I write about trading systems development, portfolio management, and systems research. I’m a programmer by trade; therefore, much of the discussion is centered around the programming side of the house.
I’m a believer in the market being a zero-sum game. My time + My ideas = My Edge. Sharing my ideas gives away my edge. Not gonna happen here.
I will share my thought process behind building a trading testing platform from the ground up. What languages and data stores to use. What you need to be careful with in testing your ideas…ensuring they are sound.
Actually, most of my time is spent ensuring my ideas are tested correctly. Hence, why I’ve developed my own trading system testing platform. I wanted to ensure each and every component of the process was sound and did not unknowingly create biases in the testing outcomes.
Occasionally, I’ll share my thoughts on the world, businesses, managing people, and managing systems. And from time to time a few random thoughts.
Eric Crittenden – Research Director and Managing Partner at Blackstar Funds. Eric’s fund has published some great papers covering the trend-following methodology.
Inside the House of Money by Steven Drobney – Drobney’s interview with Jim Leitner was one of the best interviews of a fund manager by far.
With over 15 years of programming experience…I’ve done it all. From programming on one of the largest mainframes in the world to programming on the OpenVMS Dec machines. And of course, Windows & Linux in between. I’m currently a systems programmer in a datacenter with two major areas of concentration: scheduling & end-to-end monitoring. What are some of my favorite technologies? Well, glad you asked:
Python – amazing jack-of-all trades programming language. This is the foundation language of the trading system testing platform.
R – an excellent statistical programming language. Need to analyze results quickly? R is your goto guy.
Graphviz – this is a drop-dead simple visualization software. Use this on a daily basis in scheduling and building simulation software.
SQLite – stand-alone database that has excellent performance. I admit I don’t always use this in the typical sense. Parts of the trading platform uses conventional relational design while other parts use go the NO-SQL way.
GitHub – a great distributed source-control system.
I’m a Texan born and raised who woke up one day in his late thirties and found himself in the Midwest. So, Texas and the culture are a strong influence on my writing and thoughts.