Setting up a spellchecker in vscode

2024-08-19

Pretty much as soon I started writing this blog I began getting annoyed with writing in a text editor (vscode, for now). Don't get me wrong, I like writing in a text editor (I use vim - sort of). But while I'm a fast typer, I'm not a super accurate one …

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Some baseline models for stock prediction

2024-08-07

As I develop my transformer model for stock prediction it's important to have some baselines for comparison. There are many ways to predict stocks out there and most of the accurate ones are likely shrouded in secrecy. But there are a number of simple models that can be used as …

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Profitable trading with mean reversion

2024-07-19

We've been talking a bit about using models for predicting stock prices, but we haven't really talked much about trading strategy. Instead, we've implemented a simple strategy of:

  1. Buy with our entire bankroll when the next day's closing price is predicted to be higher
  2. Sell everything when the next day's …
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Building A Transformer To Predict Stocks

2024-07-15

See part 1

Before we look at the model I still need to figure out why things are dying the moment we try to train - even on a simpler model. More process kills. This is undoubtedly due to memory again. The issue is that I don't really know if my …

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LMM - Large Muffin Model

2024-07-10

Last fall I was in the mood to bake and asked my wife what she wanted. Her response was simply "pumpkin". This was wholly unhelpful, but convenient since we happened to have pumpkin puree in the house. Without much forethought, I asked ChatGPT:

What is something simple I can bake …

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Transformer Stock Prediction Part 1

2024-07-08

I was listening to an episode of the Acquired Podcast where they were discussing Renaissance Technologies. They're a secretive hedge fund that uses machine learning (probably) to make a lot of money. At one point, the hosts hypothesized that RenTech discovered the underlying transformer architecture that powers modern large language …

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An Introduction

2024-07-01

A close friend convinced me to start this after she observed me bumbling around a project in an interesting way. So, that's what this will be. Generally bumbling around and documenting it.

A bit about me. I still consider myself a software engineer, though I do a lot less of …

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