Recent content by Aquarians

I've been trying to catch another vice as alternative for caffeine and alcohol. Marijuana is illegal in Romania but I did try in in Netherlands some 10 years ago. The conclusion is inconclusive, I didn't have enough time to sample it but I would give this description: "One cigarette makes you...

Well not unless you point me to some free sample data on your website. Maybe if I'm in a spending spree someday I'll buy your data ("Historical data (from 2007 - present): $599), so I have two sources to compare and then I'll get back here with observations on it's quality. But right now I don't...

Heh. I just thought on Bunea's postulate on historical market data. (My real name use here). So here it is: If your backtests show you can make money on historical market data then the data is wrong :D Start from that assumption!

I've open sourced my code on GitHub while at the same time documenting it's usage on my personal website, Aquarianz.com: https://www.aquarianz.com/ Chapter 7 (Data Validation) is of special interest here: It showcases the technique and algorithms I use for cleaning up the data bought from...

I know that you know and love the banter :D

Finally (or initially as it's the beginning rather than the end), I've started publishing documentation on my open-source, quantitative-finance oriented code available on GitHub. Here it is: Another QUAntitative RIsk ANalysis Zoftware, AQUARIANZ: https://www.aquarianz.com/ Took me almost a...

>> The end of the programmer is near. Yeah, right. Like one of my current tasks is not even to introduce a new feature but "simply" refactor existing code by deleting an interface and porting the calls to another existing interface which does the same thing. Well it's a fucking nightmare. With...

I remember reading this some while ago on Hacker News. Good read. The whole AI hype is so much an Emperor's New Clothes story with almost everyone parroting the influencers "oh, what exquisite clothes the AI is wearing and how nicely they would fit our ass" and every now and then some crazy kid...

>> best options strategies for advanced beginners That's a peculiar formulation, I gotta use it too: - Job opening for senior junior developers. - For sale: state of the art obsolete machines. - Looking for progressive conservative to join our party. - World's leading unremarkable scientists...

>> Best Buy Sell Triggers for Algos. Here's what I recommend: best buy trigger is when market is "low". And best sell trigger is when market is "high"! :D Some 50% of the traders stick to my recommendation and make money, unfortunately in spite of my recommendation others do the opposite and...

There's no simple way to do it, as someone said here, if you got historical market data from somewhere then if it's got no data for some day, most likely it's a holiday. Unfortunately often times it's just shitty, missing data, so you gotta do some statistics, using multiple stocks (hopefully on...

Why are you surprised? "Poor" software developers got their salaries slashed and still make $250k a year: And when a cop is making more than the GDP of a small country, what do you expect the prices to be? Source...

Of all the letters in the Latin alphabet, "C" seems to be the most abused. How do you pronounce "Feynman–Kac"? How about "Cincinnati"? To me, "kac" is the act of producing "caca". But apparently it's pronounced "katz", just like the latter is pronounced "Sinsinnati" (almost all my life I...