #LAY# #LAYZHANG# #ZHANGYIXING# #张艺兴#