Cycle 3, stage 4 (month 2), day 12:
Markets are very quiet since FTX debacle... idk for sure if it is part of the aftermath or if it is some sort of seasonality... or perhaps both...
Anyhow, since the last journal entry, I have completed the latest chapter of my efforts to finally break into algo trading success and I need to conclude that I need one more time to digest a setback.
Once again, I did follow my intuition despite having a small voice telling me that what I was doing was not the priority...
I have acquired a new groundbreaking skill to optimize my code. Despite having the impression that it was already pretty robust and mature prior the start of this latest attempt to improve things, with this new skill, I must have found ways to improve the program performance by a good 20%... it seems like a lot but if it does everything in 100uSecs but I would need to be faster by 10 mSecs, it is simply a sword swing into water. It did nothing...
By its real-time nature, it was already doing things fast enough within a certain time-frame to stay in the real-time realm but by being faster, it is getting closer to immediacy. Working on this was extremely stimulating and rewarding... However, now that I am done, I have no other choice to admit that in terms of end-result it did change nothing.
Hopefully, I have learned something out of that experience... Hopefully more wisdom to not pursue self-deceiving good ideas... The whole effort must have lasted a good month... more or less...
To not be too hard on myself, I must acknowledge cognitive bias... When I just complete a superb improvement and I launch it, no matter how not perceivable the difference is, I always have the the impression that the logs scroll much faster in the terminal... If my system experience a very good trading session right after an upgrade, I will of course conclude to a causal effect with the latest addition... Usually, however, it is simply random and coincidences...
Being in a bad trading period might have nothing to do with my work in the last month. The poor trading and the effort put into improving the system are just unrelated... Cognitive bias makes my mind create a link where there is maybe none...
If I want to reframe the whole thing positively, it must be that now, I have an unshakable belief that my issue is elsewhere than in my system code...
Markets are very quiet since FTX debacle... idk for sure if it is part of the aftermath or if it is some sort of seasonality... or perhaps both...
Anyhow, since the last journal entry, I have completed the latest chapter of my efforts to finally break into algo trading success and I need to conclude that I need one more time to digest a setback.
Once again, I did follow my intuition despite having a small voice telling me that what I was doing was not the priority...
I have acquired a new groundbreaking skill to optimize my code. Despite having the impression that it was already pretty robust and mature prior the start of this latest attempt to improve things, with this new skill, I must have found ways to improve the program performance by a good 20%... it seems like a lot but if it does everything in 100uSecs but I would need to be faster by 10 mSecs, it is simply a sword swing into water. It did nothing...
By its real-time nature, it was already doing things fast enough within a certain time-frame to stay in the real-time realm but by being faster, it is getting closer to immediacy. Working on this was extremely stimulating and rewarding... However, now that I am done, I have no other choice to admit that in terms of end-result it did change nothing.
Hopefully, I have learned something out of that experience... Hopefully more wisdom to not pursue self-deceiving good ideas... The whole effort must have lasted a good month... more or less...
To not be too hard on myself, I must acknowledge cognitive bias... When I just complete a superb improvement and I launch it, no matter how not perceivable the difference is, I always have the the impression that the logs scroll much faster in the terminal... If my system experience a very good trading session right after an upgrade, I will of course conclude to a causal effect with the latest addition... Usually, however, it is simply random and coincidences...
Being in a bad trading period might have nothing to do with my work in the last month. The poor trading and the effort put into improving the system are just unrelated... Cognitive bias makes my mind create a link where there is maybe none...
If I want to reframe the whole thing positively, it must be that now, I have an unshakable belief that my issue is elsewhere than in my system code...
