I rarely have expertise in the data sources I automate for clients. I have expertise in the means I use to collect and store that data, but I don’t necessarily know what any of the data physically means. That’s why I need the help of subject-matter experts when designing databases to store their data – … Read More
I encountered the following trace when building CmdStan on a Debian server: I won’t bother you with how I figured out the solution, and instead just give it to you: Download the 2.30.1 release of CmdStan Download the orig and debian tarballs from Debian’s package site Extract tbb_2020.3-1.debian.tar.xz, keeping note of where the extracted debian … Read More
You’ve created a useful Message object in one .proto file that you’d like to reference in another, perhaps to use it as a field in another Message. You import “foobar.proto”, then use the field foobar.FooField in your dependent Message object, and are greeted with this arcane error: Yikes! How can you be held responsible for … Read More
There’s a infamous spammer that goes by the pseudonym “Eric Jones”. They are able to bypass Google captcha and send frequent messages to WordPress (and likely other) contact forms. If you use WPForms like I do, then you can make use of this simple, free, solution that should block Eric Jones spam. It relies on … Read More
Early in my trading adventure I had need of data, and I knew my broker would provide it. I have since moved on to IQFeed (which charges for API access), but starting with Interactive Brokers API was still a valuable first step. I found their API clunky to use. It does not reliably respond to … Read More
In my last post I shared my max size risk management process: standard move. There is a critical flaw in this process. It assumes that the log returns of the security are normally distributed. If that assumption were true, my standard move would happen 68% of the time. Unfortunately markets are not so orderly, and … Read More
I use my desktop and a laptop for MultiCharts. I usually use the laptop in offline mode for strategy development. Naturally it’s become annoying to pick up my progress from one computer on another. Wouldn’t it be great to sync MultiCharts database and studies across your machines? I have a working solution using Dropbox and … Read More
I wrote this MultiCharts .NET indicator for risk management, but you could implement it elsewhere pretty easily. I size my positions based on historical volatility (standard deviation of log returns). If I have several positions on for the same reason, I’ll size them so that the dollar PnL moves from expected volatility “noise” are approximately … Read More
There are dozens of Interactive Brokers order types. I’m client that has been placing orders in the typical way since starting with them because I did not know any better. Then I saw this page on their site and it broke my mind. This entry is a summary of the order types and algos that … Read More
Following my completion of Andrew Ng’s Deep Learning Specialization, I am on a quest to create a model that predicts stock prices using a Recursive Neural Network (RNN) model. Part of that quest includes installing ta-lib for additional features. I built my model using a recursive neural network architecture followed by a dense layer with … Read More