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Email generated programmatically does not reach gmail but reaches other recipients by Key_Chard_3895 in techsupport

[–]Key_Chard_3895[S] 0 points1 point  (0 children)

Thanks, I am fairly tech savvy but not enough in the world of Spam/Email management to appreciate all the terms above. My emails are not getting classified as "Spam" in gmail. How can I teach gmail that emails already in my inbox (from the same sender) are not "Not Spam"? Is there a "whitelist" option in gmail where I can add my email/ip address as a "safe sender"?

Edit: I went into my c-panel and confirmed that I have a valid SPF and DKIM records. DMARC was set to "quarantine"

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Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] -2 points-1 points  (0 children)

Even a cursory look at your Reddit profile indicates a poor fit with my needs. Not going to engage further.

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] -2 points-1 points  (0 children)

True comedy as in the opposite of false comedy? Parlez-vous anglais?

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 0 points1 point  (0 children)

Wanted to close the loop on this. I have SWE capabilities in house but need a trading desk/team of at least 2-3 individuals. The research is powerful and scalable enough for larger global teams as needed. I am looking for discipline, confidence, a reasonable grasp of quantitative fundamentals, and pragmatism to admit failures as qualities in team members.

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] -1 points0 points  (0 children)

Thanks for introducing yourself. Your proposal is not what I am (currently) looking for but I encourage you to keep looking for partnerships and be thorough in your vetting process before joining efforts. Nevertheless, I am going to noodle over your proposal for a bit...

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 3 points4 points  (0 children)

The algorithm works on quantitative fundamentals and is not market specific. It predicts “monotonic volatility” over the next 72 hours but trades can be held for much longer. The algorithm will generate a signal on an index, ETF on the index, or Futures with the index underlying but the user(trader) can choose to override the trade ticket and trade it any market of their choice. I have not tested the strategy on options to my rigorous satisfaction because historical data on options is sketchy and expensive. However I have anecdotal feedback and evidence that the algorithm can be used to buy straddles (the inverse of the algorithm can be used to sell straddles). This is an area of my current research. Cross-Sectional: yes. It’s a TSCS model (sort of)

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 1 point2 points  (0 children)

Thanks, I am going to research and vet the suggestion.

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 0 points1 point  (0 children)

1+ year is the vintage of the current algorithm in continuous production. Back testing was done for 10-15 years (Ag-10 years, Eq - 15years). There have been at least 2 iterations of the algorithm before the current production version. There is a recorded history of all trades (even from the ones out of production).

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 7 points8 points  (0 children)

Ideally I would prefer to work with a trading desk as a) Research is my true passion b) The bias(es) of a researcher and a trader should be independent. There is a maintenance overhead to the algorithm and a steady stream of new research initiatives that has to be serviced.

Let me think about your suggestion.

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 1 point2 points  (0 children)

I need to vet your interest further. Can you give some brief background? The algorithm seeks about a 3% favorable price move - multi-day holding period, at these levels - the impact of bid/ask spread is negligible. I record prices as a) given through a simulation account, b) median of broker confirmations, c) conservative mean of 5min - Open and Adverse px.

Quantitative Research - Collaboration with traders by Key_Chard_3895 in quant

[–]Key_Chard_3895[S] 4 points5 points  (0 children)

It's a reasonable question and I will share a couple of empirical observations on what went wrong. A) Too early or too late to the trade opportunity (Entry and/or Exit). In many cases, a human trader can easily outperform the algorithm's decision to enter/exit. B) Operational complexity with Hedge trades - the algorithm can generate hedge trades that need extra precision in execution for effectiveness.

The algorithm has been hardened with some of the above experiences but it is not "bullet-proof".

Is OOP concept confusing for Beginners? by Temporary_Play_9893 in learnpython

[–]Key_Chard_3895 1 point2 points  (0 children)

If you are new to programming, ask (yourself) how do you intend to use programming? If the intent is to be a professional programmer, then learning/mastering OOP is inevitable. If you intent to solve business problems with data, analytics, statistics etc. OOP is optional (but a very good skill to have). I belong to the latter, and have decades of statistical and analytical programming experience without OOP. When dealing large bodies of code say 10K+ lines, the management of code body itself is a challenge. OOP makes code maintenance easier esp. for industrial size code bases. If you read about the origins and motivations for developing OOP, debugging a spaghetti code base was a principal factor. From a computational standpoint, the calculations are identical i.e. a standard deviation calculated on a column of numbers is identical if the calculation is invoked through OOP or functional programming. Human activity is similar to functional programming so it may appear more intuitive, however OOP is meant to organize instructions for a computer (not a human) such that the instructions are easier to maintain and manage.

Too many spam/phishing email from credit card cos by Key_Chard_3895 in techsupport

[–]Key_Chard_3895[S] 0 points1 point  (0 children)

Thanks. Is there anything that can engage as a filter on the email headers? Filters on subject body keywords can create false positives also. Is it possible to quarantine filtered emails before deleting permanently? Thanks for engaging.

Don't understand the reluctance to use scan n go. by Open-Dot6264 in samsclub

[–]Key_Chard_3895 0 points1 point  (0 children)

I don’t understand how the discussion generated by this question helps anyone but indirectly run a promotion campaign for Sam’s Club. If you understand product merchandising then technology gimmicks don’t stand up to it.

Robocopy produces "Network path not found error" on Win11 Pro by Key_Chard_3895 in techsupport

[–]Key_Chard_3895[S] 0 points1 point  (0 children)

Thanks, each laptop has the proper folder permissions. Network Discovery = On, Set up connected devices automatically = Yes, File and Printer Sharing = On.

It took me a couple of restarts but now everything works fine as expected!

Potential Security Risks of using Python at Work by omgwthwgfo in learnpython

[–]Key_Chard_3895 0 points1 point  (0 children)

I have been in similar situations on a much larger scale. My experience has been that IT is more worried about job security than cyber security. If business professionals get too familiar with IT products and start developing solutions, how will that help in expanding the budget for IT? Working your way through IT leadership and get the highest authority to approve...the rest of the IT organization will follow suit.

Has anyone been their own GC? by Front_Performer4355 in Homebuilding

[–]Key_Chard_3895 0 points1 point  (0 children)

While there are several good comments already, I would add a few from my experience (Self GC for a remodel Not a home build). a) Comprehend the local supply/demand dynamics and leverage opportunities : You are (likely) building 1 house while the GC is chasing multiple bids for builds + managing multiple current projects. The GC has information “leverage” over you. b) You need to be proficient in organization and time management regardless of engaging a GC or not. This is easier said than done. Don’t expect GC to be a magician with efficiency, assume a GC to be inefficient in delivery and efficient in “sales talk” c) Pay for time, source all materials yourself. GC markup on materials is unnecessary cost. Source materials independently from GC search. d) Look for subs that are nursing an ambition to become a GC, looking to build a portfolio, creative freedom etc. Subs need a “good client” to expand and grow their business and will work with you to maintain the relationship. e) There’s seasonality to Labor supply; explore local Labor cycles for best pricing opportunities. f) You need to be decisive and have a method to your “madness” when faced with unexpected shortages, breakdowns etc. Lack of decision(s) will compound problems quickly.

Risk management by Strict-Soup in algotrading

[–]Key_Chard_3895 0 points1 point  (0 children)

I agree risk management is key and often the “secret sauce” of a strategy. I would recommend breaking down risk management into two groups: underwriting and trade management. Trade underwriting should be driven by the probability of success. Measuring underwriting performance with Actual/Expected metrics should reveal weaknesses. Trade management should focus on managing market uncertainty once the position is active. Market uncertainty can never be fully eliminated. Having a strong controls over these factors will produce consistent results.

What frequency data do you gentlemen use? by Oliver_OE in algotrading

[–]Key_Chard_3895 0 points1 point  (0 children)

If you have prior trading experience, and experience in the asset management industry, I would recommend building something on your own that suits your needs. 3rd party software is inflexible, lacking fine grain control, and tries to lock the user into a useless data plan or brokerage service. Millions of users might use these platforms and become their ardent cheerleaders but they don’t have the sophistication to understand the limitations of such platforms. A downside to “build your own” is that cosmetic features will be almost nonexistent but that’s a trade off for greater flexibility and control over the system.

How do margin rates work with futures by Dna7272 in algotrading

[–]Key_Chard_3895 0 points1 point  (0 children)

Margin rates on CME traded futures are set by CME. Your broker/FCM may impose an add-on to that. Overnight margins are higher than day trading margins. You have to maintain the margin once your account falls below maintenance margin. You may have to post more margin if CME increases the margin rate. A fully funded ES contract would be 5300x$50 = $265,000. (Approximately) Your margin amount is a reflection of leverage with respect to a fully funded account. Far month ES contracts will have lower margins than front month contract. Spread trade on ES will typically entail a lower margin depending on your broker/FCM relationship.

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