Back from Purgatory

Blame it on yesterday's market mishap, perhaps, but I am back to CASTrader on a limited basis.  I had some personal tragedies that knocked me for a loop and caused me to set aside CASTrader for the past 3 months.  Posting and development will likely be a bit slow for awhile as I get back up to speed and catch up on other work, but rest assured, I'm still on the quest (albeit far behind schedule).

I did get a few things accomplished while I was gone to keep my mind off things, including development of a genetic programming platform, as well as the infrastructure to get multiple computers working together on a problem in a cooperative fashion.  On a lark, I tested these out on the Netflix Prize problem, but I haven't integrated them in any manner into CASTrader yet.  The Netflix Prize diversion was interesting, and I must say although my first stab was promising, it's a harder problem than it appears.  In my opinion, it's an exercise in distributed computing, large dataset manipulation and algorithm optimization, not to mention data prediction.  I learned a lot that I can apply to CASTrader II, including:

• The Unix Development Philosophy is a wonderful thing.  Simple, easy to develop, useful programs that do one thing very well.  I used such a philosophy on the Netflix Problem and had forgotten how good it is - I'll apply it to CASTrader.  With the Windows .NET platform, it's pretty simple to have a bank of computers running Unix-like programs solving a problem cooperatively.
• Infrastructure design is probably the most important thing at this point.  The trading platform that CASTrader will use needs to be well thought out, flexible and completely separated from the "brains" of the system.
• Distributed computing requires a robust design.  Plan on things failing, because they will.  Again,the Unix Philosophy to the rescue.

In the meantime, I've been continuing to apply my own variation on Shannon Method to my own portfolio with good results.  I hope to catch up on several reader emails soon, get back to posting, and most importantly, development of CASTrader.  A couple of days on the ski slopes would be a nice attitude adjustment as well! See you soon.