Saturday, 31 December 2011

Freakzone downloads

For many years I have wondered where obscure and unusual music might appear on the radio, following the death of John Peel (still sadly missed by me). There are the shows on the internet associated with The Wire Magazine, but now I have located a possible, post-Peel show, Stuart Maconie's Freak Zone (and another of his shows, Freakier Zone).

Some recordings of these have appeared on a download site I use and seem to offer an excellent mix of stuff. The first I've listened to had a great track by John Renbourn (of Pentangle) from his album The Nine Maidens followed by Mellow Candle's Reverend Sisters from the classic Swaddling Songs album. Other downloads include tracks by Ash Ra Tempel, Nico, The Nice, Spirit, Chris and Cosey, even Stuart Dempster (whose trombone pieces recorded in a huge, concrete, underground bunker remains a firm favourite of mine)

So maybe that if something to dip into, even though I have just 16 examples of the show.

Or there is Ondaru Radio, a strange internet radio station that may be based in Russia, and mainly plays modern classical stuff.

Boxes of Old Fishing Magazines

A quick look through the garage here and at my mum's has produced 6 large boxes of fishing magazines. While I do the trading for the next few days I am planning to work my was through these, keeping a selection of articles and organising them in some way. For the moment there are a number of huge piles of magazines in the study.

The first fishing magazines I bought were Course fisherman and Angling, starting around 1975. The latter only lasted a few more years, while CF staggered on until just a few years ago I think. In CF, I really loved the articles by Brian Morland, but he seemed to stop writing by around 1980. Am I right in thinking that he was involved in some sort of scandal related to the chapter of a large barbel that may have been during the close season? CF also had the rather bizarre Chris Binyon, pike angler and overall reprobate. Angling had the first articles I ever read by Tony Miles - two articles on summer and winter chub fishing.

One article that I had forgotten about in CF was an interview with Ray Webb. He had co-authored one of my first fishing books, Fishing for Big Pike, which my parents bought me for Christmas in 1975 or 76. He had famously quit work to fish full time, but had then been afflicted by a series of mental problems, resulting in his hospitalisation, which is where the interview took place. Harrowing stuff.

Other piles include the eccentric Waterlog, lots of different fly fishing magazines, early issues of Improve your Course Fishing, my current favourite, Course Angling Today (going back to 2005) and the excellent Practical Course Fishing, perhaps my all time favourite, as one issue featured me fishing the Hampshire Avon with Tony Miles. And then there are loads of magazines that seemed to only survive a short time, like Course Fishing Monthly. But I do have about twenty issues of Specialist Angler - whatever happened to the National Association of Specialist Anglers (or NASA as it was confusingly called)? I even seem to have some copies of Barbel Fisher - are they still going?

Thursday, 29 December 2011

Post Christmas Calm

So Christmas has come and gone again and a calm descends on the house. Things started to warm up a week before Christmas when Linda's parents arrived. Luckily I was on trading duty full time as Jerome had his kids before Christmas this year, so I had an excuse to avoid too much interaction with them. By Thursday even Linda was beginning to get a bit fed up with the "inane banter"

By Thursday I had finished work and Linda and I were deep in food buying. I went to Tescos at 6:00am to buy bulk stuff, then we both went to Oxford to collect our turkey and duck, plus a huge amount of other things. As usual, the breakfast at Brothers was a calm half hour in the chaos.

Daughter came home on Friday afternoon, rather the worse for wear after a night out on Thursday. She soon settled in for some serious lying around, napping and watching Frozen Planet on TV. I picked up my mum on the Saturday. She seems to get on ok with Linda's parents, but even she thought they were whining rather a lot about things.

Christmas day cooking was a triumph for Linda as always. Duck for the first time - and very nice too. No board games this year for some reason. Present opening continued into the late afternoon. My chief presents were an A3 photo printer and the latest version of Photoshop, plus a couple of excellent books (Westman's The Copernican Question, Heilbron's biography of Galileo, a book on writing history and the Houellebecq / Levy philosophical argument, Public Enemies).

Boxing Day was spent at Linda's brother's. Lots more food, some football watching, and so on. Linda's parents set off the same time as us and arrived two hours after us. At one point we thought they might have gone home instead.

My mum returned home the next day and seems to have had a nice time. last year she didn't see many people in January and so this year I ought to try and make sure I see her a bit more regularly when she doesn't have her friends coming round.

And so the calm eventually descends. Just the three of us for a couple of days before Daughter returns to London on Friday. Lots of reading, tv watching, more nice meals . . . .

Monday, 19 December 2011

Continuing reading about WWII

I have continued my recent phase of reading histories of World War 2. I am actually quite shocked about how much of it has been new to me. My most recent reading is Max Hastings' Armaggeddon, focused on the last 12 months of the war in Europe. I am surprised by how critical he is of the British and American soldiers in comparison with either the Germans or the Russians. he feels they weren't sufficiently motivated for war as the others were. Also, he feels sure that the Allied commanders would not have accepted the casualty levels that the others would.

Before that I read Rees' Auschwitz, which accompanies his TV series from a couple of years ago, which we have on DVD but which I haven't brought myself to watch yet. I remember years ago seeing the World at War episode about this and haven't watched anything like it since. One of the people featured by Rees cared for her younger sister at the camp, but was seperated just after the liberation when her sister was taken to a hospital. She never saw her again and only found out years later that the sister had died a few days later at the hospital.

What I have been watching is a joint German/Russian documentary series on Stalingrad, which really does emphasise the hardships faced in this battle. After the war, the Russians retained many Germans as prisoners for a number of years. Most were released in the 1950s and there was some film of Germans waiting at stations for the trains to arrive that might have their relatives on them. Of course for everyone who located a relative, there were dozens that went away devasted with disappointment after all that time.

Monday, 12 December 2011

First fishing trip for ages

I am currently having a big throw out of old magazines and this week's theme has been fishing magazines - mainly fairly recent issues of Course Fishing Today (I haven't managed to find the boxes of older magazines which must be lurking in the garage somewhere). The weather forecast is quite poor for the next few days and I was inspired to try and sneak in a trip before the weather got much worse.

The chosen venue was a local stretch of the Evenlode. No time to make bait, so I am forced into buying some at the fishing tackle shop in Witney. As I parked near the farm, I was approached by a guy who I thought might be going to ask me to leave, but it turned out that he was just curious who I was, having not seen many members of the club on this stretch in the two years he has lived there.

The river looked really bad - I have never seen it so low. I would guess it was two foot below the lowest level I have ever seen it before. This could be a problem as some of the spots I planned to fish were now effectively shallows. I decide on a relatively static approach, baiting up a longish, reasonably deep run where I have had a few nice fish in the past. But it is not a great afternoon and I manage just one fish, a chub of about 2lbs.

Maybe the rain we are due will perk it up a bit and I can have another trip over Christmas.

Hawkwind show in London

Off to London to see Hawkwind's traditional Christmas show (they were not playing Oxford this year). We are supposed to have met Daughter late afternoon for an early supper, but it was her work's Christmas party last night and she was still rather hungover!

So we dine alone in Covent Garden and then arrive at the O2 (as it is now called) in Shepherd's Bush just as Hawkwind are coming on stage. It is absolutely jam packed and we eventually settle in a spot about two-thirds back and over to the left. Linda has a tall, bald guy in his fifties in front of her who proves to be an enthusiatic dancer.

I had sort of expected a show very similar to last year, but it is actually quite a different set. They are still playing Prometheus from last year's CD, but tonight also played a stupendous version of (I think) Hassan I Sahba and (much to our surprise) Silver Machine!

And they have two new dancers, doing roughly the same routines as last year, but with less stilts involved.

We drive home listening to disc one of Space Ritual and already plan to see their next shows, set for the spring. Excellent stuff

Tuesday, 6 December 2011

Magic Trip

This summer, during our Italian break, I re-read On the Bus, a photo-journalist, oral history of the "legendary" Ken Kesey bus trip immortalised in Tom Wolfe's Electric Cool Aid Acid Test. And this week a movie has appeared, Magic Trip, based on the digital remastering of the original footage and a considerable amount of "post-production" work to tidy it up. An essential DVD purchase I feel.

Much to my surprise, Linda is prepared to watch it with me, so this becomes our Sunday night viewing. This is exactly my sort of thing. Proto-hippies driving around, having "far out" experiences fuelled by excessive consumption of the then-legal LSD. Wild music from the earliest version of The Grateful Dead (Garcia without a beard, Pigpen on vocals). None of the responsibilities of normal life - yes, very much my thing, and just as congruent to my values today as when I first read the Tom Wolfe book around 30 years ago.

I suspect Linda hated it

Monday, 5 December 2011

A foodie weekend with daughter

Daughter is low on cash and has therefore come home for the weekend, with a clear intention of getting as much subsidy for things as possible - i.e. not having to pay for food, but having nice meals, maybe not paying for her haircut, and so on. So she is home Friday after work. Our first night consists of an Indian meal and watching The Thing.

Saturday she has a 3 or 4 hour appointment at a hairdressers in Abingdon and succeeds in persuading me to contribute. And our meal that night is a 3-course extravaganza - scallops and prawns in a cream and paprika source, followed by fillet steak with a port and red wine jus, and a surprise for dessert - strawberry knickerbocker glory in the style of the pub we like near her flat in London that no longer does them. All accompanied by our last bottle of Lagrazette Cahor red wine.

Sunday is Browns in Oxford for lunch prior to her journey home. Total cost for the weekend - something like £250 to £300.

Friday, 2 December 2011

No more trading innovations . . .

Having spent a couple of days on a new research project, I have had a change of plan. Instead of looking for another market that trades in a way that is uncorrelated with what we currently do, I think it might be better to have no new markets, or other major changes to our current trading for the time being. Too often we have been distracted from the consistent application of a method we have extensively researched, have pursued something else that initially looked good, only to find that it under performed our original systems in the subsequent period. Instead, I am planning to focus on issues of position sizing and estimates of the so-called "Kelly fraction". Also I will be re-reading the literature on fractional Kelly methods, starting with the complex Thorp paper I read a year or so ago.

So my current plan for the trading is that we will trade as we are now till the new year, then increase leverage by 50% by end of Feb, then assess again.

Yet I do have one other research project that I would like to look at! Most market traders use data that is structured in a way that is a factor of one hour - that, afterall, is why an hour is split into 60 minutes, as 60 factors by 2,3,4,5,6,10, 12, 15, 20 and 30. But most of these time periods results in trading decisions being based on the data at the hour or half hour mark. My thought is that it might be better to be on a time stamp that is not one of these times. For instance, a 29 minute period would hardly ever line up with the other time stamps. If we traded our two markets with different, "unusual" time stamps, it would also be easier to do the trading as well as only one market would require calculations at a time. It might even be possible to trade several different programmes in each market if they were all on different time stamps.

But our charting package doesn't allow back testing of this idea so I am having to look at it in real time. Early data is quite promising, (as it so often is) but it will be several weeks before I have any real results.