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mzmoen commented on Ask HN: What are you working on (September 2024)?    · Posted by u/david927
pyrrhotech · a year ago
Building algorithmic trading models. So far results continue to be good with every model outperforming the market on both absolute and risk-adjusted basis since going live.

Since launching https://grizzlybulls.com in January 2022:

Model | Return | Max drawdown

-------------------

S&P 500 (benchmark) | 21.51% | -27.56%

VIX TA Macro MP Extreme | 64.21% | -16.48%

VIX TA Macro Advanced| 59.13% | -19.12%

VIX TA Advanced | 35.20% | -22.96%

VIX Advanced | 33.39% | -23.93%

VIX Basic | 24.29% | -24.23%

TA - Mean Reversion | 22.30% | -19.92%

TA - Trend | 27.07% | -24.98%

This is an unleveraged, apples to apples comparison. These are not high frequency trading models. Most of them only change signal once every 2-4 weeks on average. During long signals, the models are simply long the S&P 500 and during short signals, they go to cash.

One of the pros of this macro swing-trading/hedging style is high tax efficiency, by holding a core ETF long position that never gets sold and then selling S&P 500 futures (ES or MES) of equal value to the ETFs against the long position. This way your account will accumulate unrealized capital gains indefinitely and you'll only pay tax on the net result of successful hedging. The cherry on top is that the S&P 500 futures are section 1256 contracts that are taxed at 60% long term / 40% short term capital gains rates regardless of the duration they are held.

The models use a variety of indicators, many of them custom built. Most important are various VIX metrics (absolute level, VIX futures curve shape/slope, divergences against S&P 500 price, etc), trend-following TA metrics (MACD, EMV, etc), mean-reversion TA metrics (Bollinger Bands, CMO, etc), macroeconomic (unemployment, housing starts, leading composite), and monetary policy (yield curve inversion, equity risk premium, dot plot, etc). They've been backtested very cautiously to avoid overfitting to the best of my ability.

mzmoen · a year ago
Where are you sourcing your data from/what are you trading through?
mzmoen commented on Radiology-specific foundation model   harrison.ai/harrison-rad-... · Posted by u/pyromaker
rscho · a year ago
> in Europe you can buy real time glucose monitors, portable ecg, and low calorie meal replacements over the counter.

True! And, aside from people with chronic conditions like diabetics, who are forced to know how their glucose levels work, nobody uses those. So it certainly does change the cost, but I don't think it would be any more useful in the US.

mzmoen · a year ago
That’s not true at all? There are companies like Levels who sell CGMs to non-diabetics to try and optimize their health.
mzmoen commented on Ask HN: How do you look for jobs in 2023?    · Posted by u/charxyz
lylejantzi3rd · 2 years ago
For all of you hiring managers out there, what's your opinion on product-focused engineers? Is that a desirable trait? Or would you prefer a candidate who could care less about the product he works on and only cares about the technology?
mzmoen · 2 years ago
It’s far too situational to give a blanket answer. I run a 15 person startup, and my preference is product focused people because of the breadth they can cover. However, we have a number of people who aren’t that way and are just good developers, which is great. My sense would be the narrow/deeper technically a space is, the less preference there is for product focus, but again just my personal guess.

Deleted Comment

mzmoen commented on Show HN: Readwise Reader, an all-in-one reading app   readwise.io/read... · Posted by u/tristanho
philips · 3 years ago
I use the bookmarklet they offer for saving for this reason. I wish addons had a finer grain permission system.
mzmoen · 3 years ago
Where is the bookmarklet? I'm not using the browser extension for privacy purposes as well, but can't find the bookmarklet
mzmoen commented on The mitochondrial NAD+ transporter SLC25A51 is a fasting-induced gene   metabolismjournal.com/art... · Posted by u/bilsbie
thesaintlives · 4 years ago
I can't really comment on the article but I can comment on taking a NAD supplement. I take NAD every day and magnesium L threonate every few days (whenever I feel like a need a mental boost). The NAD really makes me feel better. I have no idea what it does but when I don't take it I have more difficulty getting up early in the morning. NAD, magnesium and zinc. Those are my basic supplements and I always take them. Give it a go!
mzmoen · 4 years ago
What brand do you take?
mzmoen commented on Ask HN: Those making $500/month on side projects in 2022 – Show and tell    · Posted by u/deadcoder0904
kouteiheika · 4 years ago
I'm running a website for people learning Japanese and currently making ~$590/month from Patreon donations: https://jpdb.io/

This is an entirely spare-time project on which I've been working publicly for the past year.

Here's some info about the tech stack I'm using: https://news.ycombinator.com/item?id=26693959

mzmoen · 4 years ago
This is quite cool. One suggestion would be to have the pronunciation listed in addition to the kanji and audio (at least when I searched I didn't see it, so the only way to learn to pronounce is to use audio). Do you know of something similar for Chinese by any chance?

Dead Comment

mzmoen commented on Why Nuclear Must Be Part Of The Energy Solution (2018)   e360.yale.edu/features/wh... · Posted by u/yaa_minu
bryanlarsen · 5 years ago
Base load generation is unnecessary, the only type of power that's needed is dispatchable or peak power. If you can meet demand at peak, you can meet demand in the trough too. All other power types are added to the grid to increase affordability, reliability or green credentials.

Neither wind nor nuclear are suitable to use for peak power.

mzmoen · 5 years ago
This assumes that you're power generation always matches demand through time. If you had a sudden spike at night that you don't usually have (like in Texas where people kicked on their heat unexpectedly) and you were using solar, the mismatch would exist and you wouldn't be able to meet the load.
mzmoen commented on Show HN: I created an app to make my online reading experience easier   q.mimicrylabs.com/... · Posted by u/k-i-r-t-h-i
k-i-r-t-h-i · 5 years ago
Hey HN!

Long term lurker here - hoping to share my side project, Q.

Like most people reading this, I normally start my day off by going through the first few pages of HN, finding articles I'd like to read. If your experience has been anything like mine, you probably also open up a bunch of tabs, read a few, and eventually close the rest (especially if Chrome is eating up all your memory!). It's pretty much the same process with other websites I visit as well.

I built Q(ueue... heh) to make my online reading life easier. I wanted a simple way to add and read articles while on my computer, so I made a browser extension that lets you do things with just keyboard shortcuts (Pressing "Ctrl+Shift+Space" adds my current page, while "Ctrl+Shift+Right Arrow" fetches the next article in my queue - I can also right click add, which I find helpful when browsing HN).

In order to pick up where I left off with my phone, I created an app (on iOS only for now) that makes it really easy to add (via the share thingy) and read articles. You can even set it to open up articles in reader mode which I find gets rid of a lot of visual clutter on most pages (and annoying ads).

I've been using it for a few months now and have been quite happy so wanted to share Q with the community as well.

At the end of the day, this is really just an extremely minimal bookmarking app fine-tuned to how I personally wished they worked. I really hope you find Q useful as well!

I collect the bare minimum to create an account (username, email, and password) but I understand people might not want to create an account.

Here is an account you can use if you want to try it out first: email: hackernews-demo-user@gmail.com password: hackernews

Would love any feedback or suggestions on things to improve! You can also reach me at mimicrylabs@gmail.com as well.

Website: https://q.mimicrylabs.com/

Firefox extension: https://addons.mozilla.org/en-US/firefox/addon/q-by-mimicry-...

Chrome extension: https://chrome.google.com/webstore/detail/q-by-mimicry-labs/...

iOS app: https://apps.apple.com/us/app/q-by-mimicry-labs/id1552578757

Privacy policy at: https://q.mimicrylabs.com/privacy

mzmoen · 5 years ago
Seems like the site is down. Looking forward to checking out out once back online though.

u/mzmoen

KarmaCake day12December 30, 2020View Original