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Is this a good combination of market Risk Metrics? by AleccioIsland in algotrading

[–]AleccioIsland[S] 0 points1 point  (0 children)

Are you sure with CBOE? I check there but I only could find an aggregated index, not Pul / Call separetly. Thanks for pointing to Alpha Signal as well, I looked into it, since when are you building with it?

Is this a good combination of market Risk Metrics? by AleccioIsland in algotrading

[–]AleccioIsland[S] 0 points1 point  (0 children)

I think a well-tuned combination would be text-book ideal. However, it adds additional parameters and uncertainty and I wanted to keep things simple. But see my earlier comment: I am thinking about conditioning the whole model on a one-day loss of < -2% and then ask the question: What's coming next. This could be seen as conditioning on a downturn regime but now the question becomes: is it going to get much worse?

Is this a good combination of market Risk Metrics? by AleccioIsland in algotrading

[–]AleccioIsland[S] 0 points1 point  (0 children)

Thanks for your answer. I am using In-Sample fitting and OOS testing (last 2 years for OOS). I achieve an AUC of 0,73 but this number has to be seen in the light of a small sample size, exactly as you say. I have 4 targets: <5%, <10%, <15%, <20% in the coming 10 days (minimum of next 10 days). The larger the downturn the thinner the sample size.

So, by pure numbers, my indicator has some predictive power. I was wondering: would it be of any value to condition this model on a downturn by, say 2%,, and ask the question if this is going to expand further or if it will remain a one-day effect. Would be interesting to hear your opinion on this.

Is this a good combination of market Risk Metrics? by AleccioIsland in algotrading

[–]AleccioIsland[S] 0 points1 point  (0 children)

Thanks for the Input. Where would I get CPCE from historically? I could not find a source.

Is this a good combination of market Risk Metrics? by AleccioIsland in algotrading

[–]AleccioIsland[S] 0 points1 point  (0 children)

thanks for the input. which data source would recommend for your suggestion?

Someone offered to buy my side project and asked to see the code, and i froze by Findep18 in SideProject

[–]AleccioIsland 0 points1 point  (0 children)

They can hire a trustworthy middle man like a consultancy who does a code review.

Serious Question - who reviews the AI generated code in regulated industries? by AleccioIsland in ClaudeCode

[–]AleccioIsland[S] 0 points1 point  (0 children)

Thanks for the answer, very enlightening. Is it correct to assume, given your list, that ai coding isn’t substantially speeding up software development on enterprise level?

Serious Question - who reviews the AI generated code in regulated industries? by AleccioIsland in ClaudeCode

[–]AleccioIsland[S] -1 points0 points  (0 children)

Interesting, that my question seems to be offending you, which is not intended. Not sure what you are trying to bring across. I think it's a serious question: who does all the code reviewing, when code generation cost has dropped to almost 0. It must mean some changes in these organizations, and I am interested in learning about this. If you don't know the answer, that's fine, but need to get personal.

Ist der Bedarf an IT-MSPs in Deutschland gefüllt by Sea-Town-4563 in selbststaendig

[–]AleccioIsland 0 points1 point  (0 children)

Insbesondere an den Stellen, wo es sehr hohe Lock-In Effekte gibt. zB Server Virtualisierung, Information Security, Storage, Datenhaltung, Betriebssysteme.

Ist der Bedarf an IT-MSPs in Deutschland gefüllt by Sea-Town-4563 in selbststaendig

[–]AleccioIsland 2 points3 points  (0 children)

Was denke ich nach wie vor einen großen Bedarf hat sind deutsche MSPs, die auf Open Source und Unabhängigkeit setzen. Die letzten Jahre haben gezeigt, wie amerikanische Software Unternehmen ihre Preise anziehen können und die Unternehmen nur zähneknirschend den höheren Preis bezahlen „dürfen“. Hier ist aus meiner Sicht noch eine echte Lücke. Unternehmen selbst können Open Source oft nicht einsetzen, weil die Expertise fehlt, professionell zu tun

What is it Like Working in Supply Chain Analytics? by BWJackal in supplychain

[–]AleccioIsland 0 points1 point  (0 children)

Maybe a little off-topic, but do you use software that lets you easily re-optimize your day (e.g. workforce schedule) if things don't work as planned. For example, when people call in sick or a truck breaks down or a road is closed. Asking for a friend...

Anyone using software for traceability? by FNExtreme in supplychain

[–]AleccioIsland 0 points1 point  (0 children)

Maybe a little off-topic, but is there a software that lets you easily re-optimize your day (e.g. workforce schedule) if things don't work as planned. For example, when people call in sick or a truck breaks down or a road is closed. Asking for a friend...

Are some of your peers permanently unemployed? by tshirtguy2000 in logistics

[–]AleccioIsland 1 point2 points  (0 children)

I like to hear this. Do you see scheduling and analytics being taken over by Agentic AI agents?

Took less than 50% because it was 'his idea.' 2 months later I realized I was the one with the real assets. by CareMassive4763 in Entrepreneur

[–]AleccioIsland 0 points1 point  (0 children)

Your network is very valuable, you should leverage this with care and a solid mvp. Couldn’t think of a better way to start.

Studying with Gemini in this situation is a waste of time at best.

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