It's this strange feeling I get when my close friends or family are very happy which annoys the shit out of me. Seeing how they are acting because they are happy just makes me feel angry.
I’m honestly past frustration at this point, what bothers me most is that Reddit keeps pretending these “men’s rights” subreddits are just harmless discussion spaces when a lot of them clearly aren’t.
Spend any real time in them and it’s obvious the focus isn’t on improving men’s lives, it’s on directing anger outward. Women get framed as the enemy, blamed for everything, picked apart, reduced to stereotypes. The tone isn’t “let’s fix problems,” it’s “who can we target today.”
And that matters, because communities like that don’t just vent, they reinforce each other. They normalize hostility, they reward the most extreme takes, and they slowly push people toward seeing women not as individuals, but as something to resent or push against. That has real-world impact, whether Reddit wants to acknowledge it or not.
What’s exhausting is how predictable it is. You report it, nothing changes. The same patterns repeat, the same rhetoric spreads, and the platform shrugs it off as “discussion.”
No one is arguing against men having space to talk about real issues. But when a space consistently centers on tearing women down, it stops being about support and starts being about harm.
At some point, there needs to be accountability for the kind of culture that’s being allowed to grow here.
Has anyone here had real success trading liquidation-driven microstructure in crypto perpetual futures?
I’m currently building a research pipeline (not a live trading system) focused purely on data integrity and hypothesis testing, and I’m trying to sanity-check whether this direction has produced real results for others.
The idea: Study what actually happens around forced liquidations, when leveraged positions get wiped out and turn into urgent market orders. The key question is whether these events create:
short-term dislocations that mean-revert, or
shocks that actually **continue (momentum)
Important context: This does NOT trade and does NOT assume there’s alpha. The only goal right now is to produce a clean, validated event dataset for proper empirical testing.
Pipeline: Raw data → validated data → 1s/5s feature engineering → liquidation event table → diagnostics → decision: is this worth strategy research?
A major bottleneck I’m running into is data quality and access. Reliable, granular liquidation + order book data (especially at sub-minute resolution) is hard to get, and the only solid sources I’ve found are paid services like Tardis, which get expensive quickly when you need full-depth, multi-exchange coverage.
So before going deeper (and spending more on data), I’d really like to hear:
Even “this doesn’t work” is useful, trying to figure out if this is a dead end or worth pushing into full strategy testing.