Fun with a ‘SPY Climber’


After a long work day I often challenge myself to write the least amount of code to generate the most profitable equity curve. I never have any intent to trade the thing –it’s deliberately overfit– but I find it to be good calming way to unwind.  Some people have a Zen garden on their desk. To each his own. Last night I wasn’t up for a challenge, but I still wanted the...

Automate everything.