June 8th, 2016
Posted by pftq

Blackened Mirrors (Piano Improvisation)

After about an hour of trying to work on another song, I sort of just lost it and played this instead.

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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.
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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.

652 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.

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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.
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