I’d Rather Blather Than Talk Sensible Matter

HeadshotInasmuch as this is my very first post, you might expect me to take the opportunity to lay out a cogent well-reasoned plan of action, maybe even the raison d’être for foisting my blather on the world.  I’m not going to do that, though, since the entirety of my plan is to have “no plan.”  With that said, I do hope to start a conversation with a tiny fraction of the population.  My intended audience: those few individuals who are both interested in automated trading and have the wherewithal to design, develop, or otherwise participate in the fabrication of such systems.  I’ll consider this blog to be an outrageous success if it introduces me to a mere handful of them.

To give a quick bio that omits most of the essentials, I was born and remain—for the present—very much alive.  More to the point, I spent a good part of the preceding 12 years writing custom automated trading systems, historical tick-data feeds and repositories, technical-analysis agents, order-management systems and services, and trade visualization tools.  I also wrote six different FIX-protocol trading libraries from scratch.  Then, to cap things off, I ran countless simulations.  By countless, I certainly mean a number in the low millions, although I might be underreporting things by as much as a full order of magnitude.  To put things in perspective, a typical run would iterate five or six ranged parameters against three years of tick and/or bar-level Forex data, using self-tuning genetic programming-based AI frameworks.  The simulations typically ran on four desktop-grade PCs, although in the last year or so I’ve taken to running simulations in the Azure cloud.

Having delivered myself of an exceedingly long mouthful, I’ll have to leave all of the interesting personal bits for another post.  In the meantime, welcome!

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