@hector I assume you are referring to the pfizer's mRNA vaccine administered through muscle injection and not the one you hear more about lately that is administered through eh nasal cavity?
@hector The irony is I literally got seriously sick from a vaccine (not the conspiracy shit, like a known side effect doctors confirmed and all), yet im fairly pro vaccine.
With that said if you take the COVID vaccine considering it skipped all of the usual safety tests you'd be a fool IMO.
@johnabs We can discuss preliminaries in any unsecured channel that is convenient. I wont be giving away anything secret early on anyway and we can navigate the waters from there. so for now email or here or anywhere else works to keep the conversation going. With the friend i am working with we usually just use facebook voice chat but even in his case we havent discussed the algorithm itself in too much detail yet.
@hansw@mastodon.social I usually have a mental cue of things i want to try when solving a problem. So when i hit a failure i already have the next thing in the queue lined up to try without needing to sit back and reflect, I pretty much plan for and expect failure.
With that said if i start to get to the end of my list of ideas and my attempts get to the bottom of the barrel of things that I think stand a chance of being viable solutions there comes a point where, like you, I will put it down and come back to it later so i might be able to think of a better line of thinking.
But by the time I get to the point of "giving it a break"I have probably already failed 20+ times trying different angles.
@hansw@mastodon.social To me failures are just the process of elimination one goes through in order to get to success. If you have a goal in mind the process involves trying possible solutions to identify the ones that fail and eventually come upon a successful solution.
So if I see failures to me it is just an indication I am making progress.
you really do have a nack of being oblivious to implied nuance and responding to something with complete ignorance to the nuance most other readers recognize and assume going in.
first off not sure what "pursuing a random whim" has to do with anything I just said. Nothing I said had anything to do with randomness in ones persuits or them being whims.
Furthermore I never said anything about "ignoring failures" either. I said they arent demotivated by failures, that in no way implies those failures were ignored or that the failures did not change their behavior or decisions, nor does it imply they didnt learn from their failures.
@hansw@mastodon.social
It seems there is one universal personality trait that every great that made their way into the history books all share.. Failure motivated them rather than demotivating them.. Not sure that helps anyone to know, as it isnt something you can just replicate. But it does seem to be the key to success all the same.
@johnabs We could always join forces on such a project, though it would be difficult to figure out a way to work together and still amange the trust aspects around my algo. So not sure it would be workable. But would be nice to work along side someone with a good base knowledge to compliment my own. I have a friend who i am pretty close with and trust who is helping with the project a bit so i can focus more on the strategy/algo part. He is valuable and really the only one I could have invited onto the project as I'd trust him enough. But otherwise it would be great to bring in someone who has some decent algo and math backgroudn to work with.
@johnabs it sounds like its mostly an API to talk to your broker without much logic beyond that. In which case it likely wouldnt be too helpful for me.
@johnabs if its just a stubbed out API probably not much value there that I can extract just yet, but still feel free to share the link and I dont mind taking a quick look and see if anything stands out as worth looking at closer
@johnabs I could edit and pull out any code you have that might be of interest, that isnt a problem.
But I use Alpaca and Interactive brokers for my trades, polygon for my data.
It would be gaussian modulated though not strictly gaussian itself... basically just amplitude modulation of a sine wave carrier by a gaussian. Related to a pure gaussian but not the same.
That said, yea, you are probably right.
@icedquinn
@johnabs the core algorithm has already been wildly successful for me and been using it for months, but it lacks the elements we discussed here. Sadly the main algo is also top secret since it is just too valuable to let it get out in the wild right now. These are all enhancements im working on and i can at least discuss some aspects outside fo the core algorithm.
Right now im mostly just porting my algo to python for better automation as until now ive been using it to signal my trades but I make them manually, and already making far more money than anyone should be able to off the stock market.
@johnabs Here is a thesis someone did evaluating my algorithm on an earlier version of it (the final version had some significant improvements that came after this paper):
http://korykirk.com/thesis.pdf
As for the FT vs wavelets question there are a few considerations. for starters the FT approach is just a standin for a model i have in my head that I havent flushed out yet, so its unlikely to be the final iteration, but in this form it is still useful. There is also the fact that I have access to a wider range of libraries that handle FFT than I would for wavelets. Moreover, the FT stuff I'm doing right now isnt really as complex as the scenario you suggest.
Basically at the current moment I'm using FFT analysis as little more than a bandpass filter and improved moving average (really a low pass filter). In this way I can apply the FFT split the low-pass and high pass out, and then convert it back to time domain, the low-pass will show the actual trends with any "noise" and fluctuations removed, and the high pass are effectively just the noise isolated. The noise essentially represents the volatility and will integrate to approximately 0, so represents short term signals that should average out over time.
From there I know if im looking to trade on time scales on the order of a month then I set my cutoff appropriately and look at what sort of volatility is to be expected and therefore know that as long as the fluctiations are within the norm for noise there is no need to close my position. In other words I can set a trailing stop limit where the amount of the trail is equal to the maximum amplitude of the high-pass filter. That way i can be relatively certain that if a stock deviates by more than the peak volatility that it represents a mis-trend rather than normal noise that will recover and thus is an optimal set point for a trailing stop.
Obviously wavelets could do this in a more dynamic way (responding to suffen changes in volatility). Just not needed yet.
Jeffrey Phillips Freeman
Innovator & Entrepreneur in Machine Learning, Evolutionary Computing & Big Data. Avid SCUBA diver, Open-source developer, HAM radio operator, astrophotographer, and anything nerdy.
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