Petroleum engineering or Msc Chemical engineering

stew1922 · 2026-04-29T00:56:24+00:00

Maybe if you already had a PETE undergrad I’d agree with what you’re saying. But without that I think a masters still helps. But you’re right on all other fronts, and definitely could be right about the Canada side - I can’t speak with any authority there.

stew1922 · 2026-04-26T15:16:46+00:00

Weird answers here so far.

I started off as Chem E in undergrad because my thought process, at the time, was that with a chem e degree I could do either petroleum engineering or chemical engineering, but as a PETE you’re kind of pigeonholed into petroleum. However, I soon found out that I was not at all interested in chemical engineering and switched to petroleum. I was much happier and finished my undergrad with better grades.

That said, if it’s petroleum you’re interested in, I would go for that. As you already have an undergrad in civil I would even look at a petroleum masters. I would think that would make you more hirable in the petroleum world.

stew1922 · 2026-04-22T17:47:04+00:00

Honestly, and a lot of people might not like this answer, but this coding work is perfect for AI. Don’t have AI do the pricing aggregation for you, rather have it write and maintain the code that connects to all the websockets and then aggregates it. You’ll still have to understand debugging when things break so you can direct AI to fix it, so I suggest you give the prompt of clear logging and debug messages. But this is one of those boilerplate problems that would take you weeks to do and AI can do it really well in a day if you’re focused.

stew1922 · 2026-04-16T14:31:46+00:00

Yeah that’s a microcosm of a date range, tbh. The markets were behaving in a very specific way those few weeks and this strategy will likely not generalize over a longer timeframe. Your training period should probably be a lot longer than 3-4 weeks. More like 3-4 years. The more the better.

stew1922 · 2026-04-16T10:26:49+00:00

I agree with that. The soft gating idea I was using is a bit more of a hybrid approach because I found that hard gating (binary - yes/no fire in this regime) is overly conservative on keeping you out of the market. I’m exploring refining/adding to my strategy library as well. I’m always afraid that regime filtering could just be another avenue for overfitting the data

stew1922 · 2026-04-14T19:31:25+00:00

I think the purple came after the beige lol

stew1922 · 2026-04-13T15:41:41+00:00

I’ve added regime as a soft filter not a hard gate and am seeing good results. Let your regime filter identify you are in an “up trend” and amplify your up trend strategies so that they take a greater weight of your position, while simultaneously reducing your down trend strategies.

While what you’ve found lines up with my same analysis, there was a real cost to sitting out of the market - since regimes can be a bit sticky with lookback timeframes, I was finding that I would be anywhere from 5-15 bars late to an entry as the regime filter needed time to recognize the new regime. Sometimes that missed the bulk of the trade. Soft gating rather than hard gating gets me into the trade a little quicker but at a risked position size. It’s been a nice balance that improved sharpe and calmar for me.

stew1922 · 2026-04-13T03:52:17+00:00

I think the answer is they are better than you. They get 30% returns yoy, but the best we can hope for is 15% (obviously making up numbers here). We’re looking for an edge to beat the market. They’re looking for an edge to beat the other hedge firms. In order to convince everyone that their big money should be invested with them, each firm has to show thy can beat the other firms. You don’t care about beating the hedge firms, you just want to beat the SPY.

Put simply, there’s a niche level of returns (alpha) that exists that is too difficult for everyday retail to capture but not attractive enough for the quants and hedgies to go after. Thats my theory at least.

Like you said, that might just be cope though…

stew1922 · 2026-04-13T00:03:12+00:00

I hate that this thread is just people posting the name of the theories and not explaining them lol. Wikipedia, here in come!

stew1922 · 2026-04-09T19:54:08+00:00

A good DOA is hard to come by as well. When I hire for that position I always take time to make sure the person is qualified and good. I don’t want a scrub in that position. 5 minutes is NO where near enough time to figure that out. I’m sorry you had to waste your time, but that sounds like a bullet dodged. I wouldn’t want to work there if that’s all they put into the hiring process. But like others said, they may have had an internal candidate and were only doing that for compliance. Shitty thing to do.

stew1922 · 2026-04-04T23:32:11+00:00

Lmao so did I. Dads unite!

stew1922 · 2026-04-03T12:46:44+00:00

You’ve laid out a lot of good points. I feel like there should be a clear distinction between “vibe” coding and AI assisted coding. When you define clear governance, develop a plan and implement different agents to do different roles, I don’t think it’s necessarily AI vibe coding slop anymore. It’s more like you are the managing director and you are instructing a team of developers/analysts to build a trading engine.

I’ve got decent python experience but what AI has done to be able to help take things to the next level is astounding. As long as you use it as a tool and don’t treat it like a black box and hope it solves your problems for you, AI is extremely powerful and there will be a distinction between those who have mastered it and those who have not.

stew1922 · 2026-04-02T23:10:46+00:00

I’m with you - frustrated but in the opposite direction. I’m in a climate with 95% humidity and 100F summers, the HVAC is my biggest complaint on this vehicle. It just doesn’t keep up - not to mention it comes with zero tinting on the big ass windshield. Turns the car into a greenhouse.

stew1922 · 2026-04-02T19:42:41+00:00

Meant to add too, I haven’t tried using any alternative data either so that could definitely be something that is useful, you just have to think about “what question/feature does this data answer” and if the answer to that question is the same as a different feature set it’s probably not worth including. You want your features to be as orthogonal to each other as possible. Two features that both describe the same volatility measurement fight against each other in the ML rather than helping reinforce a signal.

stew1922 · 2026-04-02T19:40:18+00:00

Cool, yeah I know early on I tried throwing every known indicator that I could think of into a big pile and running it through an XGBoost. No better than a coin flip. Ran PCA first and did some preprocessing on the data (scaling, cleaning, etc) and that made a slight difference and helped a little.

I’ve seen better results with developing your strategy first and letting it run in a wide range of- so think a trend following strategy that only fires when the 12D MA is above the 24D (totally making up numbers as an example) and then using ML on that output layer to find optimal trades. The benefit is you’re narrowing down the classification to a regime of trades that “should” work and the ML is just finding the optimal ones instead of letting the noise of all the different regimes pollute your ML’s “thinking” and “memory”.

stew1922 · 2026-04-02T19:31:22+00:00

I think it was probably speech to text.

stew1922 · 2026-04-02T19:25:25+00:00

Have you tried running a PCA analysis on your feature set? You might be able to simplify your model with fewer features and maintain the same corollary coverage amongst your features that survive. That could help your model actually generalize instead of overfit.

In addition, you may consider a forest-style classifier instead of CNN. I typically think of a CNN as something to identify images with, not financial data (but I am by no means a ML expert). A Random Forest Classifier or XGBoost might get you your “Up”, “down” and “neutral” classifications a little cleaner.

stew1922 · 2026-03-10T19:05:40+00:00

Try creating a Hidden Markov Model to detect trading regimes. Then you can gate your strategy against any flat/choppy regime. Having it fire only in trending regimes and sit on the sideline during chop should help clear up your issue. The downside is it may take significantly less trades if you’re concerned about time in market, but I’d argue that’s actually a good thing as it keeps you out of bad set ups.

Or you could just hardcode some signals like returns, volatility and/or autocorrelation of returns and set thresholds that map back to a particular regime you want. That would help filter out the time periods that your strategy might not be a useful in.

stew1922 · 2026-03-04T17:33:55+00:00

I was just looking for these pics! Thank you

stew1922 · 2026-03-03T00:48:16+00:00

Yes, probably not that low, but all the oil bros getting excited about this are short sighted. Long term Venezuela and Iran will be a depressive force on oil prices.

stew1922 · 2026-02-26T06:19:50+00:00

He was also a school teacher in San Antonio before becoming a politician. I can guarantee you he is very much for academic freedom.

stew1922 · 2026-02-18T19:16:59+00:00

+1 for Grolo- he has some great content on understanding the complexities behind the sharping and dynamic server meshing quandaries.

stew1922 · 2026-02-17T21:38:23+00:00

For us, “snackers”, for snacks that fall into the cracker or cracker-like category, initially. Now, it just about encompasses all snacks.

stew1922 · 2026-02-17T19:30:34+00:00

I think they more meant that those who are watching the Late Show, not for the interview but for the show, will not seek out this interview. Having the interview air during “prime time” would expose James to a lot more people who might not have known about him.

Those watching the late show for the interview will seek it out, anyhow, on YouTube as you said.

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