By the way, I would like to apologize to you like I promised to someone for attacking you but you also have to admit that you have talked very harsh about me in this forum by saying that I talk about bizarre things.
I think you are a great guy and your knowledge of math and trading is excellent.
Bill, thanks for adopting this civil tone. Much appreciated. I suggest you approach the moderators to delete the earlier attacking posts you made in this thread. This topic of creating a portfolio of systems is a hard problem - a clean thread will make it much easier to follow the thoughts and multiple methodologies. I believe the discussion in this thread is even hard to find in many books. If you can do that, that will be gentlemanly behavior. Cheers.
Edit: I am sure jcl can also ask mods to delete any out of the character post he made in the heat of the moment. Thank you guys.
Bill, thanks for adopting this civil tone. Much appreciated. I suggest you approach the moderators to delete the earlier attacking posts you made in this thread. This topic of creating a portfolio of systems is a hard problem - a clean thread will make it much easier to follow the thoughts and multiple methodologies. I believe the discussion in this thread is even hard to find in many books. If you can do that, that will be gentlemanly behavior. Cheers.
Edit: I am sure jcl can also ask mods to delete any out of the character post he made in the heat of the moment. Thank you guys.
Thanks gmst. This has been a hard period for everyone in several fronts, from markets to weather. I think this forum is useful and we have to support the moderators in keeping it clean of attacks, etc. My apologies to all for the sidetracking. JCL is a good man I think and he knows a lot we can learn from. I will ask the moderatos to delete the posts. I hope others will do the same.
I have an interesting question. The ones of you who run multiple systems in different asset classes all by yourself - how do you handle the IT/data and other organizational aspects? How many computers do you have? Do you run your own data DB and data collection?
By the way, I would like to apologize to you like I promised to someone for attacking you but you also have to admit that you have talked very harsh about me in this forum by saying that I talk about bizarre things.
I think you are a great guy and your knowledge of math and trading is excellent.
Wow, people are so kind with me lately. I wonder if I've won the lottery somewhere without knowing it.
I accept your apology, and also apologize for my harsh remarks, which were not particularly directed against yourself but also against the business and advertising methods of a certain software. I am glad that future discussions can now be more civil and constructive.
Quote from sle:
I have an interesting question. The ones of you who run multiple systems in different asset classes all by yourself - how do you handle the IT/data and other organizational aspects? How many computers do you have? Do you run your own data DB and data collection?
I have all systems and assets put together in a single strategy, so I run them on only two computers - one for life trading and one for the same strategy on a demo account. The price data is collected by an event handler.
The broker API I'm using does not support several instances on the same PC - otherwise it tends to crash. Therefore, without a compound strategy or some platform that runs many strategies simultaneously, I'd need indeed 100 computers for 100 strategy/asset combinations.
I am just thinking - in an institutional environment, you have people doing a lot of stuff that you end up doing yourself if you are a one-man show. Just the system administration and DBA duties should be taking significant amount of your time, I am not even talking about juggling development/research with actual trading. So I wanted to hear if you came up with some organizational gimmicks to improve your life, especially guys that are gray-box traders and are not running automated systems.