Blog Why Not?!

VIX Trading
Trading OMX using VIX
Economics, 100309

Kind of amazing how OMX index map to VIX in this comparison graph. My guess is that it would be rewarding to study VIX support and resistance levels and trade OMX based on the findings.

- Aramis

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Gaming Currencies 8
Cerebral Celebration
Economics, 100308

About a year ago I begun developing a program that could game currencies. I started out from scratch, developing the program on my spare time.

Though number of lines say nothing about quality, it says something about how much time spent infront of the computer instead of with friends and so forth. I have written more then 30.000 lines (wc -l) of code and over 84.000 words (wc -w). Thus everyday I have written like 230 words a day to the repository and that is like writing new word every other minute for a year, night and day.

I work fulltime as a java-programmer, so I decided to go with java. I do have a girlfriend and I have been busy doing other things, like a trip to Brazil for a month, braking my arm, vacation in France etc. So what I managed to produce is: a graphics engine, rudamentary widget framework, re-usable technical analysis (TA) tools for trading, visualization tools, genetic algorithm (GA) framework, two client server modules for distributed computing and trading server communication and a lot of other libs and tools that I need. I have learned basics about TA, GA and DLL programming. I have learned MQL and I have had practise of client server protocoll system design. I have developed some TA indicators of my own and I have spent countless of hours pondering the why, what and hows of currency trading.

Somehow I have also had time to write a little on my book. Now I know why that work has not progressed as fast as I would have liked.

I work as a programmer, so basically I go to work and program for eight hours a day. A lot of keyboarding, this past year I guess.

- Aramis

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Drive-By Distributed Computing
Mega Super Computer
Programming and Design, 100218

I just put up a page that demonstrates my contribution about how to solve extraordinarily hard computational problems. I am at the moment working with genetic algorthim that uses distributed computing at home and I do JavaScript at work. So I just had to put them together: Drive-By Distributed Computing

- Aramis

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Teach every child about food
Jamie Oliver talks about parents killing their children
Personal, 100212

Will the free market or the government fixing this problem, or is all up to Oliver?

- Aramis

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Gaming Currencies 7
Methodic work on parametrization
Economics, 100204

So, I am still scratching my head over this hobby of mine that has developed into a far more interesting journey then what I had hoped for. I feel that I am now getting a grip of the fundamentals and I am able to play around with concepts and ideas.

How do I work? I cram my head with information from wikipedia, I wrap my head around the information and wrestle down the math I have to learn and the notions that are new to me. That part is pretty simple. Then I retract my sensory input device from the net and simply digest the information that I have consumed. The end-product is an understanding that helps me formulate a governing principle that I believe in, a widened perspective or something like that. Informed intuition is my travel companion and thinking damn hard for endless of hours is the machine through which I see. I am methodic and I am breaking it down bit by bit.

I have been focusing on the atomic scale of things and now I am zooming up, because I feel that it is time to get a feel for the big picture. My instruments will only work if they are configured corretly, so right now I am working with parametrization and period selecting.

I know how to find the ideal period, by knowing what my instrument need to project a true forecast. I know what my instruments need, by knowing what their vulnerabilities. I know the vulnerabilities by looking at what kind of situations, in which they are performing sadly and without joy.

I will now begin to crunch this data and I have selected a tragetory of thoughts that takes me into the land of volatility.

- Aramis

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Gaming Currencies 6
Breakthrough
Economics, 100114

Today went over my instrument and had a look at it again. I am sure I have to be wrong. The reason I am so sure that I have to be wrong, is because I find it so unbelievable utterly easy to predict the future. But if it is this easy, then why bother with several hundreds of esoteric technical analysis indicators? Next up, creating an indicator. If it turns out that it works, as though as highly unlikely that is, then I will plug it into metatrader, do some simulated trades and see how it turns out.

China it tightening their money policy, which means tighter access to credit. VIX is really really low right now which in crazy since this is by all means a jobless recovery. I am waiting for a (the) correction.

My broken arm seems to have healed very well and tomorrow it is back to work. That is good!

- Aramis

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Gaming Currencies 5
Esoteric ravings
Economics, 100112

As wrong it might be, this is my understanding. The curve is not a mathematical entity, thus it is unlikely that it will conform to a fractal theory. It is is however an entity created by interaction and reaction to action, so it will rhyme. Since the curve is created progressively in discrete frames of time by reaction to past action certain principles are formed. That people and machines have time to react to past events, is such a principle. While not necessarily a governing principle, a most likely play of event deemed to repeat itself. This principle takes the visual Z shaped from in a graph and the lesson learned is that everything that goes up, must come down and everything that comes down must go up. The principle also implies that the curve has to take a S shaped form in the macroscopic perspective. Just picture for your self the atomic shape of the curve, if the macroscopic perspective expresses a Z shaped curve. I have not seen it, but it I understand it requires total agreement between those interacting with the curve.

My interpretation is the following. The atomic curve is ragged and hard, thus the curve which can be divided is not. And a curve that rhymes, will not be understood by static predictions. Only predictions that changes all the time, reflects the true nature. Overbought or oversold is a situation that is created not by past events alone, but by all events up until that point when it happens. This is why I spend less time on Eliot Wave Theory and other such static ways of creating resistance and support levels and why I favor dynamically created averages that rhymes with Z and with S.

I do not know for certain where it will go from now, but I can find out why it is as it is, thus I can take a plunge in a direction that rhymes with the overall picture.

Though as perfectly wrong I might be, this is the foundation for my current work. So far it has turned out to be very, very interesting. Some successfully executed predictions on the atomic scale, are formed several minutes ahead of the event horizon (EH). Next is implementing a macro-atomic interference instrument, washing the output and put the genetic algorithm to work on the details.

I follow the rabbit.

- Aramis

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2010 Crisis
A misery year
Economics, 100109

So, from what I gather 2010 in USA the house bubble is not over yet. The number of bad loans resetting, will escalate in the coming months. There is talk about water shortage crisis in USA as well. There will also be a food crisis in 2010 and food prices will soar. Now if oil prices continue to rise, that will be really bad for the economy as well. There is a whole lot of toxic derivatives that no-one is talking about and that are tagged to the interest rates and dependent on them being kept low. There is moral hazard related to the to big to fail companies in USA.

- Aramis

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Star Wars Review
The Phantom Menace Review
Per, 091219

1

- Aramis

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Complexity Theory
Wow great!
Personal, 091216

So, I was reading this book Shantaram yesterday and what do you know, right there in this book is this theory of complexity briefly outlined when the main charachter, Lin is talking with his mafia boss. I was so surprised!

Why was I surprised? Well, the thing is that I have been playing around with this ideas myself for about two years now - but I did not know that such a theory already existed. No one I have talked to about this ideas, have really been as intrested as I, so I have been feeling that I am a little too alone here with my thoughts. But as it turns out, there is tons and tons of thoughts about this stuff already spun into existence by others. Such a happy surprise and such a boon this internet is.

- Aramis

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Funds, New Language
Litte this and that
Economics, 091208

With a broken arm it is impossible for me to program. Writing this simple blog post, takes for ever and I am so longing for getting well again. Anyways... I have sold of some of my funds and I got to say that I am not so happy with them because it takes for ever for the transactions to take place. Being reactive is out of the question when dealing with funds and even proactive is sometimes not enough. Stuff happens to fast and buying and selling funds takes far to long time, plus all the extra costs really eats into the profit. Funds... nah...

I am right now playing with the idea of developing a language to express stock quotes. That will be very interesting.

- Aramis

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