Cycle 4, stage 4, day 13:
I have completed a refactoring that is a direct result of my reading last week during the electric blackout.
A minor aesthetic change was that I did rename what I was calling a strategy to 'Alpha Model' which is the name used in books and in the industry for the concept that I did label Strategy.
If I ever onboard an industry expert, using the standard labels might help.
but this change was really minor. Once I started changing name, I figured that I could further by breaking down a big blob of code into smaller sub-components. This idea is already giving back benefits. With the computation of a new market indicator, this gave me an idea for a new alpha model. This one has the potential of generating big amounts of profits... but the point is that the last refactoring is making it even easier to plug in a new model into the existing framework...
The required extra computational work that the new indicator requires is very minimal. However, the model that was generating a lot of trades in February. It has been very quiet only to restart generating a good amount of trades since last week-end... I think that the increased activity is due to the increased of market volatility and activity (BTC and ETH have crossed over $30K and $2K) but I am not 100% sure since my client timing did also change at the same time...
Yesterday, I was in the process of planning making a quick prototype of my new model idea but I got interrupted by execution glitches that needs to be analyzed... I find this a very bad timing... On one hand, my system has been incredibly stable for the last weeks so it is a bit frustrating that problems happens right when I was about to complete something very exciting. OTOH, I absolutely need to look right away those issues ASAP when the problem is fresh. Otherwise, if I postpone the investigation, I know by experience that the problems will end up not being investigated or since the system keep evolving, the logs will start to not be in sync with what is in the code...
So far, what I did fix by the log analysis were good catches. In an ideal world, analysis would be completed promptly and enough time will remain to complete my prototype today...
I have completed a refactoring that is a direct result of my reading last week during the electric blackout.
A minor aesthetic change was that I did rename what I was calling a strategy to 'Alpha Model' which is the name used in books and in the industry for the concept that I did label Strategy.
If I ever onboard an industry expert, using the standard labels might help.
but this change was really minor. Once I started changing name, I figured that I could further by breaking down a big blob of code into smaller sub-components. This idea is already giving back benefits. With the computation of a new market indicator, this gave me an idea for a new alpha model. This one has the potential of generating big amounts of profits... but the point is that the last refactoring is making it even easier to plug in a new model into the existing framework...
The required extra computational work that the new indicator requires is very minimal. However, the model that was generating a lot of trades in February. It has been very quiet only to restart generating a good amount of trades since last week-end... I think that the increased activity is due to the increased of market volatility and activity (BTC and ETH have crossed over $30K and $2K) but I am not 100% sure since my client timing did also change at the same time...
Yesterday, I was in the process of planning making a quick prototype of my new model idea but I got interrupted by execution glitches that needs to be analyzed... I find this a very bad timing... On one hand, my system has been incredibly stable for the last weeks so it is a bit frustrating that problems happens right when I was about to complete something very exciting. OTOH, I absolutely need to look right away those issues ASAP when the problem is fresh. Otherwise, if I postpone the investigation, I know by experience that the problems will end up not being investigated or since the system keep evolving, the logs will start to not be in sync with what is in the code...
So far, what I did fix by the log analysis were good catches. In an ideal world, analysis would be completed promptly and enough time will remain to complete my prototype today...
