Trader's Tools

Insights, tools and tips as a result of losing too much money :crocodile:.

• Trading for a Living [[Medium]](https://algonell.medium.com/trading-for-a-living-9251d72c5696) - or what it takes to go from zero to a humble hero in the markets
• Things You Learn After 1 Year of Day Trading for a Living [[Medium]](https://algonell.medium.com/things-you-learn-after-1-year-of-day-trading-for-a-living-a97bbc8d19fa) - or what not to do in the markets

Design Patterns (Java)

• Real-life examples of working with the Interactive Brokers TWS API
• Join the repository here
• Inspired by the University of Alberta course

Pattern | Category | Idea --- | --- | --- Singleton | Creational | Manage multiple accounts (connections, disconnections, execution requests, orders requests, etc.) via single object and once. Factory Method | Creational | Change historical data provider across all code base with a single modification. Facade | Structural | Wrap complex logic with simple access point. Adapter | Structural | Use standard m30 bars to create custom H4 bars in a different time zone. Composite | Structural | Single option is the building block of a complex options position. Proxy | Structural | Use cached data access when applicable, request and store new if none available. Decorator | Structural | Extend functionality of standard request handlers. Template Method | Behavioral | Use template trading flow for various asset classes. Chain of Responsibility | Behavioral | Trade risk assessment via chain of validation rules. State | Behavioral | Trade multiple sessions of the same market. Command | Behavioral | Perform account related tasks (data, trading, risk assessment, etc.) efficiently. Mediator | Behavioral | Manage portfolio exposure with different instruments. Observer | Behavioral | Price alerts for various asset classes. MVC | Architectural | Account management (trading controller, risk model and balance view).

Books

• Thinking, Fast and Slow [[Daniel Kahneman]](https://www.amazon.com/Thinking-Fast-Slow-Daniel-Kahneman/dp/0374533555)

• Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets [[Nassim Nicholas Taleb]](https://www.amazon.com/Fooled-Randomness-Hidden-Markets-Incerto/dp/1400067936)

• Trading in the Zone: Master the Market with Confidence, Discipline and a Winning Attitude [[Mark Douglas]](https://www.amazon.com/Trading-Zone-Confidence-Discipline-Attitude/dp/0735201447)

• Mind Over Markets: Power Trading with Market Generated Information [[James F. Dalton, Eric T. Jones, Robert B. Dalton]](https://www.amazon.com/Mind-Over-Markets-Generated-Information/dp/1118531736)

• Trading Sardines: Lessons in the Markets from a Lifelong Trader [[Linda Raschke]](https://lindaraschke.net/trading-sardines/)

Micro Task Management Language (MTML)

• Generalized task management notation.

• Symbols:

Symbol | Meaning --- | --- ! | Important \+ | Task \- | Metadata/elaboration on previous line ~ | Thought/idea ~~ | Thought/idea in flow \~~~ | Thought/idea in multi-day flow % | Edge/trading idea ? | Question @ | Topic, can be nested (useful in the calendar) $ | Performance related task/idea ^ | Test & | Refactoring \# | Bug <> | Think about it / sleep on it, a coda in blocks . | Relevant to this particular day (usually in the calendar) = | Experiment

• Blocks:

* Symbols can be combined with other symbols. * Small topic is either one line or condensed multiple lines. * Big topic is surrounded by @ symbols and contains small topics. * Code blocks/comments appear verbatim without any symbols. * When in flow, elaboration hyphens can be omitted.

• Examples:

!+ this is an important task
    - with some metadata here
$& this is a performance related refactoring
@ this is a big topic     ~ with some ideas
@ sub topic     ~ with some ideas (related to the super topic)
+ tasks
# bugs
? questions
.^ and some tests to be performed today      @ this is a big topic (same text as in the first symbol)

Quotes

• Don’t underestimate the time it takes to develop an edge [Linda Raschke]

• Those who work that hard deserve their success; no apology is necessary [Victor Sperandeo]

TIL

• Eclipse:

- Ctrl + Shift + Alt + l: quick search - Shift + F2: online javadoc

• JupyterLab:

- Ctrl + Shift + c: quick search - Ctrl + f, Ctrl + g: find and iterate - Ctrl + Shift + q: shutdown notebook

• Terminal:

- Ctrl + d: exit - Ctrl + l: clear - man vs. info - type instead of which - umount -R to handle busy things - apropos vs. whatis - Mouse: - selection is copy - middle button is paste

• Vim:

- selection followed by :term bash to run as a command - ~ for case switch upper/lower - exact search in the form /\ - search selected (yanked): / Ctrl + r followed by "

• man:

- & search to show only matching lines - C functions are included

• git:

- @ <=> HEAD - git rebase interactive: - reword and fixup