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To be fair, the tax avoidance gave RenTech billions of extra capital to invest, which over the course of 10y multiplied and made them quite a bit of money. So on top of the $7bn in back taxes and fines also made IRS quite a bit extra as taxable capital income because they were "forced" to invest...

Thanks for having a look at it. Once you find the bug, I would like to know does this influence your entire database and thus requires me re-downloading all the data again. Luckily my ISP doesn't have a data cap. Meanwhile I'll probably write some kind of data integrity check to estimate to what...

The mystery solved. Looks like these spikes are dark pool trades. It's insane that Polygon includes dark pool trades in their aggregate data and there's no way to exclude them (without downloading tick data). This is not representative what price data you get live and completely messes up...

That's the Twitter business model: They are just waiting for Elon to buy them and he'll also take care of the overhaul.

Nope, could be good for daily incremental updates, but seems to be pretty expensive for initial download

I started to use Polygon.io for my historical data and using their 5sec aggregates. I haven't paid much attention to the data quality until now and noticed these crazy high/low spikes in the data that appear all over the place, which is obviously a problem for backtesting. Below is an example...

Lol, it's not. Doubling down is the classic martingale. If you keep adding to your position while the price goes against you (i.e. averaging down), it's still called martingale strategy. You should really read about it to understand the risks before it blows up on your face.

Congrats for reinventing the martingale system. You'll have a good run until you blow up your account. This is the strategy half the EAs at MQL marketplace offer.

You are right, regular Trader Joe like Jim Simons & RenTech couldn't pull that off ;)

I just recently had similar issue when fetching historical data from Polygon.io database. They have "ticker events" API to get a list of ticker symbol changes, but it's still in development and had some issues when I tried and there's no ETA for the release. Also not sure if it can be used for...

arbitrage

It's important to have a good macro balance (protein/carbs/fats), so that you have enough protein to maintain muscle mass while cutting, but also have enough energy from carbs to train hard at the gym. People often assume that their weight loss is from fat, but it can very well be muscle if you...

Coach Greg has an entertaining (but informative) video for everything :D

Btw, you can't spot reduce fat, so doing ab crunches doesn't really help you much with the sixpack. It's a common misconception and why many people waste their time at the gym on doing ab crunches. Training your abs will make them more prominent (just like training any muscle), but it doesn't...

Probably tapping into the market of algo-grannies

Shouldn't worry so much about body weight but body composition. If you don't have yet, get a pair of skinfold calipers to track that. Forget impedance scales/devices, bod pod, etc. they are no better (or even worse). If you got trouble getting down fat-% start tracking your calories & macros and...

Paranoid managers are the best!

You forgot the least offending option #4: If you have to have your camera on while in the meetings you couldn't choke the chicken. Any tips for this?

Oh, this was just a test for one stock. I have Russell-1000 + 100 small-caps in my database currently and I can run the optimization for the entire database in ~30mins. From those I can then pick the ones to my portfolio that perform the best for given algo.