Each atom sings to me

Sydney market opens in 2 hours and 17 minutes.

My consumed margin is 7.7%.

My maximum position-risk is 2.9%.

My total position-risk is 16.5% on 10 positions.

And...

I am in the middle of now-here. : )

Colour in sky prussian blue
Scarlet fleece changes hue
Crimson ball sinks from view

Wear your love like heaven

Have so far, for the most part, been trading successfully on the noise.

Find a currency pair that's mostly flat (horizon hours to a couple days) with a lot of volatility, go long one lot at any apparent local bottom of the range (there are no market orders -- odd -- so OCO limit/stop-loss at -1/+1 pips respectively, which executes as soon as it wiggles), and set an auto-sell at ask + spread + 1. That's right, plus 1; I'm already sort of calling bottoms so I'll be damned if I'll presume to call tops. Lather, rinse, repeat. It's not much each time, but it slowly adds up. If it adds up enough that I can double my margin, then I'll start doubling my lots. Maybe she'll tell two friends, and she'll tell two friends, and so on, and so on; but we'll see. I know the multi-std movements are lurking out there -- I'm no fool (at least not for that reason) -- but so far they aren't biting me much. If there's one thing I've learned from the pain of others' play, the Gospel of Greed and Fear shall be taken very seriously indeed, and well-heeded. Research your idea, think it through, optimize, commit, then be an absolute 'bot once you take a position. This is the one thing that will help you, more than any other single piece of advice.

It's fun for now in any case, and certainly no more expensive than many entertainments. Oh yes, always, always, always set GTC the first thing you do when writing an order. I totally burned myself by leaving the EOD default, twice. The orders expired and vanished from my blotter, just like they do when they execute. So before I realized it, I was hanging out there to dry while long one lot each EUR/GBP and NZD/USD. By the time I figured this out, both pairs were way out of the range where I bought. Just careless, stupid, stupid. Rather than waiting the statistically-likely days (weeks?) to close, with my margin down, drumming my fingers, I just ate the loss to teach me a lesson -- which so far has worked.

I have information about the API, but so far not the time to look into it, but I will do this, and may have a fair bit to say when I finally get to it. Writing some code for the API will likely make a very nice brick, or plank; use your analogy of choice. One day at a time, Bay-Bee.

What's good about a cold? Not feeling guilty about eating bad-for-me things, and not feeling guilty about spending some time catching up on "blogging".

Tagged by: obentou_imoyaki

1. Grab the nearest book.
2. Open the book to page 123.
3. Find the fifth sentence.
4. Post the text of the next 4 sentences on your LJ along with these instructions.
5. Don't you dare dig for that "cool" or "intellectual" book in your closet! I know you were thinking about it! Just pick up whatever is closest.
6. Tag five people.


Okay! There were some magazines within arm's reach, but by my feet on the bed was an actual book. Since LiveJournal doesn't support MathML or any similar markup, as far as I know, it was easier to render it in LaTeX and make a PNG file from that.



For propagating the meme, I can only think of three LJ folks at the moment. I'll put two more up later if I can.

I tag:

badgerbag
druidsquirrel
sleepyrobin

Dayum, dayum, DAY-yum! I woke this morning with a cold. Runny, sneezy, actual cold. Whatever else, it's been a long time since I had a vanilla, incurable, bronchial infection. I prefer the dizzy spells and occasional limping. But this -- yuck. How did I do that; for the most part, I almost never get within breathing distance of anyone. Signs point to Tuesday, when I was in a closed small conference room with four [other] people, discussing the grant that I'm supposed to be starting (though actually I'm going to spend the next couple weeks working on a proposal for a different grant, and then the next couple after that, studying for the FRM, and then Thanksgiving week, but then yes I'll really start on it). That was Tuesday, this is Sunday; five days; sneezes, sniffles, general coldiness; you do the math. Okay, no greedies, let's all do the math.

But anyway, bleagh, felgercarb, frack, and gawd-diddly-A-YUM! :/ :\ :/

Okay.

I stopped in Fry's to get an electric toothbrush. Fry's is sort of the ultimate bargain shop for everything from computer stuff to appliances to junk food to, whatever. And it's huge, sprawling, a shrine to discount capitalism. So after wandering around for a while, I finally stopped to talk with a helpful-looking staffer-fellow.

---

Me: "Do you know where I can find electric toothbrushes?"

Thick Indian Accent: "... well, down there..."

Me: "Thanks!"

Thick Indian Accent: "But... it is not advisable!"

Me: "Huh?"

Thick Indian Accent: "... the mixing. The water and the electricity!"

Me: "Oh... well, thanks!"

---

I shit you not, I did not make this up. 8]

Do you know why I don't make this stuff up? Because I don't have to. ^_^

I've finally gone and done something I haven’t done before: I devised and deployed a raw patch to the MSFT Windows kernel on Tonaki, my faithful and very-hard-working little notebook computer. What drove me to this? A mixture of animous¹ and curiosity. Ever since Apple forced its customers to "upgrade" to iTunes 6, I have stopped purchasing music from them. The reason of course is that up through iTunes 5, it was possible to unwrap the purchases from their digital-wrongs-management crust, producing what I actually wanted: dee bits.

Now, I have no desire to take music I've purchased and send it around world on the internets (no innate desire, that is, though I must admit that the infringements on my legal fair use occasionally engender a punitive desire to do so). It’s not about any desire on my part to flout copyright as it has functioned for some time now; that is another issue to the one at hand.

The issue stewing here is the egregious disregard of my legal fair-use. When I buy bits, those bits are mine (if I haven't paid for that information, then what?). The artist and the recording company don't own those bits, they only own the right to restrict copying them; it's called copyright, and such an immensely-valuable government protection comes with some modest counterbalance, and this latter is called fair-use.

I want my bits -- I want to know their numerical values, in the sequence in which they occur. Even under a stipulation where every extant device is capable of playing those bits while locked under a digital-wrongs-management regime, still, I paid for those bits and they are mine to do with as I please, within fair use. And I often do a lot of crazy things with them that the copyright holders may not have foreseen. I remix my bits, I permanently re-equalize them, I mash them up in all kinds of ways that amuse or benefit me. Recently, I took an almost-useless audio-course for Italian (see earlier post about Italy) and turned it into something useful.

(The problem with the audio-course was that it consisted of 2,470 pairs of English-Italian translations of words or phrases, with virtually no repetition; it just blasted right through all 2,470 them, each one gone with the wind of forgetfulness, in turn. Fortunately, the English was spoken by a man and the Italian by a woman, so I concocted a series of processing steps identifying the beginning of each pair by the man's deeper voice, used this for auto-cueing and let Tonaki chop the whole thing up into 2,470 little sound-clip files for me.

Then I wrote a little program that walked a window of N clips slowly though the sequence of clips, selecting them randomly from the window, with the effect being much, useful, organic-feeling repetition that gradually introduced and then later eventually dropped each English-Italian pair. I stitched all these together; the resulting file was many, many hours long, of course, and then I divided it up into several-minute "tracks" for convenient use in various players I have.

Incidentally, yes I did consider dividing up the original audio based on every-other-silence, but this failed due to a combination of long non-speaker-transitional pauses and short transitional ones, and the resulting clips went in and out of phase almost randomly, no matter how I tried to tweak dee parameters.)

Anyway, while I'm not looking to reverse-engineer iTunes 6 or anything so heroic, I was still curious just to crank the puppy up in a debugger and look around, just for a lark. What a nasty surprise I got when I discovered that in each of three debuggers I tried, the program would start up briefly and then shut itself down! After altavistaing the World Wide Web for a while, I learned that the MSFT API helpfully provides a function you can call to test if your app is being run under a debugger. (From the docs -- "This function allows an application to determine whether or not it is being debugged, so that it can modify its behavior. For example, an application could provide additional information using the OutputDebugString function if it is being debugged". But I hasten to point out that a similar function exists in Linux, and, of course, it really could be useful. But "modifying behavior" by shutting down to prevent being debugged, well, I mean really, I never.)

Being pissed-off and motivated, I felt that hacking the MSFT Windows kernel was just The Right Thing To Do. So despite relatively little time and attention paid to such things in the past, I boldly set out to find this funny little tattle-tale function in its DLL, modify a copy with a hex editor so that it would always report that there was no debugger running -- meaty memories of x86 assembler flooding back -- and to replace the original DLL with my enhanced copy while booted into another OS on the same disk. And, it worked; iTunes started up in my debugger just fine.

I don't really have the time to play with it further, but it is good to know that if I wanted to, I could, and in any case it felt terrific to let off accumulated steam with a little project.

¹animous, a, Obs. rare. Spirited, courageous; also, hot-tempered. (per OED)

My custom posters finally arrived. Black printing on white, at the top it reads "Bring it on!!! - g.w. bush" in a large, scrawly-type font. (This is, as is well known, his documentable challenge to the evil doers from some time back.) Below that are the names of all U.S. servicepeople killed in Operation Iraqi Freedom, as of the date I made the master image (from which the poster was printed). There are over 2000 names, and they are really really tiny, but legible on a poster this size. I only got two copies printed, and gave one to that guy at the office who has all the Bush-whacking posters and other extremely amusing things. I'll get more printed if there is any interest. Maybe I'll post a picture of it later.

Some time back I was invited to give a talk at a conference in Italy, coming up in late August. I was really dreading making that trip on my own; was going to make it as cursory as possible: get in, give talk, get out -- travelling alone is just not... not. It's not.

But now it seems that my (older-of-two) niece is able to go with -- I am totally happy about that. It's like night and day; now something to look forward to. I extended the dates of the trip so that we could have some extra time to bum around.

Very pleased. Some cherishable time with an ultra-spiffoette who I, like, lurv a really big bunch. And we share DNA, which makes me ein überglücklichmädchen; both woo and hoo! It's nice to be nice to the niece.

I finally got word back on the first research grant proposal I've ever submitted on my own, and it has been approved. Hooray for research funding; now I can keep the position I have grown so fond of, and my office with the wonderful view of the side of the next building over.

Since starting at Snodfart I've been working on the research grants of others, such as the two faculty who sponsored my incorporation into the department. They are both retiring now, of course, leaving me to fend for myself -- beating the bushes to find my own funding. Fortunately, I seem to have made good contacts with people who can help; they are enthusiastic about my scientific contributions to date, and that has made a huge difference. This are looking nice for the nonce. And it's nice to be nice to the nice for the nonce.