"Ridiculously photogenic horse"
Aug. 1st, 2013 09:32 pm![[personal profile]](https://www.dreamwidth.org/img/silk/identity/user.png){kind=small}
pyesetzThat's the title for this Reddit post.
In other news, on Monday I gave another lecture about stock-trading — or rather, about my inability to make any money at it. I described the extreme efforts I had to go through to compile an archive of 20,000 hours of trading in one particular stock-ticker (IWM, an exchange-traded mutual fund that holds shares in the 2000 stocks that are just below the S&P 500). One person asked if I was going to "liberate" this data.
Yes I can! Unfortunately, intellectual-property licensing agreements prevent me from posting it here (I can give it out only to "a limited number of individuals", without charge, for noncommercial use, on an occasional and irregular basis). I tried posting the data to the Google Group for the programmer's meetup, but my message has gotten stuck in the queue. Please comment if you either want it or don't want it.
In other news, on Monday I gave another lecture about stock-trading — or rather, about my inability to make any money at it. I described the extreme efforts I had to go through to compile an archive of 20,000 hours of trading in one particular stock-ticker (IWM, an exchange-traded mutual fund that holds shares in the 2000 stocks that are just below the S&P 500). One person asked if I was going to "liberate" this data.
Yes I can! Unfortunately, intellectual-property licensing agreements prevent me from posting it here (I can give it out only to "a limited number of individuals", without charge, for noncommercial use, on an occasional and irregular basis). I tried posting the data to the Google Group for the programmer's meetup, but my message has gotten stuck in the queue. Please comment if you either want it or don't want it.
![[identity profile]](https://www.dreamwidth.org/img/silk/identity/openid.png){kind=small}
no subject
Date: 2013-08-02 11:05 am (UTC)I doubt I'd be able to use the data, but I'd be interested in what conclusions you were able to draw.
no subject
Date: 2013-08-02 07:20 pm (UTC)The new 11-year dataset is much cleaner and internally inconsistent, unlike my previous 4-year dataset. This allowed me to conclude that my problem is not "bad data" but rather "bad luck". My trading algorithm can now be shown to be susceptible to multi-year runs of bad luck. 2012 was just one of those years.
LJ has been terrible today! It has taken me hours to get this comment to post.
no subject
Date: 2013-08-02 04:14 pm (UTC)That's an odd form of words... but since you ask: no, I don't want it, thank you.
no subject
Date: 2013-08-02 05:03 pm (UTC)no subject
Date: 2013-08-03 07:11 pm (UTC)