I'm afraid the portfolio nor the market changed much in December. Like watching paint dry. Oh, I'm sure there's quite a few market prognosticators out there shaking the tea leaves. Looking back on what they did right for the year and what they expect for the new one. I guess, I should do the same...
What I did right for 2008?
- Traded the system without question.
- Eliminated all market news and views from my trading turret.
- Completed the rebuild of the backtesting platform's foundation.
- Incorporated portfolio tracking in the platform.
What to expect for 2009?
- Add a charting component to the platform.
- Generate better performance reports from simulations.
- Code and compare the internal file system in numpy, sqlite, berkeley db, and plain old csv files (which it is currently).
- Simplify the scanning component and explore multi-core options.
- Replace the aging windows box with a fresh linux version.
- Enable portfolio allocations at the trading system level. This way can test effects of combining systems and determine optimal allocation levels.
- Create a nice front-end for the platform.