The Man:
The first Father-Son essay entitled: "On Financial Markets" has been published! You can find the essay here. We hope that this collaborative work is helpful to you, and if you have any comments, please do leave them here! We'll be checking, and will take your comments into consideration over the course of the next few months. We hope to publish one essay like this a month.
As for The Algorithm, you can see that The Machine's predictions for CY are far from encouraging. Sorry for those who invested in this. Again, the code is always under maintenance, and I am planning to release the updated algorithm once it's ready. As from my previous post, it looks better, but it still seems to require optimizations that still have future information pollution. I'm not trading this month due to the time it takes to update and backtest the code. We'll shoot for a January release date for that.
In other news, running these back-calculations on my cluster at home has doubled my power usage!
More later.
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