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In order to solve problems you need to be able to 1) prioritize, 2) frame the right questions and 3) scope the problem(s). Questions regarding this: What's your overall aim: Is it to make A) a machine learning implementation, or is it to B) make a consistently profitable trading system? If A...

I surely don't have any evidence, but are financial systems obeying mathematics and natural laws, or not? If yes, there might be self-similarity to be found at different scales of price action. It's a fascinating topic to investigate, but have yet to find anything tangible to use in trading...

First of all, speaking about "1.618 fibonacci extension" is very unclear. Fibonacci is a number sequence, for which the relationship between each number will approach the Golden Ratio (phi) after many iterations. However, for early iterations, the factor between fibonacci numbers is a bit...

Nice videos and good to know some of these things. However, you rarely ever get to use such theoretical knowledge, until you build libraries, distributed/fault-tolerant DBMS/OS'es for others to use, or simply to understand why something doesn't work as well in production as it did in testing...

Personally, I'd rather build my circular buffers myself. It's just an array and a pointer/index anyways. No need to import external dependencies for such simple things, and often they don't solve exactly what you need.

Human beings are wired to make decisions by their emotions, not by hard facts. Without emotions, human beings cannot make good common sense decisions anymore. This is shown by people suffering brain injury that takes emotions away from them. This applies to all human beings, also so-called...

Depends who you are. If you are new and clueless, using a platform is good I think. When you've got experience, you may want to expand into Do It Yourself more and more, since all platforms have a structure that may not agree with your perspectives and processes for the markets. So no matter who...

Excel is an easy tool to start to get into coding for non-programmers. It's been used and abused all over the world, in offices, education, etc. I do agree, that after a while it'll probably become limiting. It's a good prototyping environment though and I wouldn't underestimate what you can...

My first attempt at backtesting momentum in ruby was pretty crappy. Have since improved all aspects in golang and am productive (ie. got essentials like indata and main loop nailed). Of course I dont get charts and heatmaps like in NT but these things are deceiving anyway. Just need to avoid...

What you learn in Excel will be transferable to any other language, but a language like Python will not be immediately transferable to Excel. This is because Excel is based on more mathematical constructs (functional declarations / formulas), while python is like giving orders to the computer...

Not sure what "trading psychosis" is and can find no such term on the internet except this thread. However, normally psychotic people are unable to communicate understandably with other people, and are seen as speaking and acting incoherently. So I highly doubt your long post is from a psychotic...

Wondering how much discretion goes into your trading decision, are you mechanically following your own rules or are there room for interpretation beyond spread, volatility, etc? Point is a trading bot will take all the signals, even "stupid ones", thus applying murphys law to the nth power, not...

I think we have pretty much the same perspectives, just that you can use different words to convey the same meaning and vica versa. By "inward looking" for trading I mean that your results only depend on YOU, and YOU have to fix it, nobody else or the markets. So not meaning that in the sense of...

I think honest beats humble. Humble is often false, overrated and superficial. Apparently people not used to look inward for success, but looking outward for whatever else they are really seeking. Thanks for providing educational entertainment.

You can sum absolute values, but not percentages. Percentage growth/decline can be summed in Log-space, or you can multiply the factors (the number before you subtract 1). Ie. you can subtract 100% many times, but won't have any real effect after you've first multiplied with zero (0). Basics...

Risk Management is important, but in a negative way. If you disregard it, chances are you're gonna fuck it up bigtime sooner or later, regardless how much edge you think you have. Edge is that which might put the odds slightly in your favour over time. Real leverage is becoming like Soros and...

I see your point and have spent some time going through A Tour of Go (again, since I've forgotten most of it from before). Since text-only is a bit dry, this video actually summarizes the practicals pretty neatly, so I expect the transition to be pretty rapid, also because I now have the luxury...

Thank God the Invisible Hand will decide the outcome for us!

"Some people are so busy learning the tricks of the trade that they never learn the trade". I can relate to this. Probably would got many things much quicker if I'd have someone show me in person, but I can't trade other people's systems, only my own. So perhaps difficult to avoid or shorten...

Thanks! My first use-case excuse to learn Golang! :D Have been looking for that.. In terms of executing object oriented code and functional code, Ruby is faster than Python. Ruby edges out Python on the basis of average run time too. A bit surprised by this, thought Python was slightly faster...