Update 2022/01/04: Backtest is a desktop Windows app I developed in the late 2000s. A couple of colleagues and I were studying futures day trading and we wanted to test strategies against historical data. We collaborated for a couple of years while experimenting, trading and evolving Backtest. Some screen shots of my Trading Strategy Backtest […]
Continue readingCategory: Trading
Dual Quad is up
March 2009: Up to 16G Dec2008: Just built this dual quad machine for running my financial simulation app.
Continue readingI thought that you may enjoy this little fable.
Once upon a time, in a place overrun with monkeys, a man appeared and announced to the villagers that he would buy monkeys for $10 each. The villagers, seeing that there were many monkeys around, went out to the forest, and started catching them. The man bought thousands at $10 and as supply started to […]
Continue readingWall Street
This story reprinted without permission from portfolio.com This article expresses part of what I have been thinking for some time, that Wall Street is feeding the world bs and most people are taking a big bite. -Mike The Evolution of an Investor by Michael Lewis December 2007 Issue Blaine Lourd got rich picking stocks. But […]
Continue readingNotes from eval of trading software
All of this was done summer/fall of ’06 Strategy Runner. Looks interesting. Years of tick data for testing. Full platform capable. Price Paper trader: 2 week trial, $35-$65/month Real: “call for price” Strategy Tuner Dev: $3k, $900/yr Strategy Tuner Standard: $300 one time Data: 3 contracts included. $50/yr per contract updates Lite: auto exits only, […]
Continue readingBackTest, how it works, design, architecture, data flow, brain dump, how I got here…
How I got here; Sometime in early ’06 some friend’s talk about trading futures finally got to me ;^) Sometime in mid ’06 I realized what I wanted to do was automated backtesting of algorithmic trading strategies.
Continue readingNotes from Peter Lynch’s “Beating the Street”
My notes from reading “Beating the Street”. National Association of Investors Corp. Represents over 10,000 stockpicking clubs. Majority of chapters beat s&p and 3/4 of all mutual funds. Offer investors manual and home study course. Monthly “Better Investing”. http://www.better-investing.org/ Maxims from NAIC: -Hold no more stocks than you can remain informed on. -Invest regularly. -You […]
Continue reading