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I think of crypto as a 10-year call option that's probably going to expire worthless. Still, it's worth holding the call.

A dumb majority is too emotional about investing in Bitcoin. Shit, throw 10K in a crypto account, and if it does get to $4.8M, you've made a million bucks. HODL.

Yes, excellent. Regards, PTR

Thanks for posting this thread. I think the mistake that most people make with machine learning trading systems is trying to model returns over some period t. I get the sense that you made the critical insight that your base classifier simply predicts long or short with some probability, and...

Financial types will do anything to keep this going.

Two Sigma has a program for managing external capital, but it's a process. If you already have at least six months of backtesting results, that's a start. First, you have to pass a fairly rigorous interview, but then if they can validate your results as acceptable, you may proceed to a live test...

https://numpy.org/doc/stable/reference/arrays.datetime.html

Funny, I got 7 years for $3.2 million. 82% paid pack, getting there...

Harvey Houtkin would sell a PC to you for 5K if you wanted to be a SOES bandit at home.

Yeah sure, it must be Club Fed when men are raped or killed in front of your eyes. Men left for dead because they were supposedly faking their injuries. Hours of boredom interrupted by flashes of extreme violence. Maybe Ed Seykota was right when he said that "everyone gets what they deserve"...

We're currently in a 3-month beta with Two Sigma. https://github.com/ScottfreeLLC/AlphaPy

A lot of what you need is here: https://github.com/ScottfreeLLC/AlphaPy

The judgmental ones tend to have a lot of pent-up anger.

Volatility is a comin'.

Thanks RD. I did it because it was so frustrating to find any platform that could integrate machine learning into the signals. The whole idea was to integrate all possible TA features and let the model make a simple buy/sell decision with a probability at each point in time. So, you can either...

I wrote AlphaPy, and yeah it's a commitment. Stopped pushing code publicly because you just get a lot of people who want shit for free. Best, PTR

The problem with software development now is that almost all of the F500 IT departments are run by humorless, ex-Deloitte Indian women who bring their caste-like sensibilities to fiery daily standups. The days of an office with a door for a young software engineer just out of college are long-gone.

I like the 10-day ATR divided by average close with a minimum average daily volume of ~5M. Would you rather trade a $500 stock with an ATR of 20, or a $20 stock with an ATR of 4 (e.g., $VUZI). Volatility Percentage... I'm sure there are other names for it. Regards, PTR

Yep, $WAXP and $FLOW.

TradingView looks cool, but I'm still looking for a platform where I can pull in my external machine learning Python code for signal generation. Any recommendations so I don't have to develop my own front end? Regards, PTR