## Bubbles

This picture simplifies the theorical stages of a bubble: If you look for bitcoin bubble versus other bubbles you will find so many of draws done to compare this bubble with the other ones. The funny thing is that depending of the message the newspaper/blog/author wants to sell to you, you will find a different … Read more

## AWS Machine Learning for enterprises

Today I attended this webinar to introduce the main components that AWS offers for working on Machine Learning. I like this picture that explains in plain english what is Deep Learning, machine learning and Artificial Inteligence. The main component of the overall solution is SageMaker, which is an integrated deep learning development and deployment platform, launched … Read more

## Utilities Spain (BPS)

This is the Benefit per stock from 2007 till 2017 of the main utilities companies from Spain. This reinforces my bet on Red Electrica and Enagas.

## Tradingview, Pine editor, SMA (6,70)

This code below has 2 interesting things: Calculate the SMA for 6 days and 70 days. Define a period of time for your backtesting //@version=3 strategy(“SMA – 6d – 70d”, overlay=true, initial_capital=1000) // === BACKTEST RANGE === FromMonth = input(defval = 1, title = “From Month”, minval = 1) FromDay = input(defval = 1, title … Read more

## Pine editor, RSI + Bollinger Bands

The entry script done in Pine Editor (trading view) //@version=3 strategy(shorttitle=”joapenBB”, title=”joapen Bollinger Bands”, overlay=true) /////////// inputs ////////// // RSI length = input(14, minval=1) overSold = input(25, minval=1) overBought = input(75, minval=1) price = close // Bollinger Bands src = input(close, title=”Source”) mult = input(2.0, minval=0.001, maxval=50) basis = sma(src, length) dev = mult * … Read more

## Trading view Pine Editor, hello world

Reading the book Machine Trading from Ernie P. Chang, on the first chapter it offers different oppinions about environments to gather historical data, do backtesting… I started to analyze which one of the solutions was better to cover the whole picture proposed in the book. My analysis was basically to compare Tradingview and Ninja Trader. … Read more

## Type errors

When you face the classic decision making table, as the one below. You can have to types of errors. They are known as: Type I error: false positives. Type II error: false negatives. The best way to remember it is with this picture below: