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Good intro to covariance and risk-adjusted returns! https://elitetrader.com/et/threads/is-chart-trading-dead-at-least-when-it-comes-to-es.316432/page-7#post-4573156

It depends. For smaller components that just takes days/weeks to finish, this is the cheapest option, and redoing might be very rapid indeed because you know exactly what to do. However, for projects/monoliths that has embedded alot of useful functionality, bugfixes and features over...

Only you can answer that for yourself. Congratulations and just keep moving forward. Before you can walk, you need to crawl, etc. I recommend you use it to the max and see. It's a good start though: Formulas provide you with a functional stateless language to programming. Being stateless means...

In my individual understanding, despite N4SD*Q shenanigans of forcefully restricting trading data sharing via contract law and monopolistic behaviour, the markets are still a vehicle for humans, not machines. If humans are discriminated in the markets unnecessarily, then the markets lose their...

When you approach 3k+ LOC (and it's probably more than you think), then you start getting ideas how to improve the structure, but by then it may be too late! :D This is for those who constrain their code, For those who regularly produce 10k+ LOC there's simply no hope for you unfortunately.

"Fire whenever you get away with", creates toxic workplace cultures over time, though management will be blind by it until the axes finally grind themselves. Studies show that such culling actually lowers productivity and innovation too, as it creates really bad group dynamics where everyone in...

As always multiply estimates with pi (3.14...) and solve for developer ;) When starting from scratch ("I know nathing"), it can actually take days just to find the tools you'll be productive in. LibreOffice Calc may get you started most quickly, but at some point you'll want something more...

Let's understand "curve fitting" and "overfitting". Say you write an algo that automatically writes Shakespeare's "Romeo and Juliet". This was your goal for the algo, and it does so with minimal input and parameters, thus can also be thought of as compression algorithm of sorts: Ie. "the...

Order spoofing is annoying as hell, and if you care about intraday prices you quickly notice when the market seems to repell every offer you make, only to take your worst offer (for you). Some of that could be noise or trend in your direction, but when it becomes the rule, someone is probably...

Just to balance the talk about investing being so easy and sound and less cost etc., I've seen people holding and adding all the way to 0-1, in the hopes that this time the company (a solar one) would go up, because "it's the future" (and it is, definately, just not this particular one...). Of...

As long as you make your billions, you're alright. Don't settle for less though, or you're stuck with no healthcare, no police and no firestation of your own.

Can a platform suit your current and future needs (avoiding NIH)? Are you willing and able to invest in DIY code? Starting out with DIY from nothing can drain too much resources, but after a while, you may find nothing else really fits your specific requirements. People often act like there's...

It sounds pretty straightforward and doable, however: 1) I personally would like to avoid Java if I can, so would only consider Kafka for intended usage = configurable high throughput and/or high parallellism, maxing out network bandwidth. If it's all on one box, Kafka is clearly overkill. The...

From the bottom of my heart, my deepest regret now is only not studying this years ago when I began my quest. Now it is finally over, and I finally see now, what Wang et. al. was trying to say so long ago. But no, we just didn't listen and fucked it all up. For me it was the throughput that was...

In order to do the data querying, processing and output, how many machines will be needed, ie. will you now need a distributed event processing platform. With enough CPU and parallellism, your network becomes your bottleneck and something like Kafka will be useful for moving/splitting...

In Scandinavia you pay something every damn visit to the doctor. It's just not that much and if you have to go alot, it gets tax deductible. Unnecessary or too dicey operations are privately paid. Health system humping along good though never perfect. Most people are interested in good health...

I got your joke man. It just wasn't so funny as this! :D

When crypto currencies get boring, they start serving their touted function, as a transaction medium. This is disregarding other uses, both transparent and not, as each new distributed application can be attributed any/unknown qualities and side-effects. The question is wether a transaction...

If he's really sick of hearing/reading this crap, why do the crapping in the first place? ;) It really seems people can't get enough of it! Keep the nightmare^H^H^H^H^H^H^H^H^Hdream vigil torches flaming!

Indeed. The trading problem is a problem of consistency. The more you study, the more you realize the lack of it in the markets. Longer-term frequencies may help, but still the future is fundamentally unknowable for most. If the system is consistently losing, you can just reverse it to win...