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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

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.

03/04/2021

The month of March is here! What do we have in store for this update? We've got that APRS setup working that I was talking about last time. It's using a Raspberry Pi 3 running Dire Wolf, I've got a 555 timer circuit setup so the PTT doesn't stick open in case of a software failure and the pin remains high, a resistor divider + capacitor between the speaker out and the microphone input on the Pi's USB soundcard. The Pi's line out went straight into the radio and worked without any adjustment (a bit unexpected, but I read somewhere that the radio's (ICOM 2100) mic has a pre-amp in it). I connect to Dire Wolf with XASTIR on my main laptop, screenshot below shows what appears after listening for a few hours. Now that I have an idea of how this 1200bps network is setup, it's got me thinking about making a BBS. There's an i-gate close to me so there's probably no need for any more digipeaters or igates.

aprs-setup aprs-xastir

Trading stuff update is boring, last time I said I was going to try again, I did and it didn't work. These automated trading experiments are just a small part of my "total trading", but I really don't update that stuff here, I have a pseudo-anonymous account on stocktwits that I keep updated with other ideas and trades.

Quail are doing alright, got them some new sand yesterday.

Haven't done anymore mad science (x-ray, bacteriophage) yet, still not sure about my experiments I started back in 2019.

Thinking about business possibilities a bit here and there too. Made an inquiry about formulating that energy drink that I've been working on for mass production, within the realm of possibility but I need to do a deep dive on distribution possibilities (call up places locally, see the process to get a product on a shelf or a minifridge in a store would be). Also thinking about electronics kits (like the APRS interface circuit), or maybe I should just take a stab at playing live poker for a month!

That's it for now, love 'n peace

... News Archive


chris@mindsforge.com

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Page last modified on May 01, 2021, at 12:57 PM

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