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The only way I could see being able to realistically do this is with AWS or Azure. Have a DB of prices and then brute force data mine across the whole space and if it isn't going fast enough then pay for more compute. It wouldn't be cheap for the compute though and I don't think it would be of...

I would suspect anyone who is not part of a team creating fully algorithmic systems in 2022 is utterly full of shit. This thread is about semi-automated systems and python. You are in the wrong thread son.

Baby boomers are so full of shit. I am sure they love this story, as if they have done some great job when the reality is they are leaving us with the biggest bill in human history and have totally fucked their own grand children. Basically, free rolled their kids and grand kids and just laugh...

I would have great confidence in my shitty programming skills to make something just as clunky in C++. Actually, I would be confident in building something that is not as fast as numpy for calculating basically anything. The best I think I could do in C++ would be a terminal application that...

I pretty much only try to get long by catching falling knives. As opposed to what? "Don't buy low"? "Don't buy low and wait for the knife to get hot so it is harder to hold" The opposite of the falling knife is what scares me. The giant uptick green candle is what I am not trying to catch long.

Great thread. For me, there is no reason not to use python and get all the python data science tools for free. Pandas came about as a way to easier work with market data. Bokeh is perfect for juypter lab. Seaborn is amazing too. I love Jupyter but version control gets really annoying. I think...

I was just looking at this last night too. https://www.multpl.com/inflation-adjusted-s-p-500 It looks like we reached 1929 after 25 years but then breached it again in the 70s. My biggest take away from that chart and from the CAPE is that it will be a long time before we take out the Fall...

In retrospect, it is the most obvious clear signal of a super bubble. Maybe ever? I can't honestly think of an event from market history that is on that level of divorced from reality and stupid. It wouldn't be shocking at all in 10-20 years it is viewed as the 21st century version of the shoe...

Seems like a straight forward bear market rally to me. I am going to start peeling out once the VIX hits 25. I think we will drift up on dip buying until the next wave of volatility. I don't really think in terms of "bull trap" though as that negative language would make me not want to be long...

Even if you get security right, the biggest problem is investing time into something that might end up going offline. I started using Quandl as a datafeed and knew it wouldn't last forever for free. Even knowing this though, when it stopped being an option it really sucked. I still wasted so...

It is really a good example of how to lie with statistics and a headline. "The overall, male, and female death rates for the 10-year period were 0.75 (95% confidence interval [CI], 0.38-1.13), 0.98 (95% CI, 0.48-1.36), and 0.41 (95% CI, 0.21-0.79) deaths per 100,000 finishers, respectively...

As a former huge fan the fact he has basically become Don Imus is one of the most pathetic things I have ever seen in my life.

Some of the stuff in this thread is interesting but the problem is finding enough uncorrelated bets with true independence. I just don't see how that is possible as a single individual, you would need a giant team. Anything using coin flips and simulation to me is just nothing like what anyone...

I am interested to see what a rally looks like here when/if the VIX decays. This morning I was expecting more risk on and a bigger move from crypto. Not real great if we start seeing lower highs.

350-375 has gained a little bit more to 45%. I am adding size to a QQQ position long I started last week. I feel like you can use a nice tight stop here for a very asymmetric trade on the index.

I would start with Hayek's Nobel prize speech, The Pretence of Knowledge. https://www.nobelprize.org/prizes/economic-sciences/1974/hayek/lecture/ There is the whole field of complex systems that is interesting but macro economics on a whole to me is 99% the pretence of knowledge. W. Brian...

target rate implied probability is so wild right now for 11/2. 350-375 - 46.8% 375-400 - 53.2% I am going to stick with the market and be agnostic but it is really hard to see them softening on anything.

IMO this is wishful thinking. I don't think the Fed would be doing what it is doing now if they were going to budge on 2% target. I have the total opposite view that they will stick to trying to get back to 2% at all cost. Surely, the Fed understands that these interest rate hikes are...