You're probably not going to get rich in the stock market
@mildbyte
5 years, 8 months ago
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python
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thoughts
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tech
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finance
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source: XKCD Abstract: I examine inflation-adjusted historical returns of the S&P 500 since the 1870s with and without dividends and backtest a couple of famous investment strategies for retirement. I also deploy some personal/philosophical arguments against the whole live-frugally-and-then-live-frugally-off-of-investments idea. ...
Against the synchronous society
@mildbyte
5 years, 11 months ago
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work
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thoughts
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PhD comics Introduction Imagine if we could turn this: into this: The first picture is a graph of how many people enter the London Underground network every minute on a weekday. The second graph is for the weekend, except slightly ...
project Betfair, part 8
@mildbyte
5 years, 11 months ago
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programming
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python
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betfair
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scala
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Introduction Previously on project Betfair, we gave up on market making and decided to move on to a simpler Betfair systematic trading idea that seemed to work. Today on project Betfair, we'll trade it live and find out it doesn't ...
12 months, 24 albums
@mildbyte
5 years, 11 months ago
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music
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Introduction This was a weird year. In the world, we experienced the first year of a Trump presidency and Britain's first attempts at trying to leave the European Union. On my side, I left my first job in the first ...
project Betfair, part 7
@mildbyte
5 years, 11 months ago
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programming
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python
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betfair
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scala
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Introduction Previously on project Betfair, we ran the production market-making CAFBot in Scala, got it working, made some money, lost some money and came back with some new ideas. Today, we'll test those ideas, look at something that's much more ...
project Betfair, part 6
@mildbyte
5 years, 11 months ago
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programming
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betfair
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scala
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Introduction Previously on project Betfair, we spent some time tuning our market making bot and trying to make it make money in simulation. Today, we'll use coding and algorithms to make (and lose) us some money in real life. Meet ...
project Betfair, part 5
@mildbyte
5 years, 12 months ago
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programming
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python
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betfair
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Introduction Previously on project Betfair, we started fixing our market-making bot so that it wouldn't accumulate as much inventory. Today, we'll try to battle the other foe of a market maker: adverse selection. Order book imbalance Consider the microprice from ...
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