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Sir, I agree with you totally that having something that works is never an easy thing, and did not mean to imply that truly original work is prolific, such as your refereed publication. If everything was easy, why would one bother to snoop around forums keeping tabs on state-of-the art like a...

There are many types of models that implement what you have described, typically mean-reversion jump-diffusion or threshold models, or two-state regime switching. In two state regime-switching, transition probabilities can smooth out your 0-1 switch. Similarly, in mean-reversion jump-diffusion...

There is only one method that I trust, which is to painstakingly gather the tracking data yourself and evaluate the model errors periodically. Re-calibrate and make the proper model adjustments when necessary. Its an iterative process. Basically you become like a fireman, putting out the "fires"...

I think you need a setup that looks more than just win/loss probability. That's probably too simple a characterization of your PnL function. You may need to consider things like maximum value-at-risk if using leverage, conditional factors that may affect the average win/loss ("the odds at the...

I think you need to be careful about calibrating a model backwards through historical data (aka optimization), versus extrapolating that into a "probabilistic" forecasting model or "edge". An optimization approach is best suited for data validation of "model ideas" or "adjustments", but prone to...

I agree with you that Dell workstations are reliable. However I can’t remember the last time I’ve seen a workstation configured with 8gb ram. I mean a few tabs of chrome and your pretty much smoked in the contiguous memory department. 8gb workstations are definitely in the minority

For a traveling workstation, I would recommend a DELL Xeon class laptop, maybe something like a 6-core. Most laptops and desktops will support 3-displays (including the laptop display), and for the extras, you can use an external displaylink adapter that you can add individually or as a hub to...

You are the one getting off track. My first point is simple - is it so hard to believe lifting heavy weights may be bad for your heart? If that is possible, then is there a way to train without heavy weights (>50%) to reduce this risk especially if you are over 50 which the OP mentioned as a...

I did not say to eat 2000 calories of sugar, in fact I said to reduce carbs but if you have to have some of it then try some before going to bed. So the issue is timing. Your argument is that the timing is bad, and I’m saying it generally doesn’t make a difference if you keep the overall...

Actually it’s been studied that if you lift more than 50% of your weight that it’s very stressful for your heart .. so you would recommend for someone over 50 to lift more than that? This is why many pro lifters go on to have heart surgery etc, and not just because of steroids. So perhaps why...

This is what I found worked: fish oil or zinc consumption before bedtime, alternative is taurine supplement. If doing exercise do high reps and low or minimal weight, and never do any weights more than 50% of your body weight if over 50. Reduce carb intake or just have a little bit before bedtime.

In life and business, there are two cardinal sins. The first is to act precipitously without thought and the second is to not act at all. -Icahn never put off until tomorrow what you can do today ...there is nothing new in Wall Street. There can’t be because speculation is as old as the...

That post made no sense to me at all. Why would anyone bother to do a block trade on exchange instead of bilateral? On a futures exchange this makes sense and happens all the time, usually after-hours, in order to use the MTM or margining system to reduce counter-party risk on an ongoing trade...

This. It's always possible to win on a low winrate system (see for example Black swan style betting), over a very very long time horizon with proper calculation of odds v payoff, but short term it is not reliable. You also become too dependent on lower frequency wins to make payoff, and...