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

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:    

Machine Trading

Machine Trading is the third book of Ernest P. Chang. It’s the second one I start to read. I say “start” to read due to the fact that there are some chapters that are quite complex to me to understand and I just skipped them. CHAPTER1 The Basics of Algorithmic Trading: this is the most … Read more


Association for Professional Basketball Research Metrics This association has been working so many years ago on the quantification of all aspects of the game building standard statistics baselines and making some new concepts related to basketball very popular. 82games.com I can spend hours looking into the numbers of this site. I would like to see … Read more

Benefits management in programs

I started to work with MSP principles some while ago. This weeks I’m defining a Transformation and Transition program for an outsourcing contract and I had the opportunity to review the benefits management concepts and drive the projects in scope through a clear direction into the business needs.