Link List :: 2024-10-08

- Book list covers various topics in trading, finance, and programming
- General trading books:
    - "Advances in Financial Machine Learning" by Marcos Lopez de Prado
    - "Trading Systems and Methods" by Perry J. Kaufman
    - Ernie Chan's books on algorithmic trading
- Portfolio management:
    - "Quantitative Portfolio Management" by Michael Isichenko
    - "Advanced Portfolio Management" by Giuseppe A. Paleologo
- Market making and trade cost analysis:
    - "Algorithmic Trading: A Practitioner's Guide" by Rishi K. Narang
- Strategy optimization:
    - "Experimentation for Engineers" by Aparna Oruganti
    - Timothy Master's books on statistically sound trading strategies
- Statistical arbitrage:
    - "Statistical Arbitrage" by Andrew Pole
    - "The Modern Spirit of Statistical Arbitrage" (article)
- Volume price analysis:
    - "A Complete Guide To Volume Price Analysis" by Anna Coulling
    - Books on order flow and volume profile trading
- Macro/cycle analysis:
    - "Mastering The Market Cycle" by Howard Marks
- Risk management:
    - "Value at Risk" by Philippe Jorion
- Regime change:
    - "Detecting Regime Change in Computational Finance" by Carl Chiarella et al.
- Books about traders:
    - "The New Market Wizards" by Jack D. Schwager
    - "Pit Bull" by Martin Schwartz
    - "Reminiscences of a Stock Operator" by Edwin Lefèvre
- Peter L. Bernstein's books on economic history and risk
- Tail risk management books by Vineer Bhansali
- Trading platform and HPC:
    - "Developing High-Frequency Trading Systems" by Juanjo Ruiz
    - "The Art of Writing Efficient Programs" by Fedor G. Pikus
- General programming:
    - "Joel on Software" by Joel Spolsky
- Refactoring:
    - "Tidy First" by Kent Beck
    - "Five Lines of Code" by Christian Clausen
    - "Naming Things" by Sergey Golitsynskiy
- Rust programming:
    - "Rust Brain Teasers" by Ferris the Crab
    - "Rust Atomics and Locks" by Mara Bos
    - "The Rust Programming Language" by Steve Klabnik and Carol Nichols

Mick Colburn, a trader on X, shared an interview he liked with @TradesTurbo and @RealSimpleAriel. The interview discussed a trading strategy that uses a 50-day Moving Average (MA) / ATR multiple rule, which reminds him of what @jfsrevg speaks about. Colburn believes it's worth looking into as multiple successful traders have endorsed the strategy. He shared the tweet with his followers and encouraged them to check out the interview on youtube.com.

- Slide design:
    - Minimize text, use bullet points
    - Large font size
    - Avoid distractions and animations
    - Simplify and enlarge code samples
    - Use high-contrast, light theme for code

- Audience engagement:
    - Interact with audience
    - Use shows of hands
    - Ask simple questions
    - Ask questions you know the answer to

- Talk delivery:
    - Use humor
    - Be cautious with live coding
    - Manage voice rhythm and tone
    - Have fun while presenting

- Practice:
    - Practice repeatedly
    - Record and critique yourself
    - Practice standing up
    - Learn key points instead of scripting
    - Use speaker notes
    - Practice timing

- Managing Q&A:
    - Be comfortable saying "I don't know"
    - Suggest private conversations for complex questions
    - Politely dismiss inappropriate questions

- Content preparation:
    - Brainstorm ideas
    - Organize thoughts
    - Write a blog article as reference
    - Create slides last

- Remember:
    - Guidelines are subjective
    - Experiment to find what works for you

- UV is a Python packaging tool written in Rust
- Aims to be blazingly fast and a single binary blob
- Goal: become the only tool needed for Python projects
- Initially reimplemented virtualenv, pip, and pip-tools functionality
- Kept core features in UV pip and UV VF namespaces
- Version 0.3.0 aims to replace workflow tools like PDM, Poetry, or Rye
- Now a complete workflow tool, addressing Python's biggest criticism
- Can potentially be the only tool needed to work with Python projects
- Downloads Python interpreters from Gregory Szorc's standalone builds
- Standalone builds are single directories with complete Python installations
- UV uses Python installations transparently for virtual environments and commands
- Aims to simplify Python environment management for new programmers
- Standalone builds may have quirks due to Python's resistance to such builds
- UV allows running a local mirror of Python versions
- Some users may prefer official Python builds for production environments

- Repository of quantitative analysis tools for financial markets
- Covers backtesting, options analysis, correlation studies, and Monte Carlo simulations
- Includes tools for:
    - Backtesting trading strategies
    - Correlation analysis between financial instruments
    - Financial analysis and visualizations
    - Macroeconomic analysis
    - Options analysis and Greeks calculations
    - Monte Carlo simulations
    - Stock performance analysis
- Each script can be run independently
- Most scripts prompt for user input (e.g., ticker symbols, date ranges, parameters)
- Requires Python 3.x and libraries:
    - yfinance
    - pandas
    - numpy
    - matplotlib
    - scipy
    - scikit-learn
    - pandas_datareader
    - backtesting
- Dependencies can be installed using pip
- Open for contributions and improvements

- Witold1 is involved in analytical projects, blog comments, and DataViz products
- Open to collaboration on projects requiring joint expertise
- Provides recommendations for data sources and processing
- Currently works in Sales-Strategy-Operations and Business Intelligence at a Midwestern USA automotive company
- Boosts sales of niche cars with data-driven strategies
- Contributes to analytical infrastructure
- Previously worked in Business Intelligence and Data Services at a leading North America automotive FinTech-F&I Platform in metro Detroit
- Prior experience in Advanced Analytics and Data Science at a prominent R&D Intelligence consulting firm in Europe
- Proficient in Python, Git, GitHub, GitLab, Bash/Shell/PowerShell, Atom, Jupyter, LaTeX
- Developed a Python pipeline for 3D visualization of LiDAR datasets (2023)
- Created geospatial visualizations of parks and parkings (2023)
- Analyzed mixed dataset containing texts, geo-locations, and web search trends (2022)
- Visualized trends in CAV and AV testing operations (2022)
- Analyzed subway usage dataset (2022)
- Implemented data-analytical pipeline for 'Detroit Crime Space' (2020)
- Developed a highly-rated data exploratory notebook for Kaggle's Generative Dog Images GAN competition (2018)
- Built a baseline for text classification in Changellenge CUP-IT 2019 case competition (2019)
- Completed a test task for a European BigTech company (2018)
- Implemented a minimalistic pipeline for Patent Analysis (2019)
- Analyzed people web messenger chats data
- Developed custom web parsers and crawlers for various data extraction tasks

It appears that the conversation is about summarizing conversations, specifically asking if there is a model that can summarize conversations by any chance.

The user, custodiam99, has shared an example of a model called LM Studio Standard, which takes in a large input (~100 000 letters to the last punctuation mark) and generates a summary. The original post also mentions a conversation about summarizing conversations.

Another user, Southern_Sun_2106, is asking if there is a model that can summarize conversations, specifically for Reddit discussions.

The comments section has some discussion about this topic, with custodiam99 mentioning that they don't have a specific model in mind but are interested in exploring the idea. There are also some general questions and discussions about summarization models and their capabilities.

Overall, it seems like users are looking for ways to improve conversation summarization, and are open to exploring new ideas and technologies.

- MarketAgents: agent-based market simulation framework for modeling microeconomic interactions
- Features double auctions, market dynamics tracking, and extensible agent behavior modeling
- Aims to study role of news/information processing in virtual financial market pricing dynamics
- Uses large language models to implement realistic economic agent behaviors:
    - Information/communication beyond prices
    - In-context learning mimicking human behavior
    - Bounded rationality through context management
- Based on Vernon L. Smith's Microeconomic Systems framework
- Key components:
    - Environment: defines agent characteristics
    - Institution: specifies rules for communication/exchange
- Implements double auction market mechanism
- Three agent types:
    - Zero Intelligence: random behavior baseline
    - Lookback Bayesian: uses historical data
    - LLM Agents: leverage language models for complex reasoning
- Institution class governs rules/structures of economic system
- Commodity class represents traded goods/services
- Uses ACL message protocol for agent communication
- Context memory framework for agent learning/adaptation
- Group Message module for multi-agent discussions/debates
- Information Board for centralized economic news/stats
- Social Network Graph models agent interconnections
- Market History stores comprehensive market data over time
- Simulation Database integrates all data components
- Core modules: MicroeconomicSystem, Environment, Institution, Agent, Buyer, Seller, Commodity
- Market mechanisms: DoubleAuction, OrderBook
- Data collection/analysis: SimulationDatabase, MarketHistory, AgentMemory
- Additional components: Language, AllocationRules, CostImputationRules, AdjustmentProcessRules, Trade

This video is a tutorial on how to create 3D elevation and river maps using the rayShader package in R.

Here is a summary of the steps involved in creating a 3D elevation river map of Switzerland using the rayShader package:

Install and load the necessary packages.
Fetch the national boundaries and in this tutorial, we will be creating the 3D elevation river map of Switzerland.
Fetch the Rivers Data from the hydr database.
Load this into our.
Determine what exactly are the orders of rivers that exist for Switzerland.
Simplify making sure that this is going to be an SF object.
Transform so transform into this new coordinat reference system for Switzerland.
Fetch the digital elevation model and for that purpose, we will be using once more the elevator package which has a convenient function get L rer for getting for any part of the world.
Transform this into a tera rust object.
Reproject this one into that cordance reference system that we use.
Zoom out using now 75.
Render and then save our object as an image.

- This repository implements 4 agentic patterns defined by Andrew Ng in his DeepLearning.AI blog series
- The 4 patterns are:

- Reflection Pattern 🤔
    - Basic pattern providing surprising performance gains
    - Allows LLM to reflect on results, suggesting improvements
    - Implementation available in notebook and ReflectionAgent class
    - YouTube video available for explanation

- Tool Pattern 🛠
    - Provides LLM with ways to access outside world
    - Tools can be built for various purposes (e.g., Wikipedia access, YouTube video analysis)
    - Key component of agentic applications with endless possibilities
    - Implementation in notebook, ToolAgent class, and Tool class
    - YouTube video available for explanation

- Planning Pattern 🧠
    - Enables LLM to break tasks into smaller, manageable subgoals
    - ReAct technique is a prime example
    - Implementation in notebook and ReactAgent class
    - YouTube video available for explanation

- Multiagent Pattern 🧑🏽‍🤝‍🧑🏻
    - Used in frameworks like crewAI or AutoGen
    - Divides tasks into subtasks executed by different roles
    - Example roles: software engineer, project manager

The article discusses the "Islands Architecture" pattern, which involves using a combination of server-side and client-side rendering to build single-page web applications. The author experimented with this approach using hypermedia, specifically htmx, a JavaScript library that enables building modern user interfaces with simplicity and power.

Here are some key points from the article:

1.  **Islands Architecture**: This pattern involves breaking down a single-page application into smaller, focused chunks of interactivity within server-rendered web pages.
2.  **Hypermedia**: The author chose htmx as the hypermedia library for this project because it provides access to AJAX, CSS Transitions, WebSockets, and Server Sent Events directly in HTML using attributes.
3.  **Service Worker**: The service worker is used to handle requests from the client-side and interact with the server. In this example, it's responsible for sending data to the server when the user submits the todo list.
4.  **Client-Side Rendering**: The client-side rendering is handled by htmx, which generates the HTML for each "island" of interaction.

The article also discusses some alternatives to using htmx, including:

1.  **Mavo**: A new approachable way to create web applications that explicitly focus on this use case.
2.  **HyperCard-esque App**: Building a whole application visually using a tool like HyperCard.

Overall, the author concludes that building a single-page app with htmx was fun and allowed them to experiment with a new technique. They hope to encourage readers to try using their tools in unexpected ways.

Rivers curve because of a process called meandering.
Meandering is caused by a disturbance in the river's flow, such as a burrow from a muskrat.
The disturbance causes the water to flow faster on one side of the river than the other.
This faster flow erodes the bank on the outside of the curve, while the slower flow deposits sediment on the inside of the curve.
This process continues until the river has formed a large S-curve.
The S-curve is called a meander.
Meanders can be found all over the world, in rivers of all sizes.
The length of a meander is typically about six times the width of the river channel.
Meanders can eventually become so curved that they loop around and form an oxbow lake.
Oxbow lakes are crescent-shaped lakes that are left behind when a river changes its course.