What have I been up to
It's been more than 3 months since my last post. Have I finally sunk into the depths of depression and debauchery since leaving my job? Do I start my day by waking up at 11am and having a mimosa? Do I end it with a can of Pringles at 3am, going through a box set of The Wire?
I tried my hand at automated trading on Betfair, which is a sports betting exchange. Automated trading on Betfair is similar to automated trading in real life, except the stakes are lower, the taxes are none and the APIs are more pleasant.
In the process of getting this whole system to work, I managed to do many interesting things:
- wrote a collector/reconstructor of order book events from the Betfair Stream API
- wrote a harness that backtests high-frequency trading strategies by replaying order book events into them (thus simulating market impact) and can collect various statistics
- learned about market making (fun things like adverse selection and inventory risk)
- wrote a harness in Scala for live trading against the Betfair Stream API
- let an extremely simple (non-market-making) fully automated strategy run for a week against ~150 horse races -- it made about £1500 worth of bets and lost £9. Since it didn't lose too much money, looks like the basic idea worked. Since it didn't make money, I can now blog about it.
In fact, even if it did make money, I think there's a lot of interesting stuff and pretty pictures to look at and write about. Perhaps one day I even will.
I read some Bitcoin and Ethereum whitepapers. It's a pretty cool idea.
You may have noticed that it looks like blog isn't statically generated by Hakyll any more. That's because it isn't.
One day when I was taking a break from my Betfair adventures, I decided to reorganise all the stuff in my private diary (that I use DokuWiki for) and realised that it would be cool to:
- run LDA on my entries to see how they classify into topics
- hmm, topics are just like tags, what if I could auto-tag my posts?
- what if I used this for my blog as well?
- what if tags didn't suck and were a valid navigational tool?
- what if I could filter posts by not one, but multiple tags?
- what if I could subscribe to posts with some specific tags from a user? Like RSS, but with extra filters, or like Facebook, but without influencing elections?
- what if text-based websites didn't exceed in size the major works of Russian literature?
At least that's what I think my thought process was now, back then it was more like "what if I learned Django?".
So I made Kimonote, which I guess is a note-organizer-slash-blogging-platform that focuses on minimalism and ease of navigation. Wanna see my previous post tagged 'programming'? It's there, on the left, in the sidebar. Previous post on the blog? It's also there. News from Paddington? Here. News from Paddington, but in a format that allows you to consume the whole history without clicking "next"? Sure. Project Morrowind and my posts on Raspberry Pi from before I went to university? No problem.
Interested? Head on to the landing page: there's a sign-up link there that lets you... no, not sign up, but leave your email so I can see if it's worth making it more than a place where my blog lives.