Wednesday, January 14, 2009

Portfolio Performance for December 2008

Hope everyone enjoyed the holidays and the new year is treating you right.





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.
On a personal note, my family is exploring the possibility of adding a dog to the household. The last dog in our family passed away about 1.5 years ago. She was a lab-heeler mix that we saved from the local pound as a pup. Great, great dog. My daughter's best friend...and mine. Feel enough time has passed and exploring a few of the gundog breeds. In particular, the French Brittany. If anyone has experience in this breed or know of a good breeder...leave a comment.

Later Trades,

MT

2 comments:

Damian said...

Wonderful dog the Brittany - just make sure you have a lot of room for him/her to run. Needs a lot of exercise in my experience.

Mike Taylor said...

Thanks for the reply. We do have a large yard. In your experience are they a hyper-dog? Or just active? Would like a dog that can remain calm while in the house.