What is this?
The S3 Open Prop Desk is the stuff I use for trading, or think should be useful. Here will be a wild arrangement of ideas that have either randomly popped out at me from experience, ones I’ve thought long and hard about, or those that I hope to one day code and trade off of. These ideas can be anything from indicator parametrization, indicators themselves, trading ideas, and so on.
It is also the place where, hopefully, S3 earns its name. It’s a wider look at the market, generalizations of trading patterns and a place where maths and physics ideas roam free. It is, truly, where there are symmetries to seek.
If you’re so smart that it’s worth writing about, why not keep it to yourself and trade it? Isn’t this just the leftovers?
I’m not very much for keeping secrets to begin with. Most fundamentally, it’s an acknowledgement that if I just come up with one brilliant idea, the fruits of it shouldn’t be mine; they should only be if I can continuously come up with new and smart ways of using the data. Also, if I am truly smart enough that any of this works, what I could do with more data, coded models and simulation power at my hands ought to be a lot more impressive.
Asking the above question to begin with also tends to disregard a fundamental aspect of technical analysis, or trade ideas in general: part of its reason for working is that a lot of people simply think it works! Enough people trade an idea, that idea becomes part of the psychology of the market that people trade, and price starts reflecting this! Why do you think people publish books on technical analysis anyway? If you create the idea that the market is trading off of, well you’d have to be pretty bad not to profit from it! You should be happy I’m not charging you for the pleasure!
Finally, my ability to trade a lot of advanced strategies isn’t what I wished it was, but the reason I have a lot of physics under my belt is that I’m pretty good at toying with ideas and mathematically manipulating models of systems I would never hope to see in front of my eyes, so this is right up there into “feasible” territory! Trade ideas sure beat electron spin resonance or anything I’ve forgotten about thermodynamics in the applicability department!
Should we have any expectations whatsoever on this page?
Not really. Quality and mathematical background will be high and low, same goes for financial background. It’s a place where I brainstorm about general ideas (so don’t go checking here for the latest moves on XAU/JPY) and try my hand at applying thoughts well out of the box. It’s the proving grounds for my mind and the test of whether an idea is good enough to be enshrined in non-moving electronic code for the world to see. Do not come here regularly though, that’s what the blog is for.
If you find any value on the OP Desk, feel free to take it. If you feel I’d make more value on your desk, know that I’m open for that, too. Just follow the contact procedures set forth in the Pit Etiquette or Hire me? sections. If none of the above apply, please feel free to let me know as well and what can be done to remedy the situation. This is the place where I’ll apply cutting edges of publicity to the roughness of ideas, and naturally I’ll only see afterwards if they’re glass or diamond. Your comments and thoughts help greatly with that. Pride is nonexistent here.
Welcome! More coming shortly!
Technical Analysis Origination:
Technical Analysis Application:
- Not that spectacular, but occasionally things do happen here that are worthy of note.
- Some old papers still need to be scoured through. Hoping the ideas in this department make the cut. But:
- My approach to evaluating long-term required rate of return on equities for an economy, originally blogged on 15/10/2014.
- Hong Kong monetary base component data and how they impact the HSI, originally blogged on 28/10/2014 and 30/10/2014.
Trade and Investment Ideas:
- Some warming up will be warranted, but this is the main reason I have enough money to have the time to trade! Something has to be worth writing about…
- Shareholder Benefits Index creation ideas for Japan, originally blogged on 07/10/2014.