“A person who cannot give up anything, can change nothing”
I am Singaporean guy. Have been developing trading systems for more than a decade. Love trading the markets. Enjoy coding with coffee, minus the debugging). Love cats and animals especially furry ones. Used to be pretty involved in basketball.
This blog is meant to keep myself focused in doing my market analysis, trade logging & reviews. If you find the analysis useful or hold different opinions, pls let me know. Alternative views keep me from being blindsided.
Updates [25 Dec 22]
Am currently working on PennyTurtle, an equities trading system which trades off Social Media feeds & Market Themes (short term exploitation of pump & dump price action). Looking to adapt it for other markets and a more volatile regime in 2023.
If you are interested in ML or system trading, I am looking for collaborators on a previous work which I have left untouched for quite a while. Event-based Trading (quantitatively searching & creating predictable events using price & alternative data and predicting the events using ML models).
Markets are changing, technologies are advancing. “Re-globalization” is creating inefficiencies and long term trend shifts where established norms no longer holds (f* your traditional data analytics). I am expecting these inefficiencies/shifts to translate to a more volatile market but yet at the same time could trend strongly. Be nimble, be able to switch view. Do not be stubborn.
At the same time, advancement in NLP seems to be finally getting practically useful for trading. e.g. audio transcription using Whisper for real time news announcements. Alternative data can be really useful. Ok maybe its been here for a while, but I can finally apply it without delving too deep into the underlyings.
Anyway do contact me at oem@deeplearntrading.com if you are interested in working together on any of the above!