April 1st, 2016
Posted by pftq

Presentation Deck for Tech Trader

This is a simple presentation deck I put together for Tech Trader, a fully autonomous trading system that has been trading with no human intervention for over 3 years.  The presentation is kept at a high level and discusses the technology and thought process behind the system, which is a combination of unconventional approaches to AI as well as just pragmatic and common-sense considerations in the logic of the system.

It also touches on my short thought piece Creating Sentient Artificial Intelligence, which contrasts the more "human" approach taken to AI via Tech Trader vs the more quantitative approaches often lumped together as Machine Learning.
695 unique view(s)
March 11th, 2016
Posted by pftq

Ethereum Added to Tech Trader

Been a while since I've visited the cryptocurrencies space.  It's a pleasant surprise when you have a few sleeper investments you forget about go up over 20 fold.

I went ahead and retooled the old Ripple on Tech Trader site to be more general across the four major cryptocurrencies I know of - Bitcoin, Ethereum, Ripple, and Stellar.  The charts aren't too fancy or interactive but nonetheless useful for daytraders like myself that like to see where all the supports levels and trendlines are.

651 unique view(s)
February 12th, 2016
Posted by pftq

Hiraeia (Piano Improvisation)

A rather peaceful but bittersweet melody that I played out randomly a few nights ago.  It's the longest piano improvisation I've made ever and after almost a year's hiatus, but I think it's my favorite piano composition so far.  I forget how nice it feels to really just flush your thoughts out over piano, and it's been a long time.

721 unique view(s)
August 27th, 2015
Posted by pftq

Tech Trader and Its 700% Trade on SPY

A monstrous week for Tech Trader for those following it on The Tech Trader Wall - first calling the exact bottom of SPY at $187 (on a daily close basis) and then holding call options through until $199, while actually fighting my attempts to sell the calls it bought by rebuying after I try to sell (and it turned out to be right to hold).  Again, all this on Tech Trader's part is fully automated, including the options trading, strike selection, everything.  The only part not automated was me trying to manage risk and actually costing Tech Trader an extra 200% in gains, to which it rightfully tried to get back by rebuying into calls that then went up 50% in the same day.  Looks like I no longer have a role here.

An excerpt from today's summary on The Tech Trader Wall:

And that's the end of Tech Trader's once-in-a-blue-moon 100% hitrate SPY signal.
6.5% on the equity from $187 to $199
200% on the initial weekly 191 calls from $1.5 to $4.5
700% on the roll to weekly 197 calls from $.3 to $2.12 (my bad for selling early, would have been $3 if I let Tech Trader do this, sorry Tech Trader)
57% on the 197.5 calls Tech Trader rebought this morning in disagreement to my selling from $1.47 to $2.32
160% on the month-out 191 calls that Tech Trader bought and held the whole time as a baseline return from $3.93 to 10.23.

I think I might have to step down here after costing Tech Trader 200% on potential gains lol.  There was actually a funny moment today where I literally couldn't sell because something in Tech Trader was blocking my order.  Now we know why.  I'm officially unneeded.
1007 unique view(s)
August 7th, 2015
Posted by pftq

pq Visitor Counter and Tracker - Improved Spam and Bot Detection

The pq Visitor Counter and Tracker is an old but useful script, which has been integral in helping me keep track of what users are seeing on the site and cutting out spam/bots who are being more of a nuisance.  Its primary functions are as a unique visitor and view counter, but because it is virtually part of every page on the site, it comes in very handy as well for controlling entry points to the site, seeing malicious activity as they happen, and creating filters to block less friendly users based on the pattern of their activity.  This filtering then subsequently lends itself to cleaner analytics and understanding of how many real users you have and what their activities are.

I've spent the last few days adding new methods to tracking spam and bots so as to shut them down early if they're malicious and track/filter them out from being treated as human (for visitor counting, comments, etc) if they're crawlers.  I've also improved the look of the tracker page, so it's easier to identify between human, bot, and spam.  Bots are highlighted in a light shade of green now, with their user agents or other identifying factors similarly highlighted.  Spam is struck out in red to indicate they are being shut down on your site and definitely counted into your hits.  See the below screenshot or go straight to the visitor counter's demo to play around with it yourself.
1139 unique view(s)