Developing "Spartan"

Discussion in 'Journals' started by nooby_mcnoob, Feb 3, 2019.

  1. djames

    djames

    we're just jealous of the optimisation the JVM does (seriously)
    pypy is our closest attempt at that speed
     
    #221     Nov 6, 2019
  2. I haven't thought about performance for a long time. It's sad, but true. And I'm the type of guy who sees value in something like this https://boost-experimental.github.io/di/benchmarks.html

    Python is eminently productive, I rarely run up against any issues that would slow me down that are NOT related to the algorithm, i.e., that are caused by the language. The main thing would be parallel processing but multiprocessing handles that just fine if/when I need it. I wrote my own df_parallel_apply(grouper,function,*args,**kwargs) to apply a function to a grouped dataframe in parallel.
     
    #222     Nov 6, 2019
  3. While I was sweeping the active trading account today, it felt so good. I can't explain it, it feels like I'm really building success. Normally, I just do it at the end of the month but I've started resetting the account every day now to remain disciplined.

    I've talked my son through this entire process with me, a little less so my daughter just because she's got too much school going on, and I told them that they might see me fail. They won't see me give up though. I'm doing this as much for them as for myself. They have to see that you can take your own future into your own hands at any time and make it work.
     
    #223     Nov 8, 2019
  4. Forgive my silly question: what do you mean with this expression?
     
    #224     Nov 8, 2019
  5. I have a trading account that has $X which is what is needed for my strategy plus a buffer, end of day I reset it to $X by moving extra cash to the main account. I don't add cash to this account, just scale down if I somehow end up having less than $X
     
    #225     Nov 8, 2019
    HobbyTrading likes this.
  6. Actually, this seems like something that should be done automatically. So... Anyone reading this message know if it's possible to configure IBKR to automatically move excess cash to a different account?
     
    #226     Nov 8, 2019
  7. Curious about why you feel you have to do this daily. I follow the same approach, but 2-3 times a year.

    GAT
     
    #227     Nov 8, 2019
  8. I'm abnormal. But really I like things to be exactly the same as much as possible. So this is just one of those.
     
    #228     Nov 8, 2019
  9. At the end of each day, I often review my trades with my son. Explaining everything to him, the decisions, what the numbers mean and how I use them not only helps him learn, it helps me recognize areas of improvement.

    If I remain profitable until end of this year, then I will scale up the trading amounts and continue scaling up until summer. At that point, I will trade with my son. He is so excited about being able to trade with me full time. We start trading together with the goal being that we put the majority of the money into the country house.

    My current strategy can probably handle up to 10x the scale without slippage. Right now, I trade only a piddling amount.

    I just wanted to share it on my journal. My father left me with nothing, in fact, stole from me, and the idea that I can build something to pass on to my son and maybe even my daughter (once she realizes that making money is fun) fills me with joy. I don't blame my dad though, his dad was a a monster.

    Fingers crossed, risk management applied.
     
    #229     Nov 13, 2019
  10. How old is your son?

    GAT
     
    #230     Nov 13, 2019