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Posts tagged ‘trading’


A Contagion of Black Swans


Prosecuting Wall Street (60 Minutes)

Two high-ranking financial whistle blowers say they tried to warn their superiors about defective and even fraudulent mortgages. So why haven’t the companies or their executives been prosecuted? Steve Kroft reports.


System Lab: Live Intraday System Details

I’ve been trading an intraday system live (with real $$) for just over two years now.  Its based on mean reversion principles with a few extra wrinkles of my own design.

Here’s my live actual net returns as of yesterday (click to zoom):



Some StockQuant Screens

Here’s some screen views from my algo trading system development application (click on image for a closer view).

Note that the charts were generated from a trading simulation of simple a diagnostic system that generates random trades (this obviously isn’t the system I trade live).

Stock Bar Chart View (with marked trades)



The Journey Begins

(This post is a continuation of “The Fateful Lunch”)

My head was spinning as I walked to the car after my conversation with James;  The idea of using one’s PC to analyze and trade the market in a completely automated fashion was very appealing to me.

Why?  Because Automated Trading not only provides a path to grow one’s wealth;  It also presents your inner geek with the opportunity to delve into aspects of Artificial Intelligence and Bio-Inspired Algorithms (neural networks, genetic algorithms, genetic programming, reinforcement learning, fuzzy clustering, vector quantization, etc).   Put more plainly:  You get to play with cool stuff while earning some nice coin.  It doesn’t get any better than that!



The Fateful Lunch

In late 1999 I was making a comfortable living running a small game development studio when I received an invitation to an impromptu “reunion lunch” (a few times per year a group of former colleagues – game programmers, designers, graphic artists, and producers – gather at a local restaurant).  I figured it would be good opportunity to do some networking, so I decided to go check it out.

Quite a few people showed up and we had fun swapping stories and catching up.  After a couple of hours the crowd thinned out, eventually leaving just James (a fellow game programmer) and myself sitting across from each other.