You're probably not going to get rich in the stock market
@mildbyte
5 years, 5 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. ...
project Betfair, part 8
@mildbyte
5 years, 8 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 ...
project Betfair, part 7
@mildbyte
5 years, 9 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 5
@mildbyte
5 years, 9 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 ...
project Betfair, part 4
@mildbyte
5 years, 9 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 implemented a simple market making strategy and backtested it against some horse races, with disastrous results. Today, things get better. Greyhounds Though most of this has been done on horse racing markets, I was ...
project Betfair, part 3
@mildbyte
5 years, 9 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 collecting dumps of Betfair order book data from the Stream API and learned how to reconstruct series of events from those with the aim of using them to backtest a market making strategy. ...
project Betfair, part 2
@mildbyte
5 years, 9 months ago
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programming
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python
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betfair
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Probably the hardest thing about writing this will be piecing together what I was doing and thinking at the time. Keeping a development diary was a great idea, it's just a shame I started it 1/3 of the way into ...
project Morrowind, part 5
@mildbyte
7 years, 1 month ago
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programming
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games
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morrowind
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python
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Look what I found in my drafts folder. Welcome back to project Morrowind. The nice visualization of where Aryon could be was very close now. I went with the stupidest approach: go through all pixels on the map, convert each ...
project Morrowind, part 4
@mildbyte
7 years, 4 months ago
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programming
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games
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morrowind
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python
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Welcome back to project Morrowind, in which we use technology to oppress people for our own political gains. A couple of hungover Telvanni wizards came by to my house this Saturday morning. They went to Master Aryon's tower the night ...
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