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

06/04/2021

I love it, every month feels like a year (in a good way). Makes it feel like I'm evolving at an accelerated pace. First off, I'm moving to a town outside Phoenix to downsize, this house used to be home to both my dad his dog too, but it has been just me for just under a year now. I've had suggestions to rent the place out, get a roommate, etc. but I feel like that would end up being a full-time job in itself and that's just not the kind of logistics I'd be good at dealing with. Second, I've been inspired to put the pedal to the metal when it comes to forming an entity to do my financial content production and trading from (I might have to officially seperate the two, but since I'm only working with my own capital and publishing content to everyone and keeping it general, there shouldn't be any problem from what I've read).

Participated in the Redis Hackathon and submitted an entry 5 minutes before the deadline. Felt good to get it done, but was a stressful week because I was dealing with a new tax accountant that didn't keep me in the loop and the deadline for that was that coming Monday. I was also starting the house search and was dealing with a realator that seemed to have a buyer she was trying to get a "steal" of a house for. They were more interested in getting me to let go of my house instead of finding me a new one.

I was lucky to be reminded we have a real estate agent in the family, so I've been working with her and am in the process of buying the property the previous agent said was already sold for half the listed value... what a world!

On the religious front, I pray daily, but not as structured as I used to be at the beginning of the year. The new place is surrounded by different kinds of churches, but no Orthodox ones nearby, the closest to that would be a Roman Catholic church. I'll probably visit them all someday, but I've been visualizing a "Prayer Garden" or "Peace Garden" in the desert as a place of worship and community. Maybe it'll be part of a non-profit someday. Just a faint vision for now, I feel like I need to "settle down", but honestly I'm not sure that's how life works.

The fruit trees are producing sweet fruit this year: apples, apricots, peaches... I made a couple peach-apricot cobblers and some apricot preserves (that didn't gel properly). The quail were put back together for a few days and seperated again, this time I put the male in their starter crate. I've been having issues with wild birds trespassing into their enclosures too. It doesn't look like the HOA would be too happy with quail, I might be able to get away with my ham radio antenna, but not sure if I want to even push it. I might just do something that would be in the backyard with the mobile antenna just to see what kind of range I can get, and maybe they need an APRS station out there!

I mean to post a link to my guitaring that I recorded earlier this year. Just as I've slacked with religious activities, I haven't been playing guitar as much. I've had a handful of "musician" or DJ names in the past: NAK, Semaphore, Murdoch (w/my Roomate... which reminds me of Bards of Yore? Not sure, but I did some rap beats and an example rap but no one else really did anything), Transistorized...I thought that was just an album name, but I think that was a whole project. I had to pick a new name for my cellphone recorded late night guitar/vocal sessions: Vagabond Trader - Odd's 'n Ends, I'm not pretending it's great or anything, just throwing something up and out there after a long time of not putting much out. It's taken me months to even get around to posting it here! With all the changes I feel like putting feelers out into the world is the right thing to be doing.

Speaking of which, I've just started this Substack newsletter/blog: The Wren's Warble. Seems interesting and I could see it as a way to capitalize on quantitative research. Have a free weekly publication with a paid subscription with more in depth articles about specific techniques and implementations. We'll see. For now I'll just focus on writing instead of charging for it! I need to see if what I write is worth even LOOKING at let alone paying for. I might end up leaving the platform though, they charge 10% for their infrastructure and if I start charging hedgies for my newsletter I don't think I could afford to lose 10% of that so easily.

I'm sure I'm leaving things out, but I've had this edit window open all day long and have been sitting down adding to this post sporadically throughout the day while sorting, cleaning and getting things ready to sell or give away. Subscribe to the Wren's Warble so I can feel good about my subscriber count going up!

Until next time, peace!

05/01/2021

Been working on options trading stuff still, finally getting around to logging some data using RedisTimeSeries. Planning to periodically downsample/flush data to the disk for archiving but still need to work out all the details. Found a good deal for a storage VPS (no referal link or anything, just was such a good deal I had to share.), might even switch this server over to them since I'm paying more for less with my current VPS provider.

iv-smile-anim

Used Bokeh to plot the numbers you see in that animation above. It shows the volatility smile of some bitcoin option expiration (showing the bid and ask IV as seperate glyphs) -- the line is the spline interpolating the mid price implied volatilities. So to boil it down when the line is out of wack you buy/sell in order to "un-kink" the volatility surface (while market making strategically to hedge portfolio delta).

It's 3 systems: Option Pricing Model -> Portfolio Delta Hedging -> Order placement/filling A couple years ago I tried naive market making on Poloniex -- inventory risk is real, so that's one reason things have become this way... another reason is back before options became popular there was a fellow on reddit that talked about his firm's strategy and potential for retail traders making profit and it looked something like this (but in cboe index/cme futures options markets). Should be interesting to see what happens this round, fingers crossed we'll see something.

I had to seperate the quail, the 2 girls were attacking the boy and ripping his feathers out so they've been seperated and are taking their time to heal. Been cleaning up, getting rid of junk. Chief among sinners, praying for mercy.

04/06/2021

japanese-crests

I think these Japanese family crests were the last thing I printed. I still have fantasies of making a marble machine, or other interesting kinetic structure. I'll get around to it!

I haven't played with APRS any more really. I do sort of want to setup something that beacons the network with a "messages welcome" message and have somethign setup to buzz my phone when someone calls my sign. I suspect that'll be moved to a back burner.

Finally visited this Rapid Deployment Vaccine Collaborative (RADVAC) website which is interesting:

The ultimate goal of the RaDVaC project is to create a modular vaccine platform for extremely rapid deployment at the beginning of a serious outbreak of a pathogen for which no good vaccine exists. The founding philosophy of RaDVaC is that the best way to accomplish this goal is to share freely and openly information on vaccines and testing throughout a global network of researchers engaged in agile R&D. For many, this will include highly localized vaccine production. While the SARS-CoV-2 pandemic has been the catalyst for initiation of the project, it will not be the last serious outbreak; the establishment of a solid scientific and technical foundation for rapid vaccine deployment is a long-term endeavor that will not end as the SARS-CoV-2 pandemic winds down.

I suspect this push for mRNA vaccines is just a way to get the general population comfortable with the technology before deploying it on every bothersome virus, the question we should be asking is if this is okay for cv19, why wasn't it okay for the other deadlier viruses. I believe it boils down to the relaxation of regulation which gave a perfect opening for a trillion dollar market to be born. Maybe next post I'll be talking about sourcing vaccine ingredients.

Quail are still doing well, 3 are hanging out and I'm getting about 2 eggs a day. Starting a new project, going to try and do some market making on a bitcoin options market, the spreads are very wide so there's room for small time traders to come in and try and automate some market making.

... News Archive


chris@mindsforge.com

edit SideBar

Page last modified on June 04, 2021, at 04:23 PM

^