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  1. PoundTheRock

    How do you calm down and goto sleep?

    Watch an Advanced Algorithms class on YouTube. For example: Sometimes, I'm out in seconds. The sound of chalk on blackboard is a sleep inducer, so thanks Jalani Nelson! Regards, PTR
  2. PoundTheRock

    “I Really Feel Most Comfortable in Prison”: A Hedge Fund Ex-Con

    Shit, prison was the best thing that ever happened to me. Everyone should go. First day out I got a 99-cent cup of McDonald's coffee and thought boy, freedom is fabulous. Gratitude and thanks every day, didn't think life could be this sweet. Regards, PTR
  3. PoundTheRock

    Boeing's 737 Max Software Outsourced to $9-an-Hour Engineers

    Go to the cafeteria of a major car manufacturer, and you'll find 9 out of 10 "engineers" from India, especially TCS (They Copy Software). As you say, it's a culture of agreeable liars and passive-aggressive backstabbers. But what's even worse is the American executives who hire these offshore...
  4. PoundTheRock

    Has anyone ever seen a stock market meltup?

    The end of 1999 was the meltup of all meltups. You could buy any tech IPO and watch it go 10X within months. QCOM, COMS, BRCM, just to name a few. Funds up a few percentage points in July of that year ended up +100% by December 31st. It was a ridiculous, fun, and a fish-in-the-barrel experience...
  5. PoundTheRock

    any low cost real-time market data source??

    iexcloud.io https://github.com/ScottfreeLLC/AlphaPy
  6. PoundTheRock

    India now a 1st world country rules WH, tariffs incoming

    And the worst programmers in the world, especially TCS (They Copy Software). Regards, PTR
  7. PoundTheRock

    Intraday Trading Systems for Expected Range

    Right, validation AUC is 0.67, and the probabilities are well-calibrated, so we can apply a filter to trade the correct system.
  8. PoundTheRock

    Intraday Trading Systems for Expected Range

    I'm using AlphaPy and XGBoost to predict the next day's range. It's a simple classifier to predict the probability of the next day's trading range to be above or below its ATR. My question is: What do you consider to be the simplest intraday trend and counter-trend systems? I'm considering ORB...
  9. PoundTheRock

    R and Python Unite!

    Depends on the application. I write PySpark pipelines for big data all the time and deploy models in 50 lines of code or less. You don't have to write much code for model deployment any more, as much of the work has been subsumed by high-level ML APIs or products such as DataRobot...
  10. PoundTheRock

    Models Get Sued

    We can expect a lot more of this: https://www.bloomberg.com/news/articles/2019-05-06/who-to-sue-when-a-robot-loses-your-fortune
  11. PoundTheRock

    Vectorized backtesting with pandas

    Most of these answers are crap. Either use the multiprocessing package (groupby vectorization for multiple cores) or Dask.
  12. PoundTheRock

    Machine Learning and Neural Networks

    Check out AlphaPy here: https://github.com/ScottfreeLLC/AlphaPy The key for trading is to use the probabilities generated by your classifier as trading signals. The higher the probability, the higher the confidence in the signal. For neural networks, I would focus on trading regimes (e.g...
  13. PoundTheRock

    Do you have a system or method to analyze your system/trades?

    Refer to acrary's thread.
  14. PoundTheRock

    How A.I. Traders Will Dominate Hedge Fund Industry | Marshall Chang | TEDxBeaconStreetSalon

    Yeah, anyone can do TEDx, even convicted pedophiles.
  15. PoundTheRock

    What do you guys use to backtest a strategy?

    https://github.com/ScottfreeLLC/AlphaPy https://www.quantopian.com
  16. PoundTheRock

    Income Before: $18,000. After: $85,000.

    As a software engineer in my 20's back in the 80's, I had my own office and we used to fly first-class everywhere. Today, you'll most likely be stuck in an open office plan with a bunch of smelly Indians who steal your code. Regards, PTR
  17. PoundTheRock

    Another free platform coming

    I like where the IEX is going: https://iexcloud.io/docs/api/
  18. PoundTheRock

    Can you give me a list of top 10-20 stocks that are usually volatile

    Man, you really have to wade through the BS to see any real answers. Here are two options for you: Pay for IBD (investors.com) Write your own screener (quantopian.com)
  19. PoundTheRock

    Karen the Supertrader speaking at tastytrade ‘s Geeks on Parade

    It is amazing how few people end up doing time, except for me and my billionaire friend.
  20. PoundTheRock

    What programming lanuage is tradestations easylanguage built upon

    I'm working on this one in Python... https://github.com/ScottfreeLLC/AlphaPy It uses machine learning and shit...
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