Chris Donnan : Programming – Brooklyn Style

15/10/2007

Too Busy

To the point – I have been too busy to post lately. That said – it has made me evaluate what is IMPORTANT that I do day to day that I cannot miss:

  1. See Wife – in the morning, but at least some time before she goes to bed
  2. See Kids – in the morning before work, at least for some time before they go to bed
  3. Work - lately – all day and some of the night, this has been dominating lately
  4. Go to the gym – 3x per week minimum
  5. Eat right (it takes time to prepare healthy food vs “quick” food)

Just about anything else is in the back seat. One of the daily items that i have continued to find beyond valuable is the practice of writing out my goals – both long term and short term every day. I also ALWAYS work from a prioritized list of tasks to do. These basic items are my basic keys to keeping everything in perspective – my long and short term goals, as well as allowing me to “focus on high value tasks”.

It is too easy to let the fun, urgent or otherwise interesting items get in front of the high value, important items we need to do day to day.

What else have I been able to eek in here and there??

  • Reading -  Option Volatility & Pricing: Advanced Trading Strategies and Techniques
  • Writing – this months E-forex magazine has an adaptation of my earlier article for Automated Trader specialized for forex – here. (OK – I wrote this a few months ago when I was not so busy)

Stochastic Fill Engines (and other fun)
The current issue of E-Forex magazine has some interesting writing about “backtesting engines”. I spent a lot of time in the past on writing customized backtesting software. One of the more interesting items they mention is something “stochastic fill engines”. This is a piece of software that needs to simulate fills. It is something that we touched on but never perfected… They also mention the importance of a real multi-threaded backtest engine – hard to do – yet very valuable.

Tradestation

This issue also has an interesting article about a FX trading  “systems desk”. These guys mention they prototype in Tradestation and then move it over to a “real system environment”. Man o man can I relate. I spent YEARS writing Tradestation systems and then trying to get them out of tradestation – LOL. I will say that Tradestation does do a good job of letting you prototype trading system ideas fast. It does a BAD job of letting you abstract away from it. You wind up writing your systems in C++ – but they are STILL coupled to Tradestation often.

.. There it is – I got out my blabber – back to work.

-Chris

Filed under: programming — chrisdrop @ 12:35

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