my journal 2

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back at work

After all, I made it. I came to work only 1 hour late.

The new guy now went to lunch so I can finally keep the goddamn door shut. He says he needs to keep it open. Nice guy, but this thing bothers me. He says he wants fresh air, it's hot, and so he keeps it open. But I think he actually just wants to say hi to all the lazy ****ers passing by, on their way to their tenth daily coffee break. Bunch of slackers. Not only do they want to slack off but they also keep the few people who work from working, by disturbing them. This new guy is a social guy - in other words one of those guys who will get promoted because he is outgoing, goes to meetings, doesn't do **** basically. This is how you get promoted here - not by working your ass off, but by going to meetings and hanging out with the other bosses at the meetings, and kissing up to them of course. All things that I don't do. Basically we have a bunch of incompetent slackers managing the bank and getting paid for just talking. And then you've got the slaves like me, who do all the valuable heavy work and are underpaid. And why? Because I won't put up with their bull**** at their meetings, where nothing gets done. Between working and bull****, I will always choose work, because I feel bored at those meetings. Here you have people just working hard, like me, 20%. You have people just going to meetings, 40%. You have people doing both, 10% (those are the good bosses). And you have people doing neither, 30%. Basically only 20% + 10% = 30% of all employees are working hard. The rest is all bull**** and a lot of coffee breaks and phone calls (taking care of your personal stuff).

The good news is that the drawdown, by what I've seen in the past, should be over and in the next two weeks I should be seeing some profit finally. The markets cannot be plotting against me, at least not to this point. Profit is long overdue.

Another good thing is that I am completing the automation of my 20 new systems, and 80% of it is done. By next week I should be able to start the forward-testing. With 60 systems I will finally be entertained, having about... now I have about 7 trades per day on average... so I'll definitely have over 10 trades per day. That's enough to enjoy automated trading. Of course it would be more enjoyable if I were trading all of them with real money rather than forward-testing the majority of them.
 
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back in the automated business

The money got there and now I am not just trading those guys' capital but mine, too.

As I said, I was concerned that IB would cut off my data, so I wired some money and now I am trading, too.

I have started with the usual ZN and GBL.

So as of today, I am at risk of compulsive gambling all over again. I hope that fellow with the complex user name will assist me, emotionally and all.

There are places I remember...




Today my nerves were already put to test. There was immediately a ZN trade, which was making 200 dollars at a point. Each time the profit was increasing I was increasingly tempted to exit the trade early and take that profit. But then I said to myself "look, it is now showing a profit of 200, because you didn't touch it when it was at 100...", so this kept me from interfering with my systems, and we should say it was a good thing. But guess what. Now that trade is showing a loss of 64 dollars. So I feel like **** obviously, because even though the non-tampering method is a good one, the result is I lost money because of it on this occasion.

On the other hand tampering would have made me 200 dollars this time but the habit of tampering would pretty soon get out of control and cause me full scale gambling - not just exiting trades early. So I am better off not touching anything at all. Besides an early exit today would have given me a profit of 200 dollars, but tomorrow it would take a profit of 200 dollars from me, so there's really no point.

That guy at work keeps on talking to me, and keeps me from working. Tomorrow I have to tell him to let me work.


Many times I've been alone
And many times I've cried,
Anyway you'll never know
The many ways I've tried.

 
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Re: back in the automated business

Today my nerves were already put to test. There was immediately a ZN trade, which was making 200 dollars at a point. Each time the profit was increasing I was increasingly tempted to exit the trade early and take that profit. But then I said to myself "look, it is now showing a profit of 200, because you didn't touch it when it was at 100...", so this kept me from interfering with my systems, and we should say it was a good thing. But guess what. Now that trade is showing a loss of 64 dollars. So I feel like **** obviously, because even though the non-tampering method is a good one, the result is I lost money because of it on this occasion.

On the other hand tampering would have made me 200 dollars this time but the habit of tampering would pretty soon get out of control and cause me full scale gambling - not just exiting trades early. So I am better off not touching anything at all. Besides an early exit today would have given me a profit of 200 dollars, but tomorrow it would take a profit of 200 dollars from me, so there's really no point.

You have to detach yourself from the situation. What is compelling you to obsess about the result of these trades? Don't' you have faith in your systems?
 
Time. I've been working on this stuff for 5 years already and I want some money quick. I am tired of waiting forever. I want what's coming to me, chico.


I didn't come to the United States to break my ****ing back. Or rather, I didn't get into trading to break my ****ing back.
 
The game of life is hard to play
I'm gonna lose it anyway
The losing card I'll someday lay
so this is all I have to say.

Suicide is painless
It brings on many changes
and I can take or leave it if I please.

 
The day is over. I made a few more steps forward, and in about 10 days I will be able to implement those new systems. The drawdown on the 10 best systems continues. No big changes today. No 1000s made. The systems have made nothing in the last 2 months.

I am listening to talk of the nation on NPR and finally I found a good chart of HIV in time, here:
http://en.wikipedia.org/wiki/AIDS_pandemic

This chart says everything. There's no need for bull**** talk:

HIV_time.png

Wikipedia kicks ass. It gets right to the point. Since we know for sure that the world population is increasing, by several millions people every year, this leads us to the conclusion that AIDS is decreasing - because the number of people newly infected with HIV is decreasing. But even this could be a wrong conclusion.

Let's say all the people who could catch AIDS caught it already: this doesn't mean AIDS is becoming extinct. It just means that everyone who could catch it already caught it and now it's declining, but just for that reason. Of course if it kept on declining, things would be very different.

Let's pretend AIDS is caught by young people, and all young people catch it in the first two years. There is going to be no more young people who don't have aids, so rates will decline, but not because there was a cure or good prevention.

The chart above is very tricky. You also see people living with HIV increasing, but this also is good, because it means they are not dying. If they were decreasing it could mean they are all dying.

The chart is so clear and yet its implications are so complex, and xanax doesn't help me, plus being tired from work and from coding the systems... I just give up. I don't even know if it's declining or not. Yes, the infections each year are declining right now, but I don't know why. You see: let's say one day the entire population has AIDS: there will be no more infections.

On the other hand, one thing sums it all up definitely: the number of people living with HIV, which is increasing but definitely not as fast as the world's population, so we could say AIDS will be an extinct disease one day, according to that chart, can't we, since a smaller and smaller percentage of population has it. That's what's happening right now at least.

Of course... anyway, this should be an obvious trend, because you are not going to try to catch it and there's a tendency for people with HIV to die, even just of old age, so the trend is towards extinction.

In a sense, drugs that prolong the life of HIV patient are blocking the process and hurting these charts, if you think about it. In a sense, you'd have the best looking charts and fastest disappearance of aids if money were all put in preventing people from catching it rather than prolonging the life of those who have it - this of course from a merely statistical point of view. Yes, indeed: because if you prolong the life of those who have it, first of all it screws up your chart, and second of all, those who have it, if they live, they have more chances to infect other people.

I remember once, in canada, summer of 1991. I was offered to drink from someone who had HIV. Holy cow, I was offered to drink from his cup, right after playing frisbee. It was a glass of orange juice. I wasn't even thirsty, but amazingly, and totally irresponsibly, in order not to offend him, I accepted. He was a goddamn moron to offer me to drink from his cup - he was a very nice guy, that's why I am saying he was a moron and not an asshole. I was an idiot to accept. Of course I didn't catch aids on that occasion. But there was always a small chance, no matter how small, of catching it by playing frisbee even - let alone drinking from his cup. What a goddamn moron I was. This is because my mom raised me like this - never to offend people, even at the risk of catching aids. With today's knowledge and changed attitude, i'd say "thanks, but no thanks - you gotta be kidding, I don't care how small the risk is, I won't take it". And I would also avoid playing frisbee with that guy. I don't see why I should catch aids out of avoiding being labeled as "racist" or similar. And i repeat he was an idiot to offer me to drink from his cup.
 
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I am ****ed. The cocktail of sleeping pills is not working any more, unless I'll increase the dosage. I guess that was the one problem I was sensing, despite temporarily forgetting it when I resumed xanax.

So today I will either not go at all or I will go late. I hope I'll just go 2 hours late. I know my boss is grateful that I still go, because most people would just call in sick. Now I'll try to sleep. Unfortunately the usual neighbour woke me up by slamming the door as usual. I wish I could just make him disappear.
 
I did call in sick after all. I'll spend the day writing more code or trying to sleep.
 
I did call in sick after all. I'll spend the day writing more code or trying to sleep.

Hey, you've got my sympathy. Insomnia is bad news. A friend of mine I used to flat share with is an insomniac. He was a nightmare sometimes. Guess I'm lucky, I can't stop myself sleeping when I get to a certain point.
 
Yeah, you're an easy going guy, I can tell by how you talk and by your picture on your profile. Easygoing people don't suffer from insomnia. But then I bet you forget your keys sometimes - which i never do, precisely because i am so... high-strung.

Right now I wish i could get really drunk. But I am too lazy to go out and buy beer. Or rather, I am not lazy: it's not worth it to go through all this trouble to hurt my health. Even though right now it would be a good thing. But it's not a good thing to keep beer in the house in general, so I will not have it this time either.

Just like for discretionary trading and tampering with the systems: it is sometimes a good thing to interfere, but if you get into the habit of interfering sooner or later you blow out your account, so it's best not to intefere ever, even when it would be a good idea to interfere. Even when you're positive you would make money because of it. Except that it's really hard to refrain from tampering, because one thing is to refrain from going to the drugstore and buy beer - laziness helps you out - and another thing is to refrain from merely clicking a button.
 
Yeah, you're an easy going guy, I can tell by how you talk and by your picture on your profile. Easygoing people don't suffer from insomnia. But then I bet you forget your keys sometimes - which i never do, precisely because i am so... high-strung.

You accuse me of being easy going? And losing my keys? DO YOU KNOW WHEN I LAST LOST MY KEYS? ?????

Yeah, 25 years ago. No kidding. I don't lose my keys. I'm easy-going, but I'm a control freak too. When I feel a space in my left hand trouser pocket where my keys should be, I get a shot of adrenalin.

I made myself adopt loads of habits. Sometimes it fails, but normally it works. And I made myself drop loads of habits too.

That's why I once told you that you could change some of the stuff you do, but you didn't believe me.
 
Yeah, I am sorry for hurting your feelings by calling you "easygoing". I guess, despite an easygoing appearance and talk, you are capable of being a sick maniac (control freak and paranoid, double-checking things), maybe at the right time. Probably you're able to enjoy both worlds, whereas i am never able to relax. And i cannot tolerate most people around me. If i could kill them i would (neighbours, colleagues, and so on). Just now one of those animals slammed his door again. ****ers.


http://www.letbobwatchthis.org/watch-1349-28-Days-Later
 
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I was asked the other day, on this journal, why I am building so many systems. I am not very quick or good with formulas, but I try to compensate by thinking a lot about things.

So I've been thinking about this, unconsciously, for days and a while ago I was in the shower, still thinking about it, when it suddenly came to me: it's like this. If you have a chance of winning of 66%, let's say that is your edge, of 66%.

You have that probability on your side, of 66%. But let's say you only get to roll once per day (read "trade", "bet" or whatever applies). By rolling only once per day, you have a chance of losing for the day of 33%. But if you diversify (which is what I am doing by building all these systems), that 33% chance of still having a losing day, despite your edge, slowly decreases... if you roll twice a day, that probability goes down to 0.33 times 0.33, which is... 11%. Yes, because if you don't lose on both, you'd be breaking even. If you roll 3 times, things are tricky, because you still lose for the day even if you only lose twice. So, with 3 rolls... well, it gets too complicated for my small brain, but you got my point.

By creating more systems and diversifying, you don't increase your edge, but you decrease your probability of having a negative day. I think you could also say that you decrease your drawdown. So isn't that enough?

What he probably was asking me is: why don't you build fewer and better systems. I have an answer for that, too. I believe that beyond a certain amount of efforts put into a system, you just start over-optimizing it, instead of improving it. So you actually make it worse, and even destroy it. So, from all points of view, it's best to focus on diversification of systems, rather than on improving them. At least with what I know and with my limited capability of programming.

But I have to add an important thing: having over ten trades per day didn't get rid even of red weeks in my automated trading, as it would have with random rolls. In fact I realized that my systems tend to lose and win together, so that diversifying between systems is partly an illusion, because their results are partly correlated. But in part they are not, so it does make a lot of sense to diversify.

On top of it, as I said the other time I wrote about this, my systems trade rarely, so there is no point why I should keep capital idle, and I avoid that by adding more systems.
 
Done. Damn, was it hard. In one month I created 20 systems, based on the data I already had acquired along the past few months, and also existing strategies used on other futures. If I never stopped working, within a few years I could create hundreds of systems, but I also have to work at the goddamn bank, and besides there's no point in creating so many systems if I can't trade them.

Today I figured that since I didn't go to work, I had to replace it with something worthwhile and I finished everything and did it very very well and intelligently. Two years ago this work - done worse - would have taken me one month. But now I know more things.

This thing of working hard on something when skipping work, I've continued ever since I was skipping classes. One night I decided I'd skip an exam and subsequently failed a class, but I decided I had to do something worthwhile, and I taught myself juggling, with 3 socks, from zero, no books no help no advice. At 8 am I could juggle those 3 balls for up to 20 seconds in a row.

Anyway, now i can finally resume my study of the history of britain and my favorite documentary of the moment:

 
If i want to fall asleep I'm gonna have to write a lot more than that.

I took 3 types of pills for sleeping but i know it won't be enough.

As I type and lean toward the computer, laptop, small form whatever it's called, my back in arched. However you describe it. I need swimming. I need to quit the job, I need sleeping, I need nature... I need to live by the sea.

I don't know how long more I can wait. Each morning I mumble "how long more...?". I am always asking myself, unconsciously... I find myself saying "how long more..." of this **** I have to take before I can retire. City of Rome, people of rome, people around me... employers... all that.

How long more does a good person like me have to put up with evil people. I thought the world owed me and was going to give me... the world or god... someone was going to give me what I deserved. Power, happiness... control over people or at least ability to keep evil people away from me. Control over space. A nice island for myself or at least a bay in that island.

Yet none of this has happened, and it doesn't seem approaching either, and each day I am more tired.

I was always raised to want more and more and never found a woman who was good enough to settle with, and now I feel that only with a lot of money... actually i've always felt this, that only with a lot of money I'll be able to get that woman, whether modest or model, whoever she is - i will only be able to have her when I'll have everything under control through money. By everything it would be enough to not have to work and have some money to spend, even just a regular wage - but without having to work. That is quite different.

My dad, he's happy that i am a miserable employee. He told me all my life I was a failure, and ensured I'd fail, by killing my confidence, and now he can say or at least think he was right in his prediction. Yet, this is quite crazy, because I was the top student in my class, and by how much he nagged me, ever since I was a child, he managed to make me quit going to school and flunking two years.

No wonder I have a lot of resentment and even though I don't hear much criticism today from him (only because I give him no chances to say anything practically), I expect to apologize, yet he doesn't do it.

More than that: I expect him to pay for what he did in real money: if he says he's concerned about me, the *******, why doesn't he simply tell me: here's 100k, go to that house, and get your deserved rest.

No. Never encouraged to me to do anything like that. From the start he was one of those parents who had a hard life and want to make sure their children - who could have an easier life - have a life as hard as theirs, if not financially, at least emotionally. So he made sure I could not be serene and easygoing, by constantly attacking me verbally - incessant criticism about everything. Never a good word. I owe all my failures to him alone. And now I at least expect to first of all not bother me anymore by lecturing me about his pessimistic view on life and the entire universe. Typically called "punching bag", using me and my mom to vent out his frustrations. Never ending frustrations.

He called a parasite on a daily basis since I was a child and why? Because I was not maybe the top but the second student in my class? Ridiculous. You can't make your son feel like unworthy of love and approval because he is not the first student - let alone that when I was the top student in some of the subjects he never showed any appreciation.

These may seem like small matters to others, but I am only child, and they left a lasting impression on me. Permanently insecure, because of how I was brought up.

And now all I ask is for some money. I guess it's illegal to ask the readers for money, but in case any of the readers want to give me some of the money that my father doesn't give me, then go right ahead.

Some more important facts need to be stated here.

He always gave me all the education - no gifts, no praises, but money spent on my education. Courses everywhere, studying abroad. But that's not a complete father. You can't just say: I do my duty because I invest on your education and so I can treat you like garbage. Whenever we had an argument on anything, it always ended with him threatening me of kicking me out. I am not saying now, because of course most people would agree with him: I am talking since i was a goddamn child. You can't terrorize your child with threats of kicking him out at every discussion there is.

Another fact to state is that - since i was too insecure to apply for any job - he got me every single job I worked at. I never went to a real interview, where I didn't know if they were going to hire me or not. In a sense, I waited for him to offer me the job, as if saying: hey, you say that i am good for nothing, so what job am I expected to get? I'd go to the employer and say "don't hire me". Actually at my first job, and fake interview, they asked me what I wanted to do and I replied "put where i'll do the least damage". Actually I am a very hard worker, but I can't help being insecure, after being told since i was a child how much I suck.

I don't know. I want some refund from him and from life, but mostly from him. Reimbursement what is it called... reparation, indemnification, compensation, amends... that's the idea:
http://thesaurus.com/browse/reimbursement

He created a family so he could be admired from his family, and we did that part. And then he also expected to use us as punching bags, and that's when the rebellion started. But it didn't really do much - simply self-defeating rebellion, because i was too weakened by his overwhelming personality.

Yeah, he's a big man, successful guy. I guess that's what happens when you act arrogantly in life: you reach success. You scare everyone away and get what you want, by abuse. He felt his life was bad - his dad had died when he was young, and took it out on the world, and his family. Became successful as a consequence.

Now everyone says he's great, no matter what he does - he's the supreme justice. He's always right, according to himself and according to others, who do not dare contradict him.

Yeah, I know, brettus and others say that you cannot let a person influence your life like this, but that's bull****. There's cases when this happens, and it's useless to deny it. It happens in a large percentage of cases, maybe half of people feel like me, but then they don't talk about it. Or let's say it just happens to 10% of people. That's still a lot of people.

According to some people, even relatives, I don't have the right to blame my dad and it's time to move on, actually according to almost everyone I talk to. So I guess I am the only one feeling like this, am I?

Well, that doesn't stop me from thinking I am right, because maybe I've had it worse, for one reason or the other, than all those who are saying "enough complaining already". Even if I've had it worse only because i am spoiled, or because I am more sensitive... if I for some reason feel I've been treated badly, the feeling is there, and I can't just pretend it isn't there.

I want some refund. I want this: no more putting up with rude, impolite, aggressive, disrespectful people in my life. I want to live where I decide, and no one must bother me ever again. I don't want to have to deal with more people like my father. Negative mean people.

Now someone please make this happen. I want to be by myself, and enjoy nature and silence. My father could enable me to do that, but he just doesn't give a ****. I figure he suffered a lot in life and he feels that he must cause others around him to suffer. Unless someone earns things by breaking his back for them, he won't help them. He told me this repeatedly. He made it impossible for me to be good enough to deserve his praise. So I quit trying.

Maybe let's just pretend he's dead. I guess that's the only thing to do. Talking to this guy is impossible. I've stopped trying years ago. I should really pretend he's dead.

The funny thing is that relatives and so on tell me how much he loves me and appreciates me, and how he says very nice things about me and how intelligent I am. So should I be happy about this? It proves he is a sick *******. Why didn't he ever tell me? It would have made a lot of difference. Is acting mean just a façade? Hey, what is the difference? What good is it to treat people like **** and then say nice things behind their back? Then I will kill him, and say - hey, I loved him, too. Never mind my actions, it's just a façade, because I actually love him. I killed him because i wanted the best for him.

Still not enough to sleep.

I just want to quit my job and my family should take care of me everafter. Ok, maybe I am spoiled, but I don't feel like that at all. I feel abused.

Maybe all people who get abused, become spoiled as a demand for a refund. They do it as a reaction, because they say: hey, life has been unfair to me, and i want life to be nicer now. So yes, I am asking something unusual, but yes, that is exactly what I am asking. I am asking for my parents to support me. I didn't ask them, but I am expecting them to ask me "can we do something?" and then I'd reply "yes, i want to quit my job and want you to support me". But that's not going to happen, so I am here bitching about them.

Still unable to sleep because work frustrates me, and because I am so intolerant and frustrated and paranoid that if the bitchy neighbour smiles, I think she's making fun of me. If she doesn't say hi, I'd think she's a bitch. Now my new colleague says "he adores me" or something like that, and talks to me all day, and I am not happy - he makes me nervous because he distracts me and keeps me from working. Another colleague doesn't talk to me nor looks at me, and I feel he's a cold asshole. No one is good enough... I've got to run away from people and find some peace, but we only have 20 days of vacation per year and I finished them already.

We'll see if I'll do something unexpected like a killing spree, like my buddy travis bickle. My prediction is that I'll keep on putting up with all this **** for at least another 6 months, without flinching. Maybe I'll skip my work more often, that's all. Like today. Honestly due to insomnia, which is like being sick. I just turned off my alarm like yesterday.

Ok, I am definitely falling asleep, right now. I hope that goddamn ****er won't wake me up tomorrow at 7 by slamming the door. Why can't this guy just die? I wish him a quick immediate death. Hopefully those two idiots will get into some car accident this summer.
 
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Ok, still alive and kicking.

That guy at work keeps on distracting me and today I had to tell him to leave me alone, because I couldn't focus.

The damn neighbour woke me up this morning by slamming the door as usual. I wish I could have that guy killed, and all the morons in the world, and rude people in the world.

I wonder what the world would become like if I could get my wish of exterminating the rude and stupid people of the world. I wonder if we made progress or went back in time.

 
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