Articles

2017

We are hiring a ClojureScript developer in Africa

2016

A Call to Scandinavian Investigative Journalists
Facebook-Loving Farmers of Mozambique
Immersing with Users in Mozambique

2015

Tableside Open Source Collaboration
Coffee Chats with Founders Around the World
Running a server on Microsoft Azure: A UX report
19:57 from Castro to Twin Peaks
A magical promise of releasing your data and keeping everyone's privacy
Difference Between Never Did It and Did It
What is water: Avoiding a common pitfall to customer discovery
Moving on

2014

My slides from Docker Boston meetup on Using Fig for Developing Microservices
4 Disciplines Necessary in Building a Startup
Simple, easy, quick: using Go along with Clojure
More problem solving, less solution glorifying
Finding Product/Market Fit Faster With Microeconomics First Principles

2013

What I learned from 2 years of 'data sciencing'
Event-driven finite state machine for a distributed trading system
Post gone viral, 16000 visitors in a day, how many actually read the article?
How a few screws cost $2000 and a 240GB multinodes cluster cost $50
What should I work on next for Cascalog?
Securing a fresh Ubuntu server with Fabric tasks
Minimal variance asset allocation for Stocks ISA
Unconfusing false-positive and false-negative statistical errors confusion

2012

Unlock Lisp sorcery in your data structure by implementing Clojure ISeq
Recommendation discovery via graph traversal
A hypothetical data analysis platform
I construct models, not theories
My talk at OR54 on knowledge discovery with web log data
R language lacks consistency
Quantisan.com is now compiled and statically served
People is the biggest obstacle to becoming a data-driven organisation
Data science is a collaborative effort
My talk on bootstrapping data science in a company
Cascalog-checkpoint: Fault-tolerant MapReduce Topologies
A weather station data scrapper in R
My 5 minute lightning talk on Cascalog
Ask not what accuracy your algorithm achieves but what value it can add
Business is on hold

2011

Algorithmic ownage
Eureka moment on design patterns for functional programming
I've quit my day job and moved to the UK to do this full time
Local Hadoop test cluster up and running
Building a distributed back-tester with Hadoop on Amazon AWS
Towards a broker-agnostic trading system
Vector algorithm using tree composition
Back in R&D mode
First impression of Incanter: usably incomplete
How do you minimize risks when EURUSD moves 100 pips up and back down in 2 hours?
It's an open buffet in a small business
Why success starts with failure
The secret to trading system development is to fail faster
Graphs from network monitors on my remote trading server
Porting JForex QTD to Metatrader 4
Encrypting your communications to minimize eavedropping
Bearish USDJPY on 19th week of 2011
Choosing a budget VPS provider for hosting automated trading programs
First QTD trade, 0.19% gain long EURGBP
Bullish EURGBP as hedge and Bearish NZDUSD as diversification
Bullish USDJPY on week of April 17, 2011
Software design, trading development process, and Ikea
Transitioning to a professional website, front and back
Joke's on us: JForex DEMO 2.13.6 is out of whack
More trouble with JForex IIndicators
Conjuring beans to simplify JForex IIndicators
Today is day 1 of Quantisan, the company
JFUtil 2.0 alpha demonstration
Just because it's math does not mean it's not without its caveats
Open sesame with three more letters
Social media: The fourth dimension in market data
Network latency on Amazon EC2 t1.micro to Dukascopy
6 ways to filter data for your trading system
Videos of Jim Simons
Bought 1000 PMV.VN @ 0.62
Perversion in odds and values
One year down, nineteen more to go until I can trade for a living
The Power of Tangential Learning
Making the best use of my time

2010

2010 Links of Quantisan.com
Dissecting a JForex strategy -- MA_Play.java
A failed experiment with spectral density estimation in R
Anatomy of a JForex strategy, Part 2
Anatomy of a JForex strategy, Part 1
Getting started learning JForex programming
Another trading contest from Dukascopy
What is a trading system?
JFUtil: An open-source JForex utilities library
Where Good Ideas Come From Johnson
I didn't miss a boat. I missed a freakin rocket!
Sold 200 LLL.TO @ 48.00, Profit +1.9%
Bought 200 LLL.TO @ 47.04, Stop 46.50
Professor Risk Cambridge Ideas
Covered 4 MFC 11JAN Puts 14.00.MX @ 0.45, Mark 14.80, Loss -2.3%
EC2 t1.micro overloaded by JForex
Story of a bad trade and a missed opportunity
I got JForex running smoothly on Amazon EC2 t1.micro!
First time setting up JForex on Amazon EC2 t1.micro
Bought 4 MFC 11JAN Put 14.00 @ 0.93, Mark 13.97
Short Cruide Oil 82.80 via HOD.TO @ 9.03, Stop 8.80
A brief comparison of double arrays for high-performance numerical computing in Java
Rev your trading system on the cloud with a free Amazon cloud server
3 reasons why I even bother trading a small account
Sold 300 HOD.TO @ 9.12, Loss -0.6%
Sold 300 HOD.TO @ 9.40, Profit +0.5%
Bought 300 HOD.TO @ 9.19, Stop 9.05
Bought 300 VEN.TO @ 8.95, Stop 8.80
Sold 350 HGD.TO @ 10.84, Profit +2%
I am sorry, My Precious: Bought 350 HGD.TO @ 10.26
Canadian VIX: TSX to have their own volatility index
Three obvious reasons to watch 13,000 on the TSX
Maximal frustration in printing and parsing milliseconds in R
Data analysis with R: Using the right tool for the right task
Third Quarter 2010 Trading Review
Sold 400 VEN.TO @ 10.70, Breakeven
Sold 350 VEN.TO @ 10.50 (Profit +0.8%), Re-Bought 250 VEN.TO @ 10.67
Why winning automated contest strategies don't work in real trading
Sold 4 MFC 11JAN Puts 14.00 @ 1.74, Mark 12.96, Loss 0.1%
Short 0.015 CADJPY @ 81.78, Stop 82.00
My interview at Dukascopy in Geneva
Bought 150 VEN.TO @ 10.85
Pictures from Geneva
Productivity on the road
Bought 4 MFC Jan 2010 Puts 14.00 @ 1.70, Mark $13.25
Bought 200 VEN.TO @ $9.74, Stop $8.90
Still waiting on the sideside in my RRSP
Number one with 40+ percent return in a month! So am I rich yet? Not really
On technical analysis and fuzzy logic for mechanical trading
Closed USDCAD short @ 1.06525, breakeven
Short USDCAD @ 1.0654, Stop 1.077
Using your idling trading computer for a good cause
A whole year, two hundred and six posts later
JForex Example: Automatic position sizing
Sold 3 PAA.TO 10DEC Puts 25.00 @ $2.25, Mark $24.62, Loss 0.3%
Bought 200 K.TO @ $15.94
JForex Example: Not letting profit turn to losses with a breakeven stop
JForex Example: Dual-Timeframe Moving Averages Setup
Bought 3 PAA.TO 10DEC Puts 25.00 @ $2.27, Mark $24.75
JForex Example: Multiple-time frame strategy
Sixth place finish in the Dukascopy JForex July strategy contest
Sold 250 VEN.TO @ $7.89, Profit +2.4%
Goodbye Microsoft
Bought 250 VEN.TO @ $6.93
Sold 140 LLL.TO@ $40.00, Breakeven
Re-learning Java a decade later
Bought 140 LLL.TO @ $39.86
June and Second Quarter 2010 Trading Review
Bought/Sold 250 TCK.B.TO @ $34.10/$33.68, Loss -1.2%
Sold 4 MFC 10OCT Puts 17.00 @ @1.43, Mark $16.27, Loss -0.5%
Bought 4 MFC 10OCT Puts 17.00 @ $1.48, Mark $16.38
Sold 250 HOD.TO @ $10.04, Loss -0.88%
Sold 3 ABX 10OCT Puts 46.00 @ $4.15, Mark $43.97, Breakeven exit
Bought 250 HOD.TO @ $10.34
Bought 3 ABX 10OCT Puts 46.00 @ 4.00, Mark $44.67
Sold 250 HOD.TO @ $10.59, -0.95% Loss
Bought 250 HOD.TO @ $10.92
Sold 6 CM 10OCT Put 74.00 @ 6.60 Mark $70.70, +8.0%
Sold 250 HOD.TO @ $11.94, +2.2%
May 2010 Trading Review
Bought 250 HND.TO @ $6.51
Bought 250 HOD.TO @ $11.11
Bought 3 CM 10OCT Puts 74.00 @ 5.65, Mark 72.30
Sold 380 HND.TO @ $7.35
Bought 380 HND.TO @ $7.25, Stop 7.00
Bought 3 CM.TO 10Oct Puts @ 5.00, Mark $74.02
I am getting married in two weeks!
An illustration of what it means by missing the boat in trading
A scientific method to calculate how much capital do you need to start trading
Bought 110 TCK.B.TO @ 36.03, stopped out at breakeven
To hell and back? A review of TSX after a V-day
Sold 12 CVE.TO Puts @ 2.90 Mark $27.50, +10% gain
April 2010 Trading Review
To gamble or not to gamble?
Clarification and relieve for Dukascopy JForex Strategy Contest
I just made a grave fundamental mistake in my CVE.TO trade
Visualize and Grow Rich
Bought +3 CVE.TO 10JUL17 Puts 30.00.MX @ 2.45, Mark $28.64
How to backup your data on the cloud with ease and for free
Bought +3 CVE.TO JUL 30 Puts @ 1.75, mark $30.10
Comparing Trading API from 6 Online Forex Brokerages
JForex StopManager 1.0
An explanation of my Keltner Channel and Candlestick hybrid setup
Reading the fine print for Dukascopy JForex Strategy Contest
RIM.TO: Yet another disgusting example of why I don't buy-and-hold
March 2010 Trading Review
Option Value Analysis on CIBC (CM.TO) April 2010 Expiration
April is Earnings Season One Year After the Bottom
TD Bank making headlines with a new all-time high
Ranking investment options for my self-directed RRSP
My first analysis of the S&P/TSX 60 Index
Considering investment options for my first RRSP
What is your trading process?
From Object Oriented Programming to Object Oriented Design
How Greece bailout is affecting the Canadian markets
Why should I care about other markets if I only trade ___?
A sign that you are truly enjoying what you do
Data Scraping the Toronto Stock Exchange: Extracting 3,660 companies' data
Forex Trading: Income or Capital Gain Tax in Canada?
Another reason against stocking into a registered trading account this year
First look at Google App Engine for automated trading and quant analysis on the cloud
February 2010 Trading Performance Review
40 monitors, 6 computers, 1 day trader
Is a $5000 Questrade TFSA trading account cost effective? Part 4
My first food poisoning experience
Is a $5000 Questrade TFSA trading account cost effective? Part 3
Is a $5000 Questrade TFSA trading account cost effective? Part 2
Lucky exit for CAD/JPY long yesterday, downtrend resumes now?
Is a $5000 Questrade TFSA trading account cost effective? - Part 1
Paper trade: Closed all CADJPY long @ 88.40 for +152 pips
Not pay trading income taxes through a TFSA trading account
Paper trade: Long CADJPY @ 86.88, Stop 86.10, Target 88.0
On reactive trading and why I don't make market forecasts anymore
Paper trade: Stopped USDCAD short @ 1.0540 for +131 pips
In a forex brokers and trading platforms jumble
USDCAD short target hit @ 1.0581, trying something new--to hold for longer
Paper trade: Short USDCAD @ 1.0671, Stop 1.0756, Target 1.05761
What aspiring traders can learn from an Olympic athlete
Why I am not a big fan of MQL4 or trading platform scripting
No micro-lot trading at Dukascopy Metatrader 4 accounts
Paper trade: Stopped out of USDCAD short @ 1.0640 for -67 pips, re-entering @ 1.0680
What to do when life gets in your way of trading?
Paper trade: Short USD/CAD @ 1.0573, Stop 1.0640, Target 1.0415
January 2010 Trading Performance Review
If the government won't question a blatant pyramid scheme, let fate do the job
Paper trade: GBPJPY @ 145.24, Stop 144.70, Target 148
Paper trade: Closed GBPJPY @ 146.42 for +140 pips
Paper Trade: Long GBPJPY @ 144.24, Stop 143.60, Target 148
Barred from Trading at Work: A curse or a gift?
Closed EUR/CHF and GBP/CHF Shorts: Best. Trade. Ever.
Paper trade: Closed AUDUSD short @ 0.9057 for +126, +26, -13 pips
Paper trade: Short GBPJPY @ 146.32, Target 143
A change of wind for Australian dollar: Shorted AUDUSD @ 0.9183 and AUDCAD @ 0.9546
How to stockpile a trade position one step at a time
Why I shorted CAD/JPY @ 88.57 instead of long USD/CAD @ 1.0251
Work harder, trade fewer in a long and excruciating trading drawdown
First 2010 trading drawdown analysis on the verge of a new record
Paper trade: Short AUDCAD @ 0.9583, Stop 0.9670
Why I am staying with Oanda a while longer before moving to Dukascopy
Early bird does not get the worm in forex trading
10 questions to ask yourself if you are holding a ginormous losing position and don't know what to do
Paper trade: Short AUDCAD @ 0.9489, Stop 9540
Paper Trade: retrying AUDJPY short @ 84.52, Stop 85
Some tricks scammers use to game their trading system with 488% gain
Paper trade: Short AUD/JPY @ 84.53, Stop 85.00
December 2009 Trading Performance Review

2009

Analysing monthly forex trading performance in changing market conditions
3 reasons why I don't use Jensen's alpha or Sharpe ratio for my forex trading
A leading indicator to spot financial market Black Swan Events?
Focusing on trading my timeframe to reduce over-trading
4 fundamental entry signs for trading and why they are not that important
November 2009 Trading Performance Review
EUR/USD +95 pips in 2 hours: An example of swing and day trade convergence
AUDJPY Short 81.37/77.17: Anatomy of my first 400+ pips trade
EURCHF breaking 1.5100: A textbook perfect breakdown and reversal
How to use FX futures to narrow down which forex pair to trade
Paper trade: Stopped out AUD/JPY longs @ 81.3 (+7 pips) and 81.29 (-28 pips)
Paper trade: Long AUD/JPY @ 81.22, SL 80.99, TP 82.50
Paper trade: Long USD/CHF @ 1.0122, SL 1.0060, TP 1.0225
An example of how trading in fear is bad for your account
My bad EUR/USD day trading and what to do about it
A good trade that could have been great: a lesson to take profit at target
October 2009 Trading Performance Review
A lesson on the importance of fundamental awareness for a technical trader
An introduction to my Forex Trend Continuation Setup (FTC)
Paper trade: Long USD/CHF @ 1.009, out 1.0245 (+155 pips)
Adapting to changing market volatility with a statistical position size table
Paper trade: Short NZD/USD @ 0.7520, out 0.7308 (+212 pips)
An undisciplined trade: Shorted EUR/USD @ 1.499, stopped 1.505 (-62 pips)
Paper trade: stopped out of AUD/JPY 83.59/84.90 (-130 pips) and EUR/JPY 136.73/137.50 (-77 pips)
Forex position sizer
Paper trade: Short GBP/USD 50% @ 1.634, Out 1.645 (-110 pips)
Paper trade: Short AUD/JPY 50% @ 83.60, Stop 85.50
Why use .PNG image format for stock chart captures instead of .JPG or .GIF?
How Goldman Sachs Robbed You and Me of $3 Billions in 3 Months
Paper trade: Closed EUR/JPY @ 135.00 (+500.1 pips)
Paper trade: Long USD/CAD 25% @ 1.02988, stop 1.02080
How to Draft Your Own 3 Rules of Trading
Missed opportunity review: GBP/JPY spiked 500 pips in 24 hours
Paper trade: Long EUR/USD 50% @ 1.49212, stopped out @ 1.4875 (-46.2 pips)
Paper trade: Short NZD/USD 50% @ 0.7381, stop 0.7430
Paper trade: Stopped out GBP/JPY @ 141.70 (-116.10 pips)
Paper trade: 50% long GBP/JPY in @ 142.861, stop 141.16
Paper trade: NZD/USD shorted 1/6 size @ 0.73967, stopped out 0.7406 (-9.3 pips)
Paper trade: Covered NZD/USD @ 0.74302 (-60 pips) and AUD/USD @ 0.90917 (-88 pips)
Paper trade: USD/CHF sold at 1.03138 (+39.10 pips)
Paper trade: AUD/USD short 50% @ 0.90040, stop 0.9100
Paper trade: EUR/JPY long 100% @ 129.99, stop 128.80
Paper trade: Short NZD/USD 100% @ 0.73701, stop 0.7480
Paper trade: USD/CHF 50% long @ 1.02747, trailing stop 1.0236
Not to lose focus by defining what I want from trading
Paper trade: USD/CHF short @ 1.0296, out @ 1.03013
Paper trade: USD/CHF all stopped out @ 1.03099 and 1.0300
Paper trade: NZD/USD short stop entry 0.7262, exit trailing stop 0.7300
Paper trade: USD/CHF entry 1.0320, stop 1.0300
Paper trade: USD/CHF out at 1.03998 (+50 pips) and 1.03798 (+30 pips)
Paper trade: NZD/USD entry stop 0.7040
Paper trade: Long USD/CHF @ 1.03498, Stop 1.03240
Paper trade: USD/CAD long 1.07426, stopped out 1.06999 (-42.7 pips)
Paper trade: USD/CAD all out @ 1.0872 (+196.6 pips) and 1.0821 (+145.6 pips)
Sold -1 BC 100 OCT 09 12.5 PUT @1.45, mark 11.27
Passing Japan's hardest test: If there is a certifying exam for trading, this would be like it
Bought +1 BC 100 OCT 09 12.5 PUT @1.95, mark 10.81
US Dollar vs. Canadian broke above resistance after FOMC and before G20
USD/CAD failing to break above a short term downtrend
Week of Sept 20, 2009: In-play stocks watchlist
Week of Sept 13, 2009: In-play stocks breakout results
Expired 15 BC 100 SEP 09 7.5 put, mark 9.78
Paper trade: 50% long USD/CAD @ 1.06754
The 3 most important advice in accumulating wealth...really!
More inplay stocks with easily identifierable setups for next week
Paper trade: CBRL breakout before earnings
Finding in-play stocks based on earnings release date
My thoughts and goals on automated trading a year later
Sold -1 COF 100 SEP 09 35 PUT @1.30, Mark 35.84
CIBC: Another case of buy the rumours, sell the news
USD/CAD holding on to intermediate term support at 1.0868
Inter-market analysis after a new 2009 high in the equity market
Bought +1 COF 100 SEP 09 35 PUT @1.90, Mark 35.89
Sold -2 COF 100 AUG 09 33 PUT @.30, Mark 34.25
Sold -3 PG 100 AUG 09 52.5 CALL @.40, Mark 52.43
Bought +15 BC 100 SEP 09 7.5 PUT @.39, Mark 9.12
Bought +3 PG 100 AUG 09 52.5 CALL @.60, Mark 52.16
Sold -2 RTH 100 AUG 09 85 PUT @2.00 Mark 84.07
A technical analysis of 80 years of S&P500
Bought +2 COF 100 AUG 09 33 PUT @2.20, Mark 32.10
Bought +1 VNO 100 SEP 09 60 PUT @5.69, Mark 57.48
Sold -2 VNO 100 AUG 09 55 PUT @1.90 Mark 56.1399
Bought +2 VNO 100 AUG 09 55 PUT @2.50 Mark 54.60
Bought +2 RTH 100 AUG 09 85 PUT @3.30 Mark 82.91
Sold -2 RTH 100 AUG 09 85 PUT @3.40 Mark 82.81
Bought +2 RTH 100 AUG 09 85 PUT @4.00 Mark 81.96
Sold -2 OIH 100 AUG 09 105 PUT @6.70/6.80 Mark 100.25
Bought +2 OIH 100 AUG 09 105 PUT @4.60 Mark 103.63
SOLD -2 OIH 100 AUG 09 110 PUT @7.41
Weekly Market Review: July 24, 2009
Bought +2 OIH 100 AUG 09 110 PUT @7.10 Mark $105.38
NBR: Short stop entry $16.10 / Exit stop $16.60
Shorted -60 NBR @17.00
Shorted -62 NBR @16.42
Shorted -64 NBR @16.10
Bought +70 NBR @15.80
SOLD -70 NBR @15.17
SLB: short position stopped in and out
SOLD -82 UNG @12.10
Weekly Market Review: July 10, 2009
UNG: Long entry stop $12.17 / Exit stop $12.11
Exit Stop: -2 GLD 100 JUL 09 91 CALL .45
SOLD -31 SRS @22.45
Weekly Market Review: July 3, 2009
SOLD -2 GLD 100 JUL 09 90 PUT @.65
Weekly Market Review: June 26, 2009
Bought +2 Strangle GLD 100 JUL 09 91/90 CALL/PUT @3.15 ISE, GLD mark $90.11
SLW: Long Entry Stop $8.15 / Exit Stop $8.05
Weekly Market Review: June 19, 2009
XLF June Options Strangles Expired Worthless: -$237
Weekly Market Review: June 12, 2009
Position Review: XLF, still moving sideway
Weekly Market Review: June 5, 2009
XLF not going anywhere yet
Bought +3 STRANGLE XLF 100 JUN 09 13/12 CALL/PUT @.69
Weekly Market Review: May 29, 2009
GE: Shorted at $13.35
GE: Short entry stop @ $13.35
BOUGHT +74 GE @13.58
Weekly Market Review: May 22, 2009
GE: Short entry stop @ $13.93
Starting to use MatLab for quantitative finance
GE: Short stop entry @ $13.14
Weekly Market Review: May 17, 2009
Self-Control: The key to trading and the key to success in life
CHL and TEF: My telecom picks for the next bull run
GE: Short stop entry @ $13.00
BOUGHT +1 SRS 100 MAY 09 35 PUT @11.00
SRS: stop order for the shorted puts at $11.90
Weekly Market Review: May 10, 2009
USO: Short entry stop $32.21 / Exit stop $32.49
VE: Short entry stop $27.85
VNO: Short Entry Stop $49.70
EEP: Short Entry Stop $35.95
BOUGHT +2 USO 100 MAY 09 28 PUT @.35
Weekly Market Review: May 3, 2009
Buy Stop +2 USO 100 May 09 28 Put .65
BOUGHT +50 SCSC @23.52
EMFP: The trade that broke me
Huge opening swing with SCSC after earnings report
Weekly Market Review: April 24, 2009
GAP entry short stop $6.89, exit buy stop $7.41
SCSC short entry stop $21.40, buy exit stop at $22.70
End of the 6-week rally and back with the year-long bear...today?
Weekly Market Review: April 18, 2009
Review of positions: SRS and USO
Weekly Market Review: April 14, 2009
BOUGHT +100 FAZ @14.29/SOLD -100 FAZ @13.88
SOLD -1 SRS 100 MAY 09 35 PUT @6.10
SOLD -5 GE 100 APR 09 12 CALL @.23
SOLD -2 USO 100 MAY 09 28 PUT @1.75
SOLD -5 GE 100 APR 09 11 PUT @.79
Weekly Market Review: April 3, 2009
SRS is testing a long term support, still holding on, barely
BOUGHT +31 SRS @48.08
Market is looking ready to continue its bear rally
End of Month Review: March is bear rally month
SOLD -1 GS 100 APR 09 105 PUT @9.55
Weekly Market Review: March 29, 2009
Goldman Sachs, is it up or is it down?
BOUGHT +5 STRANGLE GE 100 APR 09 12/11 CALL/PUT @1.37
General Electric: The next AIG?
Goldman Sachs fooling around $110
BOUGHT +1 GS 100 APR 09 105 PUT @8.72
Beginning of another bull phase? Asian markets are on fire!
Weekly Market Review: March 22, 2009
SOLD -277 TCK @4.87
Pre-Market Analysis: March 20, 2009
Market Weekly Review: March 17, 2009
Market Weekly Review: March 7, 2009
SOLD -70 UCO @10.33
BUY +2 ABB 100 FEB 09 12.5 PUT @.60
SOLD -350 F @1.97
SOLD -59 FAS @7.90
BOUGHT +59 FAS @8.82
BOUGHT +60 FAS @8.77
BOUGHT +350 F @2.09
Gold and silver prices exploding soon?
Weekly Market Review - January 18, 2009
BOUGHT +70 UCO @11.44
SOLD -35 TNA @27.33
BOUGHT +35 TNA @23.68
SOLD -2 ABB 100 FEB 09 12.5 PUT @1.20
SOLD -120 SLW @5.15033
BOUGHT +150 TCK @4.77973
BOUGHT +127 TCK @5.51969
SOLD -10 SKF @131.74
BOUGHT +120 SLW @5.73
Post-market analysis Jan 7, 2009
SOLD -246 SLW @6.64028
Sold -34 DUG @23.44 and Bought +10 SKF @104.125
2008 post-holiday market analysis

2008

Sitting on my hands prior to the holiday
BOUGHT +34 DUG @30.00
Auto bailout shakeout December 13, 2008
BOUGHT +7 SKF @128.83
Post-market analysis December 11, 2008
Post-market Analysis December 10, 2008
SOLD -100 DRYS @11.1103
Pre-market Analysis December 1, 2008
Bought +7 SKF @149.65 And Stopped out @ 144.58
BOUGHT +200 DRYS @5.33
SOLD -30 DUG @31.63
BOUGHT +3 STRANGLE TCK 100 DEC 08 5/2.5 CALL/PUT @.53
BOUGHT +30 DUG @33.70
Pre-market analysis for November 25, 2008
SOLD -120 SLW @2.90
Unloaded some more longs on this +50 points S&P500 day
SOLD -100 UYG @4.49
Pre-market analysis for November 24, 2008
The need for trailing stop: Expired November 2008 options post-hoc review
BOUGHT +1 UYG 100 NOV 08 3 CALL @.55
BOUGHT +2 STRANGLE C 100 DEC 08 5/2.5 CALL/PUT @1.62
Is the collapse of Citibank factored in the market price already?
BOUGHT +1 FSLR 100 JAN 09 70 PUT @11.90
Pre-market analysis for November 21, 2008
SOLD -1 FSLR 100 JAN 09 70 PUT @13.20
Another breakdown of a major multi-year support, are we going down, and I mean REALLY down?
BOUGHT +1 C 100 NOV 08 5 CALL @3.50
SOLD -1 C 100 NOV 08 5 CALL @3.25
BOUGHT +1 ABB 100 NOV 08 12.5 PUT @1.95
BOUGHT +1 SAP 100 NOV 08 37.5 PUT @4.20
BOUGHT +2 TCK 100 NOV 08 5 CALL @1.00
Monday after the last minute market dive, outlook for the rest of the day
The market crashed on Friday (again), now what?
Breaking out of a month-long trading range for gold and silver?
Day-after-95-point-rally-retracement still looking good
A recollection of my analysis for buying when S&P broke down to 820 today
S&P hit 820! Backed up the truck and loaded on more SLW and ABB
BOUGHT +2 ABB 100 DEC 08 10 CALL @1.55
SOLD -1 ABB 100 NOV 08 12.5 PUT @1.70
BOUGHT +1 FRO 100 NOV 08 35 PUT @4.20
SOLD -1 FRO 100 NOV 08 35 PUT @3.90
SOLD -1 SAP 100 NOV 08 37.5 PUT @3.40
Covered SLW, FRO, and WFC short puts
SOLD -58 CAF @21.69
SOLD -1 WFC 100 NOV 08 31 PUT @3.60
SOLD -1 FRO 100 NOV 08 40 PUT @7.90
SOLD -3 SLW 100 DEC 08 5 PUT @1.55
BOUGHT +4 ESLR 100 DEC 08 5 PUT @1.40
BOUGHT +4 DELL 100 DEC 08 13 PUT @1.80
SOLD -4 ESLR 100 DEC 08 5 PUT @1.60
SOLD -4 DELL 100 DEC 08 13 PUT @1.29
BOUGHT +5 SLW 100 DEC 08 7.5 PUT @3.40
Move from Certainty to Curiosity to improve your trading
20 year S&P 500 trendline actually broken months ago
My Gold and Silver markets perspective, October 2008
Hail! The rise of Republic of America!
SOLD -5 SLW 100 DEC08 7.5 PUT @4.00 LMT
Volkswagen: The mother of all short squeezes
Using Option Pain (Max Pain) to estimate stock price
Tested the pre-2000 tech bubble, 14 year-old trendline in last 2 weeks
4 automated trading development platforms for beginner to advanced traders
Another volatile week, and no sign of the bull yet
Flip-flopping Thursday
Departed TradeStation and going the Ninja Trader path
Stanford machine learning lectures and POMDP
Mid-week Positions Review, October 21, 2008
Breaking down of this week's trading range
A sign this financial bloodbath is ending soon?
Stock move estimation on expiration day based on option prices
Mid-week Market Review, October 15, 2008
Positions review after the crash in first week of October 2008
4 errors and lessons from being long just before the October 2008 crash
Bill Moyers Journal - George Soros
Dabbling in day trading again on this historic day
ESLR testing long term low
Market capitulation under way
Reducing overall market exposure according to market volatility
Back to Basics: Market sentiment via 2-line EMA on S&P500
Didn't cut losses as planned and now paying dearly
SLW and ESLR broke supports and stops
BOUGHT +58 CAF@ 28.89 LIMIT
BOUGHT +166 SLW@ 8.82 LIMIT
BOUGHT +90 DELL @16.49
SOLD -11 SKF @105.84
BOUGHT +11 SKF @102.60
SOLD -10 SKF @102.51
BOUGHT +250 ESLR @5.99848
BOUGHT +10 SKF @96.70
SOLD -83 CAF @32.35
BOUGHT +83 CAF @24.02
SLW up about 20% in 2 days
Gold and Silver vertical rise!
SOLD -386 ESLR @5.3515
Gold/Silver Miners versus Gold/Silver Price
BUY +386 ESLR @5.18 LMT
SOLD -168 SLW @9.19149
SOLD -200 SLW @9.0415
+368 SLW @8.15851
Retirement from futures trading and back to stocks
Day Trading Report Feb 22, 2008: -$690
Trading Report Feb 12 - 21, 2008: +$146
Reward Risk of Popular Index Futures
Day trading report Feb 11, 2008: No Trade
Day trading report Feb 8, 2008: +$340
Trade of the Day: Don't be afraid to get back in
-$1000 in 2 days!
Trade of the Day: Bailed out of a wrong position
Day trading report Jan 31, 2008: +$590
TRIN and support/resistance day trade strategy
Entered 4 longs for Gold at $925.7/oz
Day trading report Jan 30, 2008: -$560
Day trading report Jan 29, 2008: +$130
Double Top/Bottom and Stochastic Divergence ShowMe
First ER2 day trading Jan 28, 2008: +$240
Day trading report Jan 25, 2008: -$140
Short term retracement with stochastic strategy
Reversal with Stochastic, CCI and Keltner Channel strategy
$500 down and 2 revelations later
ER2 market fewer noise
Day trading report Jan 23, 2008: +$22
Gold closed short position: +>$1000
Day trading report Jan 22, 2008: +$1200
Soybean taking a breather for a climb or fall?
Gold hovering around $885
Day trading result Jan 18, 2008: -$400
YM day trading result for Jan 17, 2008: +$303
Soybean topping too
Automatic trading medium and long terms
Soybean move followed market today
Gold price going down? Betting on it with 4 YGG08 shorts
Day trade YM Jan 16, 2008 result: -$500
Short mini-Gold at $897.10
Work log 15 Jan 2008
Retracement entry strategy
Eye on $900 gold
Day trading YM day 2 and revised strategy
A very tiring first day of manual day trading
Soybean ready to tank?
Work log 10 Jan 2008
dual-Keltner channel strategy
Starting manual day trading
2MA w/ ADX and disappointing realization
ER2 1200 contracts / bar
Using new MA algorithm to rewrite old indicators
New moving average
Filtering out the whipsaws
Comparing data point to EMA note
200 contracts / bar the sweet spot for ZG?
3EMA High Low Close crossover long strategy
3-MA crossovers, claimed 1.84 profit factor
Activity based interval for intra-day chart
Work Log 3 Jan 2008
Gold reaches new high!
ER2 day trader's market?
Bollinger with multi-MACD system

2007

Trending and Ranging indicators
GC, YGG8, and ZGG8
Parabolic 30/60 version 2 needed
Today is Quadruple Witching Day
Introducing the Parabolic30/60 trading system