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Text of the page (random words):
michael s blog michael s blog life long learning home archives categories tags about table of contents overview michael hsia free your potential with learning for the rest of your life 67 posts 13 categories 30 tags rss my trading bot was quietly costing me 7 8 a year it took claude to notice posted on 2026 10 17 edited on 2026 10 20 in quantitative trading views waline generated through gemini on april 7 2025 somewhere near the bottom of the tariff crash my trading bot sold three of its four positions it wasn t supposed to be trading that day it wasn t supposed to be trading that week and i didn t find out for another eighteen months two and a half years ago i backtested hybrid asset allocation haa and liked what i saw steady growth small drawdowns a strategy that quietly steps aside when the market turns ugly so i put it live steady it turned out was a polite word for slow from june 2024 to october 2026 my account compounded at 8 2 a year while spy did 17 0 and the drawdown protection i d signed up for came in about 2 percentage points better than simply holding the index i didn t assume haa was broken i thought it was just sluggish and that it would surge someday so i went looking a stack of papers on tactical asset allocation each promising a way to make strategies like haa react faster or hold up better the plan was simple test the best ideas keep the winner the plan lasted about ten minutes read more is there still edge in pairs trading my framework said not here three times posted on 2026 06 01 in quantitative trading views waline ever built something so carefully that its most valuable answer turned out to be no that s pretty much the story of my last few weeks i went looking for edge in the mean reversion behind pairs trading the whole statistical arbitrage playbook and built a framework as rigorous as i could to test the idea honestly instead of flatteringly then i ran it on three different asset universes one after another and the backtest results failed me three times in a row this whole project started life as my final project for the cqf certificate in quantitative finance i passed but when i handed it in i had that nagging feeling that i d rushed it and that i could do it far more thoroughly if i actually gave it the time it deserved a couple of months later i went back rebuilt the framework from scratch and let it run on real data until it told me something i didn t want to hear this post is the story of those three rejections stocks etfs and commodity futures and why i ve come around to thinking of this carefully built framework like the manager who rejects every proposal you bring him and turns out to be right every time read more how 2 escape interactive brokers connection trap with the help of ai posted on 2026 03 29 edited on 2026 04 04 in how2 views waline photo by gemini two trading scripts one ib gateway constant timeouts picture two people trying to call the same phone number at the same time one gets through the other gets a busy signal or worse connects but hears nothing neither knows what the other is doing neither knows there is another person running multiple trading strategies through a single ibkr tws or ib gateway is almost exactly this the platform wasn t designed for concurrent connections it s a trading terminal not a message router when two strategies fire at the same time one gets data and one gets silence and the logs rarely tell you which is which i d been sitting on the fix for a while a message queue in the middle one process owning the ib connection everything else talking to it the architecture was clear in my head i just didn t have the time to build it solo now since the ai coding capability improves drastically i finally decided to open the claude code and said i have an idea help me build it this is what building with ai actually feels like read more the wheel strategy turn options into monthly income posted on 2025 01 16 edited on 2025 01 19 in trading strategy views waline extracted from website steadyoptions stock option has always been a popular way to trade due to its high leverage which allows traders to control a large amount of assets with a small amount of capital however the complexity of stock options can be overwhelming for many traders for those who are the beginners of the stock option today we re going to introduce a simple trading strategy that can help you to get started with stock options trading without much effort read more how 2 save your valuable memory and time by knowing these math formulas posted on 2024 12 16 edited on 2024 12 17 in how2 views waline cover image created through copilot calculating the arithmetic mean and the variance or the standard deviation of a dataset is a fundamental task in statistics these calculations provide valuable insights into the central tendency and distribution of the data in the linear space however it s going to be a resource intensive operation if you do these calculations repeatedly especially when dealing with large datasets to save you time and the memory on your computer we re going to explore an incremental approach to calculate the arithmetic mean and the variance or the standard deviation of a dataset read more beyond traditional grid trading introducing a new type of grid trading system posted on 2024 11 11 edited on 2024 11 12 in quantitative trading views waline cover image created through copilot traditional grid trading systems despite their popularity face critical limitations with static price levels and poor performance in trending markets also the vulnerability to sudden market gaps and the inability to adapt to changing market volatility is another huge obstacle given the promising and speedy advance in both hard and software of machine learning francesco rundo francesca trenta agatino luigi di stallo and sebastiano battiato in the article grid trading system robot gtsbot a novel mathematical algorithm for trading fx market proposed a new type of grid trading system that solves the challenges of the traditional one this system dynamically optimizes entry exit points and adapts to market conditions in real time maximizing profit potential while managing risks join me as i break down the complete process from data preparation to model training and reveal how you can implement this advanced trading strategy yourself read more how 2 explain bayes theorem without using big words posted on 2024 10 04 edited on 2024 10 06 in how2 views waline cover image created through copilot have you ever struggled to understand bayes theorem you re not alone i used to find the formal definitions and explanations of bayes theorem on wikipedia confusing and hard to grasp but after revisiting the basics of venn diagrams everything suddenly became clear let me break down the complex formula into easy to digest parts using color coding and visual aids with venn diagrams let s dive in read more supercharge your trading strategy bull bear here s how to profit posted on 2024 09 23 edited on 2024 10 01 in quantitative trading views waline cover image created through copilot ever wondered how to tell if the market is roaring like a bull or growling like a bear this article will dive deep into how these indicators perform in different market conditions comparing manual identification with indicator based methods by adding this market indicator you ll see how momentum strategies shine in bull markets while mean reversion and pair trading strategies come into play during bear markets plus we ll uncover some insights that you might never have considered while applying market indicators in your own algorithm trading script now let s dive in and uncover the secrets of the market together read more ml algo trading one pitfall you definitely need to avoid in feature engineering posted on 2024 06 28 edited on 2024 07 01 in machine learning views waline cover image created through copilot feature engineering is a make or break step in the machine learning pipeline but even seasoned practitioners can fall victim to a subtle yet devastating mistake while labeling or transforming data may seem like a straightforward task a common pitfall lurks in the shadows waiting to undermine your model s performance in ways you might not expect this often overlooked issue can lead to a phenomenon known as look ahead bias where your model inadvertently gains access to information it shouldn t have during training in this post we re going to talk about what this pitfall exactly is and how to address it read more how 2 a productive way to manage oauth 2 0 tokens posted on 2024 06 24 edited on 2024 06 28 in how2 views waline cover image created through copilot testing apis with oauth 2 0 authentication can be a complex task but postman simplifies the process by providing built in support for various oauth 2 0 flows postman seamlessly complements oauth 2 0 authentication allowing developers to easily configure settings obtain access tokens and manage token lifecycle in this post we will quickly go through this process by utilizing the postman software read more 1 2 7 2026 michael hsia powered by hexo next pisces 0 theme next works best with javascript enabled