Independent quantitative trader. #Bitcoin is freedom money.
Optimist. Objectivist. Climber.
Dec 31, 2021 • 5 tweets • 1 min read
My trading infrastructure:
Python, ZMQ pub/sub sockets, C++ ZMQ brokers, InfluxDB, and Discord for alerting.
Started as a threaded monolith and re-wrote it as small single-threaded/tasked services.
Network latency dominates language speed, so Python is fine. ZMQ brokers are in C++ for speed.
Discord is convenient and reliable.
Not attached to any tech (opposite of attached to Python).
Nov 12, 2021 • 8 tweets • 2 min read
How to find edge(s) in markets, a thread.
It's tempting to use common models using price and volume (including technical analysis) on highly analyzed and very liquid markets, like the S&P. But, why would you expect to consistently make money with MA crossovers on E-Minis?
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You need something more than a simple system, given that these assets are highly watched and very accessible.
You can invest in more data and complicated models, but now you have to deal with: overfitting, competition with smarter more resourceful people, wasted time and money.