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  1. I

    Raytheon, United Technologies in Talks to Merge

    Lots of rtn folks are pissed about this one.
  2. I

    Which trading strategy would you prefer?

    Depends how far below 50% strat 2 is....IT COULD have a higher E[]. As @d08 said, look at some other metrics... I'd go with the Sortino ratio as opposed to the sharpe, as it only looks at volatility of negative returns. Sharpe penalizes both upside and downside vol.
  3. I

    Microsoft Excel can provide real-time stock data

    And a baseball bat can be used as a tennis racquet...
  4. I

    Won't mechanical system stop working?

    Innovation. Nothing is perfect. If "genius PhDs" arbitrage all of the current opportunities away with their supercomputer algos they will create new market characteristics which will be exploited. Game theory.
  5. I

    Command-and-control bot

    It's no different than connecting said system to a webbrowser. You can use JavaScript. You just will have a lot less screen to work with, so design accordingly
  6. I

    Command-and-control bot

    AFK = away from keyboard. Could be taking a dump, for example. And need/want piece of mind to steer the ship whilst doing the not-trading thing. It's like monitoring your ring video doorbell when you're not home
  7. I

    Command-and-control bot

    I hear ya, but....the risk of losing everything on a bad trade is orders of magnitude more than the risk of being hacked at a random ip address that is password protected
  8. I

    Command-and-control bot

    Although I try not to let things run while AFK, I have my algos running on AWS behind an nginx server with a SIMPLE Angular2+ front end where I I can perform simple operations/monitoring from any internet connected device.
  9. I

    Machine Learning has incessantly changed markets

    I emailed him, pretending to be a mark....he gave me a fake name....and a bunch of nonsense. Would give no details before I started a foreign company....lol
  10. I

    So how do I get in?

    So how do I get in?
    • IAS_LLC
    • Profile post comment
  11. I

    Machine Learning has incessantly changed markets

    I tried that email, but apparently spaces aren't allowed in email addresses...news to me!...pm me please! I want to get a piece of the action on nueromorphic computing!
  12. I

    Machine Learning has incessantly changed markets

    Wow! Simply incredible! Extremely compelling! How do I get a piece of the action?
  13. I

    Auto trading Strategy, Looking for fund.

    Lol
  14. I

    I´m looking data for Futures

    Algoseek is okay
  15. I

    Who wins in a Trade War? China or US?

    Both lose, but the U.S has the buying power, thus the upper hand
  16. I

    Vectorized backtesting with pandas

    You're right. My mistake. It was my ass talking again.
  17. I

    Vectorized backtesting with pandas

    I'm not going to recreate what's already in open source literature (for free) because you lack the imagination to think about ways of doing things differently than your current methods. See one of the first few chapters of the Marcos de Prado Lopez book for some inspiration on the subject. If...
  18. I

    Vectorized backtesting with pandas

    You CAN vectorize a back test, to a certain extent. Generate your signals in serial, and then vectorize the fill modeling and do path path length dependency correction. I do it all the time, and it saves me a ton of time. And no, I don't care to elaborate further..
  19. I

    Watch this guy build a trading bot

    But the sharpe ratio was 38! Extrapolate those returns!
  20. I

    Watch this guy build a trading bot

    I've watched a couple minutes of a couple of his videos...He is taking the "medium" and "towards data science" approach... which is to charasmatically summarize someone elses work.... Not a bad thing, necessarily. What I think COULD be helpful to some (from what I watched) is HOW to make the...
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