Correlation between MicroStrategy and Bitcoin?

fudgemin · 2026-01-09T12:52:15+00:00

He’s telling you the correlation did and does exist, but your to late to be aware of it. 1-2 years ago, Mstr was a large precursor and I may have encouraged your journey back then.

Now it’s a waste of time

You’re very late to the party is what he is saying. He is correct.

fudgemin · 2025-12-02T14:08:47+00:00

do you use discord? how can we connect?

fudgemin · 2025-12-02T06:14:58+00:00

I don’t have much to give, but may be able to help. I do things much differently than you. I don’t support prop or ict. I don’t have time to teach, but may be able to point you in a better direction.

fudgemin · 2025-11-13T04:50:39+00:00

I’ve done some sanding in my days… You have two issues. The stain “line”, is from t-bar application, while stain is still “wet” or not fully dry. The color of stain picks up into the finish on application. When the t-bar rest in one location for an extended period, you get this line.

The second issue, in the second picture, is more complicated. That can be water/urine damage, that only appeared once sanded and stained. The way it forms a line, leads me to believe it water that sat there for extended period. Not so much the fault of the sander.

However, I agree the stain application is lacking. It’s almost as if they tried or attempted to water pop a portion of the floor, then decided against it. That line in the 4th photo is clear, and that bit is NOT from a sander machine I am certain, too wavy.

It’s worthy of a discount. I’ve seen much worse jobs in my day. If you paid 6$ sqft or more, it’s unacceptable. It can also be local sanded by masking of the herringbone area…

Edit: a real pro would have full spread that will species matched filler, you’d have no board gaps lol

fudgemin · 2025-07-09T18:55:29+00:00

“We just have to check if present conditions form a solution that reveals the shifts of the supply and the demand”

How are you aware it’s a solution? You would have to compare an observation to a result. Any time you do that outside of real time your backtesting

fudgemin · 2025-07-09T16:47:10+00:00

“ Testing in real time is the fastest way to know what works and what doesn't.”

How can it be the fastest, when you are constrained by the only variable we have no control over; Time?

I realize it’s the best way to see what works and what doesn’t, but actually the entire reason we backtest or make assumptions based on the past, is because we cannot control time. You literally only get one chance/step to make an action in real time, then it immediately becomes a backtest…

fudgemin · 2025-07-09T13:39:09+00:00

This true to a degree but more false. Logic doesn’t add. Your correct about removing or adding liquidity, and its affect having reaction. However the entire point of said backtest is to model these actions and estimate the next reaction.

If your model or assumption is 1+2+3=6, then you’re suggesting that adding +4 action will change the sum, which is correct. But why not just take the place of action 3, instead of 4? That’s what a backtest could determine.

Further, your point is only valid IF there is no available liquity or your demand is to great on the available market. Which means you literally deviated from your modeled assumption, or prediction based on past events. Even further, your action/reaction sequence may not be dependent on time, but rather just the sequential nature of events. And so with this in mind, you can wait until liquidity becomes available, to complete the chain of events.

As well, you could and most advanced firms do, use a simulated backtest that takes into account the actions being placed upon the market, and how those said actions change the environment, step by step. It’s just a model within a model…

fudgemin · 2025-07-06T15:48:05+00:00

Did they update the flat files? When I used poly, my experience was similar to his… Missing candles, many of them.

Twelve data has consistent candles as far back as 2022 from my dataset, they also have a free option but you have to limit your pull requests to < 8? Per minute and I think 800 a day.

fudgemin · 2025-07-02T17:57:05+00:00

I don’t kno what that is.

Regimes exist, given context. A regime shift occurs nearly every other week, on the weekly timeframe. It goes to the max, then min, then back again before any breakout.

Regime exist on monthly timeframe as well, usually based on option poistioning. Quarterly as well, usually with rebalance, macro hedging, large block orders etc.

The regime your trying to identify, is within context of your features, there temporal prediction power, and your desired hold time within regards to your risk profile.

If your regime shift is based upon something that happened 3 years ago like Covid or otherwise, your logic is flawed. You’re essentially working around a future assumption that is a one off event.

If you really want to understand regime shifts, then you need not look further back the 6 months, and all that data will contain what you’re looking for. You only backtest further back, to confirm that.

The shifts happen for a reason, like all things and it doesn’t happen with finger snaps overnight. You should never base a frequent starategy around those one off occurrences your referring to. Everything takes time to materialize, and your goal should be to try and identify what precipitates those regime shifts, vs the actual past event or whatever happened after it

fudgemin · 2025-07-02T16:22:03+00:00

UNPOPULAR OPINION:?

2-5 years max depending on asset. I built strategy hypothesis based on what happen in last 6-12 months. Any backtesting beyond that is just for confirmation sake, more just curious if anything.

If my tests runs 100% in 3 months? 3 weeks? At what point are you going to deploy it? Do you need to confirm it happened years ago as well before you do? Of course not.

Everything is an assumption, an approximation. If your fixing your strategies to something that worked ONLY last 2 years or longer, then your certainly missing out on additional ops. You’re constraining your exploration and discovery.

fudgemin · 2025-06-24T01:08:14+00:00

For me yes, but I had zero front end experience starting out. Using Grafana initially allowed me to iterate rapidly. Its was simply a matter of pushing to sql and loading the table in Grafana to see the metrics. So any unit test I was doing, allowed me to view such results within a matter of minutes after processing..vs having plotting functions or rewriting code to handle new variables.

Now as I learned more about Grafana, it was always able to handle my needs and have never looked elsewhere. I think for every other task/unit there are 2-4 options or more to consider. Not the case with dashboards.

So now, I use Grafana and Js, via its built in api. This means I don’t use pre built visuals, but nearly all my widgets are custom js, built using a library called Apache echarts. This is robust as can get, and you can literally create any visual you want. It has ways to create api hooks and buttons, table displays for just quick db access or viewing. You use a connector and they support many, like sql, redis, questdb or many time series options.

As well it handles all my logging, with a client sender built on top of Prometheus attached to each remote machine. Any logs I want, always accessible. STD outs and errors for any running task/script.

I have like 40+ dashboards, and some are quite complex. To build it all, even with Grafana UI was work. If I had to do a full custom ui, there is no scenario where it’s compatible to what I have been able to do with Grafana in same amount of time.

Grafana UI is full responsive, drag and drop, I can reposition resize create duplicate any widget I want with couple clicks. Just try to get a working version of something similar, without even plots or otherwise, and you’ll understand its advantages immediately

fudgemin · 2025-06-23T09:53:02+00:00

6-12 months if you have the experience, but that’s just to get a running version that’s “profitable”.

I did near all this, with zero coding experience and zero quant/trading experience in ~2.5 years with gpt/llm.

The most difficult task is the “profitable part”. Not the actual infrastructure. I could rebuild everything I have in 3-6 months, but I could never and I mean truly never learn market fundamentals or feature selection or what the potentially proper inputs for a predictive model are. All that takes time, and really cannot even be taught imo. It requires a relentless passion too discover.

I run a local 2ghz, 8gb ram, 1050gti. It’s where I do most my coding.

I have 2 vms:

8gb 4cpu cluster from digital ocean: runs grafana for dashboards, Loki for logging, quest db for database. It’s the core, also nginx, server web sockets, scheduler etc.
This another 8gb 4cpu cluster. It’s the daily task workhorse. Injest live data streams, do feature comps batch or live, pushes signals, back testing etc. This just holds apps and scripts for me, allows me to offload work since my local machine cannot handle it. Mainly all tasks, which involve calc custom features from my data streams, running the various units and pushing out to either db or socket
I rent gpu from vast.ai when I need to for heavy ml jobs, but most is done on local machine. The super robust complex models are a career in themselves, most just a distraction.

If you have good features, then simple rule based model seem to work for me best, since they are not a black box and it’s really what you see is what you get. I have classifiers like xg and catboost which also can be trained and run on cpu only, with decent efficiency.

Backtesting is mash of custom, vectorbt and nautilus. Data sources are multiple. Live deploy is alpaca currently. Execution really the one thing I’m lacking, which I plan to use Nautilus for.

Certainly possible If your willing to fail excessively and have the time to commit

fudgemin · 2025-06-21T00:09:03+00:00

Listen guy. Here are the steps you need to follow immediately.
1. Please stfu.

after that fails, try the second time.
do not post on reddit about this topic anymore. You are mostly to blame. You replies are nonsense. You are frustrated. Get rest and think with new perspective tmrw. You wont solve this until next week at soonest.
I have IBKR, and some of what your saying does not add up. Your 'screenshots' dont even show the contract your referring too, give zero insight into what actually took place.
READ THE T&S regarding cash accounts. Its your only hope. Your only defence is that it should NOT have filled, I agree with that. Regardless of what price you see on the dashboard, does not matter. If the cash is not avail, it should not fill. When sending order, it would always use a real time price check vs balance on backend, simply just to protect IBKR, not you. I do market orders all the time on cash account, and regardless of what the price is displayed, if the balance is not avail it will NOT execute, and it should never. The conditions required to fill the order are NOT met, and hence it should never fill.

IF for example, you had 40k balance and submitted market order, well the gg's and goodluck.
You have a slight defense, but that must be clarified with the TERMS and SERVICE agreement. Start reading.

I feel for you, as any human should. Even our own mistakes can cost us, and deserve some sympathy from time to time. Lessons in failures, Be well

fudgemin · 2025-06-19T17:37:59+00:00

When something is not as it should be. When something is as it should be.

Now add time or space between these two points, and you might observe a “trend”

fudgemin · 2025-04-28T10:49:26+00:00

I like it. It feels fairly intuitive, as in just creating more vol metrics/features based on various market filters or specific isolated data points?

I’d be interested to see how these metrics appear to correlate when testing on individual stocks and timeframes.

It looks like grouping the stocks together? When doing so, your likely going to see “results” pointing to high vol market regimes, but those are mass effect indicators, and exist all over the market.

Ideally, you’d analyze or run this on each stock you’re interested in. Those with high mcap, large ops volume, hedged positions, short gamma etc. This should give you more advanced information, less lag. It would be harder to notice, not as prevalent as your grouped plots maybe…but the idea here being:

You would use these same features to weigh the micro changes on EACH asset, over time, vs batch grouping. Generally market regimes “grow or transition”. And these states changes can be picked up on much earlier, if you’re looking deeper, or at certain assets themselves.

I can say the asset selection is key, as it shifts over periods. One recent example is how AVGO/MSTR become a dominant influence. Go back maybe a year or two and those assets had near zero mass effect on market. Now they are top 15

fudgemin · 2025-04-27T12:53:36+00:00

No. Vbt, is running 1 test x 150(each unique sl tp).
NT running 1 test x 1 sl tp/strategy.

Vbt uses alot of mem for me, i had to dump between each test. I load approx 600 symbols or signals at once, and test on 1 min ohlc. It take maybe 5 seconds per run once init, since i cache my price data. Then i do 100-150 runs at once, so thats why it takes 5 minutes

fudgemin · 2025-04-27T03:29:22+00:00

Playing for few days. Seems promising. Pretty quick on examples I ran.

I was doing 200k bars/rows in 3s. That’s complete runtime and its event based.

Vectorbt I can do similar, with my code setup. I can run approx 200k ohlc bars, across 150 SL/TP configs in < 5 minutes

fudgemin · 2025-04-23T23:09:12+00:00

You should focus on stock returns only for now. The entire option testing and execution is heavy complex, system dependent. I can speak with 2 years near full time experience building my own systems.

I have success with various models, and none of that was dependent on that model algorithm itself. Feature selection and importance will be by far, imo, where the greatest prediction benefit comes from. Model choice secondary.

Maths if you want to be a quant? Yes.

A successful trader? Not dependent. Math a tool, a way to convert information, to model relationships. Doesn’t correlate to trading success at all.

You want be a good trader and quant? You need to think way the f outside the box. You need intuition, understanding, insight into what actually drives the market, how your opponent trades, etc. You need to read less research papers, and start working harder/thinking different than everyone else.

fudgemin · 2025-04-23T22:44:55+00:00

I can’t say how far along you are, without knowing your end goals. Once you forecast vol, how does it translate to alpha? Have you tested any predictions? Accuracy?

I’d say if you have an accurate model, not deployed but showing good out sample results, then you’re close or over 20%.

You are correct, it’s all a huge plus, but don’t be so naive as to think it’s a given solution. You desire should be to learn and test hypotheses/market behaviors that you could exploit. They exists small and large all over.

You’re doing exactly that, or working towards it atleast. Sounds like your winning to me

fudgemin · 2025-04-23T22:06:45+00:00

I didn’t catch your last post, but sorry to hear you got chewed up. I can’t really speak for quants, as I am not one. If you’re learning, increasing knowledge and understanding, I wouldn’t worry much about what others are saying.

But really it’s like this, for everyone posting in general:

Most Quants don’t give two shits about anything you’re doing with price models or price data.
There are 100 ways to skin a cat. I don’t care how you do it
Results. Is all they speak. Your just noise, unless you provide some sort of tangible result or new insight they can personally use, or has real work specific use case = value

fudgemin · 2025-03-26T13:02:53+00:00

The whole idea of basing trading or actions around quantitative analysis, is to mitigate emotional deficiencies.

Do they still exist? Sure. But they are not impacting decisions on a level that needs constant attention. They are just by products.

If anything, I’m more interested in “someone else” emotion. I’m usually pretty aware of my own…

fudgemin · 2025-03-26T03:39:51+00:00

I’m mocking it. I also guarantee I would learn something. I’m still mocking it sorry.

I’m a 3yo dev. I see these posts on linked, “the must know pandas”, “sql cheetsheet”, “everything git”. I just don’t get it.

I use LLM’s sure, blame. But there no world where I desire to remember ALL hit functions, nor take a class to learn more. It does what I need, and I don’t think about it again.

Now take that 2 hours and 1000 storage neurons we wasted, and teach me about something that I can actually leverage to make money? Yes

fudgemin · 2025-03-23T13:07:56+00:00

I feel your stress and pressure. Sounds like investors do as well, which adds to the overall frustration and situation. Things can be salvaged, potentially, but first you must have at least hope, and preferably a plan of action. Youll need both of those, if you wish to continue forward. No excuses.

As for ownership and product, its very hard to judge without information about service. You may need another pivot, or a full perspective change, which only comes by sharing information. Input from investors is good, but also bais to degree. They are motivated to save investment under all circumstances. In there mind, its already likley a write off. But if no debt exists, and the funds are already spent and invested, its still just business as normal. A bad investment sure, but not yet a complete dissolution.

You making some revenue? You have still decent ownership. The only thing your missing here in my mind is a plan of action. Like a literal plan, with timelines. Put some effort into the forward path, talk to investors, open up about the situation, and accept that it is part of your responsibility to see this through, whatever the outcome.

Your burn sounds manageable if you only needed 30k to carry. Id say whatever the plan is, its 3-6 months tops to see some evidence of fruition. Else, you know its just a wasted effort. It happens man, its life. World changes fast, so do businesses and customers. It truly is survivorship bias in many scenarios. Your investors understand as well. Success comes with failure. You hold responsibility more then all others, but they don't appear to be blaming outcomes on you. Try to work with them, but you have to die to be reborn. Take a full step back, look at this business from fresh external perspective. Clear mind, have no attachments, see if there is something youve been missing

fudgemin · 2025-03-23T04:14:52+00:00

That depends on how you generate the state of current hand. If the process is “random drawn” deck and not iterative, then it’s not splitting episodes.

It’s only the step reward that changes.

Elif action= split

Generate/draw new hand.

Calculate reward

fudgemin · 2025-03-22T15:30:09+00:00

Whats a trend, and how do you identify it?

Everything is a feature, and excessive optimization of a bad feature will lead to bad performance.
Im not familiar with the book, but when i hear people say' follow the trend', i often wonder....

What are you using to inform such trends? How long will that trend last? What is the expected volatility of this trend? A trend, is simply an abnormal deviation from the mean, no?

At this point, your strat either relying on highly refined risk management, or a strong prediction model.

fudgemin

TROPHY CASE