[The Boss] Good News: Big Speed Boost and a Tip!
Corona Del Mar, CA
Howdy Friend!
I hesitated picking up the phone yesterday. It was a NY number, and I knew what that meant.
Microsoft was calling me, and they always waste my time.
I muttered something nasty under my breath, but something told me to pick up this time.
On the other end was a friendly voice who said he was calling to make sure we're completely taken care of -- no more BS.
We decided to test him. Ruud (the manager of the programming team) told him how it takes forever to add new computer cores.
The guy from MSFT said "no problem" and we were approved for another additional 1024 cores within a couple hours. We have a total of 2560 (2048 + 512) computer cores that can be whipped into automatically creating trading strategies from scratch.
That's just a few hundred under the size of the network for the Star Wars movies.
Now we're in a great position to implement the new Vertical Blinds method.
That allows for two really cool features.
First, we can split up the data into sections, and then stitch the back test results together, resulting in MUCH FASTER tests...think of it like pulling on the string on vertical blinds:

The second really cool feature of the Vertical Blinds method is that you can have multiple out of sample areas instead of just at the beginning and end of a test.
Normally a back test looks like this:

Now it can look more like this with multiple out of sample (test) areas:

Having multiple areas for in sample/out of sample allows for a much more stable comparison of in-sample vs out of sample since you're averaging the different areas...
...which ultimately means you extract more fungolas outta the markets and into your trading account!
Note to self: Pick up the phone more often.
Have a great weekend!
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Disclaimer: The results listed herein are based on hypothetical trades. Plainly speaking, these trades were not actually executed. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under (or over) compensated for the impact, if any, of certain market factors such as lack of liquidity. You may have done better or worse than the results portrayed.
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