Subliminal Talk

Cycle 3, stage 3, day 8:

Yesterday was a very quiet trading day with almost no activity despite my system improving everyday. The latest update did not change the current trend.

Trading volume is very thin. for instance to be able to pull such a stunt on a supposedly high volume pair, the trading volume has to be very low...



This morning my mind woke up with a bunch of very good ideas to improve the system. I am always amazed by how many good ideas remains to improve a system that I have been working on improving for the last 2-3 years... I am going to implement the smallest ideas of the bunch as part of my daily server update.

The question that I have is: Is it UMS programming assisting me in achieving success or is it a form of procrastination to postpone my project to migrating the system to another exchange?

Cycle 3, stage 3, day 9:

it is not a good day for trading today. Pretty much all the trades made by the system have been losses. This is quite rare that the system has such a bad performance.

Again, the markets have been pretty weird for the last few days. On the bright side, and maybe stage 3 programming is helping, this bad streak is showing me flaws in my system and this is giving me an opportunity remove those flaws.

On top of seeing new things, I still get new ideas, I surprise myself to look in new directions that I wouldn't have done before. I am welcoming those changes and I assume that this is what stage 3 is instructing me to do...

Cycle 3, stage 3, day 14:

I feel that I am entering into a new phase of my project. What I have now is a solid trading framework. Most of the bugs have been clean out. After few attempts to reuse it in different contexts, it went through several iterations of design and I have refined the various design concepts in such a way where if I see new opportunity to implement a new strategy, the framework has now the flexibility to add it relatively easily.

The first phase that is more or less completed was simply to have a reliable and a working system. Now, I am in the phase to add several strategies. I suspect that many of those strategy ideas are not going to live up to their expectations but it is simply a matter to add strategies until I stumble into a golden goose...

I have new strategy idea did pop up in my head yesterday and I am quite excited to have the feeling that trying it out should not be too hard. The plan is to have it working by the end of upcoming week-end. IMHO, It is totally feasible.

OTOH, I am not sure if those ideas are a form of procrastination to not complete the migration to a new exchange... I have mixed feelings on the question so I'll follow my instinct on this.

Cycle 3, stage 3, day 24:

The 3rd trading strategy that was supposed to be trivial to implement is not.
The concept in essence is trivial but a simple detail got severe ripple effects that did force me to engage in a heavy refactoring effort.
While I am busy changing the code to accommodate the new strategy needs, the initial opportunity that I saw that did trigger the creation of this new strategy is almost all gone.

I reframe this whole situation that could look like a waste of time on the surface as an opportunity make my trading framework even more flexible and powerful in what it can do...

Something interesting is that my second strategy, the market making one is starting to stabilize and starts to become profitable more and more often as I refine it from the feedback that I receive by letting it run... It has been a while that I did not update the server with the latest tweaks. I used to update it daily but I have withheld the server upgrade until I complete the third strategy that is only few hours away from completion for at least the last 5 days...

Finally, one of the last arb trade that my system did last week did result in the trade been stuck in some intermediary asset. This has been another very extraordinary sequence of improbable events that did trigger this situation. This is again another luck manifestation allowing to discover another small shortcoming of my code...

So all in all, I do not know exactly how to summarize this current stage 3 run that is close to end.... It seems like several things are happening at the same time and that they will all unblock at the same time... I am just not sure yet if something big is going to happen as a result....

Cycle 3, stage 3, day 26:

All the puzzle pieces are solidly in place in my mind. I start to see the light at the end of the tunnel and I start to feel a strong sense of accomplishment to be on the verge of another idea brought to completion.

It is interesting how sometimes, I feel blocked at the end of the day but it is as if, my subconscious mind keep working on the problem to the point where the solution is now crystal clear.

I have started to work on one of the required change but again, it did make a lot of waves and did require me to fix adapt most of the codebase to the new namespace that I core class has been moved into.

Cycle 3, stage 3, day 27:

I got another luck manifestation yesterday evening where I did put my eyes at the right moment on the screen allowing me to suspect that something was wrong in my code. I did check into the code, and indeed, there was something incorrect...

I am maybe 1 or 2 functions away from completing my latest feature and I think that I will uphold my dinner until this is finally completed. Today is my deadline, I cannot and I don't want to let this drift any longer....

Beside that, like every one, I did read about maverick. tbh, it is really not clear at all what it is. Someone said that it could be something in between AM and UMS...

This type of discussion makes me look at the result that I am getting so far from UMS. On one hand, I feel the program influence. My perseverance, my dedication, my focus, my inspiration to make things happen are all things in my behavior that I have noticed. I have also evoked very often luck in my journal. So this is another undeniable effect of the program. That being said, I am pretty close to the completion of the prescribed 3 cycles of 5 months. I have been running the program for almost a year and a half. AFAIK, I am the only remaining UMSv2 user still journaling about my experience with the program....

I try to keep an open mind by telling to myself that success could happen very rapidly once things start to unblock but as the 3 cycles completion date is getting closer, I have to start accepting that not reaching the promised monetary success is a possible outcome.

So what will I do once I reach the UMSv2 3 cycles milestone? Should I continue using the program. Move on to something else like Maverick, once I finally grasp what it really is?

No idea why UMS has not delivered what is meant to do. For one, it is not due to lack of effort from me. I have dedicated the best of me to reach the program goal for even longer than the last 2 years...

Did Shannon learned something new since the release of UMSv2 that could make it have a higher success rate with the next version?

Cycle 3, stage 3, day 30:

I have finally deploy the latest feature. It took 3-4 iterations before getting it right but now everything looks fine. Howver, it did not generate any trades yet. It is kind of low probability, yet low risk and high reward type of thing. It is similar to put in place something that buy several lottery tickets automatically. I am not expecting it win often but when it does, it can trigger 10x profits.

Now, I have been thinking a lot philosophically in the last few days. First thing, can I improve my instinct to be attracted to winning ideas or is it more like trying out a bunch apparent good ideas which mostly turn out to be shit until you eventually stumble into a very good one?

The second topic on which I have been thinking is now that I have a physical device in place that is able to tap into profit but the determining factor that decides if it works is random and external factors. How much my mind, the frequencies that it taps in influence the outcome that I have? With the right intent, is it possible to make the desired outcome manifest or if my subconscious mind resist it, is it able to stop it happening by manipulating the reality that I experience?

What does that mean that despite my apparent will and intense desire to materialize a UMS outcome, it fails to happen? Is it that it is not my destiny, that I need to persist more, work harder? Am I making bad choices? and so on and so on...

I guess that questioning a lot what someone is doing might help to make the appropriate changes...

Cycle 3, stage 3, day 32:

tonight, I am going to start stage 4 for 2 months. This could be my last UMSv2 cycle. I am still undecided because I have not reached UMS goal and this is currently my most pressing desire to realize. I might keep going UMSv2. I might return to BASE which did good things to me last time that I did run that program. I might give Maverick a shot once I have a better idea of what it really is...

For now, I have come to a realization concerning the remaining issues my market making strategy and this might have a deeper impact to my overall system profitability. If this turns out to be an accurate reading, this could be the most important result of this stage 3 run... I expect to have a better insight on the topic later today...

I had an important money concern during the last few days. This concern was mostly the result of me having to redo my house roof and the work did turn out to be twice the price of the initial estimation. For some reasons, few companies were owing a couple of hundred of dollars and the payments weren't coming my way. 2 of these payments did come in yesterday and the receive amount is at least $200 over what I expected to receive... Maybe UMS is for something for that surprise but this provided some relief to my mental state...

Cycle 3, stage 4, day 9:

Switching from stage 3 to stage 4 did change a lot my mental state. During stage 3, I had the feeling to be depressed. I feel much better now. I feel full of energy, enthusiasm. I did experience a very productive stretch in the last few days... I really wonder what are the themes that are worked during stage 3 that may make me react that way...

The release of openssl v3 did break my app in severe ways but fixing it by porting my app has been very stimulating and fun... I was even not aware of the technology but one major feature introduced by openssl3 is the support of kTLS (Kernel TLS)... I did adapt my program to support kTLS... This did make me expand my knowledge of openssl and TLS to the point where I must have improved my SSL settings to improve my app communication performance...

Performance was not on the radar neither but I was under the impression that I did reach the limit of what was possible to achieve and in the last 7 days, I did open a book that I did purchase last summer but I did not bother to check until now and I have been blown away by what I did discover into the book. I have been introduced to branchless programming and this has opened a whole new horizon of opportunites. I did spend a lot of time in refactoring my code with the new knowledge that I have acquired...

I am going to put in production those new improvements soon. I am not expecting a game changer event from this alone but I get the occasional missed trade by not being fast enough... Hopefully those new changes will improve the situation in that regard...

Cycle 3, stage 4, day 17:

A flow of excellent ideas did keep coming since my last journal entry. In fact, I start to feel overwhelmed as my excellent ideas list is growing faster than I can realize them.

The first 2 weeks of stage 4 were euphoric but in the last few days, I feel like I am experiencing a small down.
Hopefully, I'll overcome this small road bump and retrieve the amazing mental state that I was in during the first 2 weeks of stage 4...

Cycle 3, stage 4, day 19:

I have been working the whole week with excellent productivity. One of the thing that I have been working on is upgrading my logging subsystem with a new C++20 feature that I have heard about by pure luck. I did stumble on the idea when I did watch a video presenting the feature.

Converting my whole codebase to use the new system is a huge time commitment. I started by making a small proof of concept and it has been conclusive. With the new feature in place I have seen my best timing ever recorded....

The objective is to eventually migrate totally to the new system but there is no urgency to reach that goal. The proof of concept did migrate the most critical performance wise part. I just want to migrate the whole system for the sake of consistency but the low hanging benefit has already been collected. I guess that I could refactor 1 module per day, I could be done in about 1 month or so...

I have not updated my server for at least a week. I am overdue for an upgrade but before doing so, I wanted address at least 2 pending issues that would make an upgrade worthwhile...

My latest discovery just kept me busy the whole week. I did work on putting in place the proof of concept from Monday to Wednesday... On deployment, as soon as I have found the good result I was getting with the new system, I wanted to migrate more of my code to use the new system. Initially, I was thinking that a single day would be enough but as it happens very often, I did seriously underestimate the required effort... By Friday, I must have considered to aim for an incomplete conversion goal to not end up being paralyzed working on something that has not that much ROI now the most critical part has been taken care of. This morning I did fallback to the previous tasks that I was working on before being stroke by my latest idea which includes doing the necessary required for the new upgrade.

As I was returning on those tasks, I have been interrupted by a bad result from the latest trade my system did. I am glad that I did as it did allow me to discovre a new bug! This bug was not a software design bug, it was a mathematical problem. There is something that I was computing wrongly and this was resulting into bad trading. I have been extremely lucky to stumble into it today. This issue has been in the system for a very long time without never been noticed before.

In the next upgrade a fix will be included. The next upgrade is going to be something. It will include all the work that I have put into the code in the last week and there is a lot...

Cycle 3, stage 4, day 20:

Exceptionally productive day today. I am not sure which metric I could use to measure the productivity but I have edited for 50 files. I have succeeded in reaching the milestone that I did set to myself to upgrade my server today.

The amount of work that I am able to squeeze in a single day is phenomenal and in total contrast to what it was during stage 3... I really like my current mental state. I feel a great sense of purpose with a lot of optimism about my success... I am currently in a great vibe and I intend to surf on as much as possible.

Cycle 3, stage 4, day 22:

My day so far is going horribly wrong. Despite all the time and effort that I have put lately, the system performance is really bad today. Every single trade since yesterday evening has been a loss.

I attribute this bad performance to simply bad luck but I cannot make that conclusion without validating in detail the logs. It is also not impossible that I broke something in my latest intense refactoring session...

Update:
I just got the following thought... I am experiencing a big emotional roller coaster. Last week-end, I was feeling like a king, today I am feeling bad. I guess that it is totally normal to have good and bad days but if I were to guess, without being a psychiatrist, bipolarity must be something like that x100.

I don't know if what I am going to say is insanity but I have the feeling that my mood is affecting external events... ie: I'm in a good mood, good things happen... bad mood, shit happens... I wonder if up to a certain point, there is some truth in that... So if it is, I guess that our situation is an unconscious decision... and this is what IML programs are aiming to change...

Update #2:
Despite the shitty start, my day finally ended up to be quite good. Very productive. I am not sure how meaningful it may be but I had the time to edit close to 50 files today...

2 things pop in my head in the face of this realization.

1. I am stunned by how much I still find ideas to improve code that have matured over the last 3 years... I was expecting it to reach some sort of stability but I keep finding new ways to make things better
2. It is all good and well to improve the code but at some point... this needs to convert into money... This part has still to materialize.... not sure what that means that it did not happen yet...

Cycle 3, stage 4, day 24:

It is extremely hard to plan development and account for bugs... I have been hit with big bugs since the start of the week. Good ones that are satisfying to solve. However, the goal that I have set to myself since last week have not move of a single inch because of those unexpected events...

For now this is frustrating but I am still hopeful that those efforts will end up be rewarded...