Main »

Mind's Forge

Welcome. If you're looking for something from my old project site, check the Internet Archive snapshot. I'll work on making pages for my old projects (maybe) or I may just continue ripping through this illusion of space-time without looking back.


News

01/19/2022

A new year, in a new town, playing with new tools. After fixing up the old volatility plotting software a bit, I felt like trying to integrate any sort of live trading logic would be beyond my skill level, or the codebase was just not clean enough to make it worthwhile (I would end up pulling my hair out). I looked for visual programming frameworks to make editing algorithms and data flows easy, and checked out Ryven before settling on Node-RED to re-write the IV plotting software. Most recently I've been figuring out the easiest/best way to fit a curve to the IV data from the market prices and ran across this paper Curve-Fitting Method for Implied Volatility which exposed me to methods beyond splines and I think I've found something good using LOESS. In my initial implementation I fit a curve to each expiration, but discovered I really need to fit an entire surface (both across the strikes and expirations) due to the wide spreads, plus it's just the right way to do it. Here's a screenshot of the new charts with the per-expiry fitted curve in black:

new charts

I also added a Mind's Forge channel to my Odysee account (sign up for an account there to follow, plenty of other good channels are there including Louis Rossmann, EEVBlog, ElectroBOOM, and more). I've been streaming work on the IV plotting -> automated trading software as well as some microscopy, finally picked up a compound microscope and was able to see an amoeba when doing a test stream.

amoeba

I've got some interesting experiments in mind involving the x-ray mutagenesis setup and the microscope. One is to irradiate samples of the stagnant water (control sample, then increase the time exposed to other samples), another is to germinate some control Wisconsin Fast Plant seeds and some from the mutant line and check the cellular morphology. It's been a while since doing any experiments, I was struggling with a lot (spiritually and dealing with the worldly) in 2019 -> 2020 and 2021 was busy with cleaning my dad's old house out to sell and moving out of the city. If you pray, please pray for me, I'm sure the kinds of works I do are spiritually dangerous. Thanks, until next time, peace!

12/17/2021

I took about a week long road trip through California up to the Redwoods and back, visiting family and checking a few things off the bucket list. I visited the Orthodox monastery in Platina, the ocean and the Forestiere Underground Gardens in Fresno. Before leaving I "finished" (it's still a WIP-backburner) the NFT redeemer. I also did some work on the implied volatility chart software after getting back, mostly bug fixes and updating the README to include what Redis wanted in order for it to be eligible for inclusion in their Redis Launchpad. I've still been trading, selling XSP and MRUT index options, occasional delta hedging and dispersion into long individual stock vol. Realized vol picked up for a bit (along with an IV spike, VIX hit around 30) which was a bit stressful. Trading other CME futures/options too, like oil and lumber -- only currently open position on CME is 10yr treasury futures options.

I'm feeling an urge to start experimenting/building away from the screen again. I really feel like screens can impede the human imagination (especially visual). It would be interesting to do a study with fMRI where you take people with high daily screen time vs. people with less and see how their brain lights up when asked to visualize something.

I also spent a day with family helping make tamales and remembered how much real work it is! I hope everyone reading this has a blessed holiday, staying healthy both spiritually and physically. God bless.

11/04/2021

The UFO watch party was sort of neat, didn't see any flying saucers, but I did see a bright light appear then fade out in the middle of the sky all within about 5 seconds, also met the guy who owned the ghost town where the convention was being held. Ended up he worked with Emanuel Derman at Goldman Sachs (I'm a big fan of Derman), pretty cool connection to make. I've also been working on making an app to allow people to easily redeem NFTs for things like stickers:

holosticker

They turned out pretty nice. The app is almost in it's most basic usable form and I'm excited to finally show it off, even though I'm not sure if anyone will actually use it. There is another artist on token.gallery that's made redeemable NFTs, but he requires the purchaser to return the NFT and send an email. My app will allow the NFT holder to just sign a message declaring the NFT they wish to redeem, along with other information like shipping address, and then the system verifies they are the owners of the NFT and passes the information along to the creator. Eventually the status of NFTs as being redeemed or not will be "on chain", but for now I think just having the message/signature verification -> notification system will be good enough to see if anyone is interested in using it.

I've also done a couple trips out to the wash to metal detect. Nothing besides cans, rusty nails, ferrous rocks, bits of barbed wire... that kind of stuff. I thought this might be a meteorite:

meteorwrong

Expand then "right click and open in new tab" to see full resolution picture of the suspect rock/slag

.... but I'm pretty sure it's a meteorWRONG, maybe some slag? I ground a bit away with a diamond wheel and had some hope when I saw the yellowish specks, but there's too many indicators that it's not anything extraterrestrial.

Selling vol without delta hedging has been brutal (what a surprise) as we've torn to new all time highs. Maybe I'll take a position in SPY to hedge deltas, or just sell the put side until portfolio delta neutralizes.

Logged back into Veloren recently, it's really becoming a great game. I'm looking forward to exploring the new things they've added.

I've got some ideas of what to write about for the next Wren's Warble, but have just been dealing with other things (and the NFT redeemer project). Slowly, but surely, things will come together.

10/09/2021

holo UBQ egg

This is the latest NFT art that I made for the EGGs collection, I also used that design as the basis for a physical holographic sticker, excited to see how they turn out. I was also interviewed about NFT stuff by another apostle I met from the Great I Am movie, we almost died from being eaten alive by mosquitos.

snow dash eat

I participated in Ludum Dare 49 with a game I called "Snow Dash", it was the first game I made with Godot (besides the 2D tutorial game). The theme was "unstable" so I ended up making a game mechanic using a see-saw and trying to balance it.

I've started selling volatility daily using the mini-SPX index options (XSP). I think I'll try and automate this strategy. I also want to figure out the best way of sprinkling in long vol with positions in S&P500 companies, a lot of it right now is just mechanical selling and throwing a dart at elevated IV companies (only one so far), but there's probably a better (quanty) way. I've stopped playing the ClubGG poker games after I heard about the WSOP requiring vaccine papers. I've been enjoying watching the Triton Million as they release episodes though.

I also finally had a print of Salvador Dali's Corpus Hypercubus (Crucifixion) framed and it's hung up as the centerpiece of my non-Orthodox "prayer corner".

Tomorrow I'll be going to a paranormal convention, there's going to be a UFO watching event in the evening too. Next update I'll hopefully be talking about metal detecting adventures too. Until next time, peace.

09/01/2021

I'll start this update by saying that the Redis Hackathon project was able to get a bronze cash prize ($500), even with it's subpar video and documentation! I haven't touched the LedgerX options software since then, so I haven't been scraping up vol dislocations or anything. I've been busy doing the move, estate sale, getting things donated, dumped, sold, etc. It's been a chore and a half, but I'm starting to see the light at the end of the tunnel. The old place will more than likely be sold in the next couple weeks. I've also slacked on making updates to the Wren's Warble (and I still haven't made a proper landing page for cactuswren.capital), but I haven't forgot about it. I still give different answers as to "what I do" to different people because I don't really know myself. I got a gig as an (non-speaking) actor for a film adaptation of the gospel of John that's being filmed in the new town, I've only done one day so far and it's been a great experience and has got me to look at movies and shows a lot differently.

I've also been making NFT art, some cool internet dudes have built token.gallery, an NFT marketplace that uses the Ubiq blockchain to allow minting/selling/trading NFTs. I want to experiment with writing my own solidity contract someday, it seems much more accessible these days (and using UBQ instead of ETH makes it more affordable too).

I recently binged the British show "Utopia" (it's on archive.org), I recommend it. I enjoyed it more than the American reboot.

I've also been grinding WSOP Main event sattelite tournaments on the ClubGG poker platform. For $50/mo they run a 3 stage tournament structure where you have to win the top 20% of stage 1 to get a stage 2 ticket which then gets you into a 9-90max sit-n-go tournament that pays out (1/9) the final stage ticket for the Sunday standard MTT (starting stack 200BB, 10 min blind levels) which are paying out 5 WSOP Main event tickets (worth $10,000) to the top 5 finishers... I've played 4 finals so far and more people are playing every week. The first week there were only 132 players, last week there was over 500.

Here's a couple pictures of my new stomping grounds:

shelf-shroom dry-clay

... News Archive


chris@mindsforge.com

edit SideBar

Page last modified on January 19, 2022, at 04:01 PM

^