Category Archives: Blather

My Spinal Tap Moment

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No, I didn’t turn it up to eleven.

The whole thing kicked off a week ago when my beautiful and talented wife Marie Anne Chiment asked me if I could print a half-dozen Metropolitan Police Helmet Plates for one of her shows (The Pirates of Penzance, for Philly’s Maugkingbird Theatre; 8/20 to 9/4).  We’d been talking about 3-D printing and so it wasn’t an out of the blue topic.  Even so, the very idea was more than a little intriguing.

As luck would have it, I found a 3-D model of the helmet plate online, at TurboSquid.  A quick upload to Shapeways (a job shop) and I congratulated myself on how easy-peasy the whole thing was.  All in all, it took something like eight minutes to research the idea, find the model and place the order.  Welcome to our Brave New World.

It was supposed to take two weeks to be done but to make matters even more pleasing, the box showed up on Saturday; only four days after we placed our order.  Matters took a left turn, however, when we opened the box.  For a start, it seemed like there was nothing in there except a whole lot of bubble wrap.  I was about to toss it all and call the company to complain that they sent me an empty box when Marie noticed there was a tiny zip-lock envelope inside.

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I used to live here, but now I’m just Code Camping out!

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Just for fun, because who doesn’t like to wake up ridiculously early on a Saturday morning to take a train from Philliy into good ‘ole NYC, I decided to do some major tongue-wagging at Code Camp NYC 2013.  I mean, what could be better.  I won’t get paid, and let’s not even mention the food, so there’s that.  On the other hand, a chance to bloviate in front of a fresh and unsuspecting crowd seems just too good to stay away.  To that end, I prepared an obligatory PowerPoint, then wrote some moderately interesting code: LogFlow and PodFetch.  I even pulled together a ton of samples, a small number of which are actually mine!  Should be a blast.  Hope to see you there….

BTW, I always wanted to make it to Carnegie Hall.  I think I’ll have to settle for the “Carnegie” room; from 2:30pm to 3:45pm.  My session is titled “Supercharge Your Apps With TPL Dataflow.”

Miss Unders(tood)

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Let me start by saying that I love and adore my wife. Marie is as vivacious (and loving and talented…) as any man could hope for in a spouse. My present subject, though, is her mischievousness. My girl loves the odd prank, whether it be hiding a blow-up doll in the shower, or simply bolting out of a closet to scare the bejesus out of me as I chance to walk on by. Her doll in shower gig was particularly memorable in that in that I came upon it—without my glasses—on a dark and drizzly November-morning while being less than fully awake.  Shades of Norman Bates, I only glimpsed the thing when I pulled the shower curtain back. Needless to say, I was completely spooked. I’m no John Glenn, so it would have been excusable if I ended up ass-over-teakettle on the floor. As it was, I did jump back into the doorframe and smack my head hard. Continue reading →

Squid’s Don’t Have Lids

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Human Eye Compared To Squid Eye

Human Eye Compared To Squid Eye

Squids and humans have little in common.  Indeed, our last common ancestor was a small Precambrian “worm” that lived some 750 million years ago; way before the evolution of our camera-like eyes.  Even so, cephalopods use a lens to project an image onto a retina; just like us.  The amazing thing is that the eyes of the vertebrates and cephalopods evolved independently; in very different ways and at very different times.  Scientists have a lovely term for this: Convergent Evolution.  (Note: P.Z. Myers, of Pharyngula fame—and one of my all-time favorite bloggers—has a slightly different take on this which, for the scientifically inclined, makes an interesting read.)

So what does this have to do with trading? A lot, as it turns out. I’ll leave the details for another day but suffice it to say that the majority of trading systems, commercial or otherwise, are incomplete, unusable or simply crap.  One need only look at one of the market leaders, like NinjaTrader or TradeStation, to know this is unquestionably true.  After all, no one gets into trading to sit in front of a console and “trade;” they want to “make money.”  The platforms, however, are all about mechanics but nothing about methodology.  It’s like being asked on the operating table to pick your own anesthetic.  Even worse, the second they put you under you have to somehow manage to wield the knife too.  No sane human would allow such a thing to occur in an operatory, so why do they allow it with their equally vital finances?

So back to squid, there are plenty of trading choices out there, but inasmuch as each and every one is a demonstrable fail, it’s time for a little re-evolution. Hence the squid; who I declare henceforward to be my most favored mascot…

BTW, squids really don’t have eyelids, although the Myopsids (gotta love the name!) do have a sort of cornea which, according to Danna Staaf, “…satisfies all their eye-covering needs…”

I’d Rather Blather Than Talk Sensible Matter

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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!