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Waiting

10/8/2017

​I've stopped my day trading, got kicked in the sensitive parts being on the wrong side of trades with some hard hits coming from SPX, TSLA and AMZN.

​Long, short, you name it, lost any and every which way.  Of course there's winners too, but they were too small, the old picking up pennies in front of a steam roller strikes! Also just bleeding theta if you're long options...say an expensive SPX put that just burns off with expedience.

​Anyway, I'm holding a long SPY straddle and the call side is outpacing it's own theta decay (not the put's ... yet?) and other than that it's just contemplating cryptos.  I "got lucky" with ethereum, but also "really missed out"... sold a chunk at around $40 from $20-30 I have another chunk that was bought down in the $13s... and chunk I mean under 10... It was trading ~$300 I last saw.

​I'm setting up an old raspberry pi (2011 model!) to run influx and mongo to do some timeseries logging (also IoT timeseries... but that's another post).  I should be able to easily get orderbook & OHLCV data from poloniex and log it, I'll try and get some other exchanges hooked up too, maybe try and become a data dealer?! I'm actually wanting to revisit an old attempt at machine learning market data, except use DeepRL instead of a classifier using whatever ML algo.  Then I could just do "black box" arb, perhaps between two exchanges even.

​Anyway, this business beats the snot out of me, but I'm still fascinated by the whole thing and don't see myself giving up anytime soon.

#bitcoin #trading #datalogging