Sunday, 8 August 2010

First few days back

So after a drive of over 1500 miles in 4 days, it is time to get back into some sort of work routine. But there is no doubt that a drive of this magnitude is pretty tiring and the first day back was something of a sluggish day.

First up, the wine has been unloaded from the car - somewhere in the region of 125 bottles to be added to the stock of about the same amount that we have left over from the last two years wine drives. Initially everything is piled up in the kitchen, provoking much comment from Linda's customers as they walk through. But in time I am able to sort out the existing wine in the small lounge and start to box up and label the new stuff. I am surprised at just how much Rose we bought this time.

Then to trading related work. Three weeks of system trades to process as, yet-another, blind test. And another strong pass. In fact the first week of our holiday would have been one of the best trading weeks "since records began". This is a good sign as it shows yet again that the systems can trade well on real data - not just the historical data on which they were tought. The three weeks as a whole we in line with the normal statistical parameters of system performance - so that is all to nthe good.

Perhaps more importantly, the newest systems developed in the weeks just prior to the holiday have had three weeks blind testing and the results are really good. These are the formalised versions of the counter-trend systems that I have been thinking about for much of the summer i.e. they no longer have any judgment calls built in. Frankly the results are exceptionally good and this is definitely the way I will move things forward. Next week will be an actual trading week including these newest systems and I am very excited about the possibilities.

Finally, a little bit of work on my dissertation due Sept 1st. Mainly just a refreshment of the ideas I had set out last year. This seems, on the face of it, to provide a decent enough point from which to create the dissertation. But I have to admit that this is not the thing I am most interested in working on at the moment. I am hoping to focus on this over the weekends when I am not trading, with maybe a splurge on the August back holiday weekend to finish it. But trading work now takes precedence day-to-day.

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