October Update

I’m sitting outside at a very tranquil cafe in Mexico City, Efimero Cafe, one of my favorite little spots here.  There’s plenty of bigger, trendier, fancier, cafes with coffee on par in the neighborhood, but there’s some intangibles here (perhaps the fact that the inside is so small it forces me to be outside on nice days, or it could be that the espresso is super strong haha) that make me come back.

I’ve been working a lot the past few months on my trading, in particular the past few weeks (and I’m planning on having a serious work binge when my girlfriend goes to LA this week), as I’ve been having a steady flow of new ideas come to me.  Coding and trading are two fields that you can obsessively work on, especially when the two are combined, so I am mindful to occasionally bring my head above water and not let myself go completely.  Using all of that mental energy depletes me for other things, even simple things like wanting to get a haircut/cook/etc., but I’ve kept it together.  

The upside to all of the work though has been that I’m enjoying it more than I can ever remember.  Everything has been clicking, and all of the years I’ve spent in these cross-disciplinary fields are finally starting to merge and produce really cool results.  Card games like Magic that I played competitively as a kid, poker as an adult, of course my years in trading, and the time I spent learning computer science and machine learning.  It’s been a hybrid of me thinking about human psychology studying historical data in prices, trying to figure out what could have predicted the moves, the optimal way to play those patterns defensively and aggressively, and then how to translate these thoughts and train a machine learning algorithm to see things that I’m missing.  Pretty consistently I’ve been getting new ideas for one of those steps which requires new data, new strategies, and new machine learning.  There’s regular surprises of things I’m sure are going to work that don’t (as well as the reverse), and I’m learning intricacies of my different fields that I never even knew about.  At some point I know my ideas will feel less exciting and I’ll get a little burnt out, but I’m riding the high for as long as it lasts.

I visited a town called Valle de Bravo this past week.  It’s one of the ‘magical towns’ here in Mexico:  https://www.gob.mx/sectur/articulos/pueblos-magicos-206528.  I went with my gf midweek mostly to stay at a luxury hotel for a reasonable price (Casa Rodavento, although I would consider staying at their sister property in the woods Hotel Rodavento next time).  The more I explore here, the more I want to see.  It’s such an amazing country with every type of scenery you could want, plenty of cool exotic and weird stuff, while having comfortable things that are good everywhere like tacos and tequila.  On my list of next places that I want to visit pretty badly are San Miguel de Allende, Oaxaca City, Real de Catorce, and Puerto Escondido.  There’s so much I don’t know, so these are just some of the major and perhaps slightly touristy spots that I’m interested in.  

Outside of that I’ve been reading and watching some films/TV.  I just finished “The Player of Games” by Iain Banks after previously starting it and putting it aside twice.  It’s the second book I’ve done that with (the other is “The Three Body Problem”) and ironically I also ended up loving it.  “The Three Body Problem” series is way more intense and slower to start though.  “The Player of Games” is a late 80’s sci-fi novel about a guy (in the far future in a utopian society) who takes game playing very seriously, and gets the chance to compete in a new high-stakes game.  There aren’t many problems to worry about, so games of all types are how people spend their time.  Not too much different than now if you think about the amount of money/time/energy/resources in general that go towards professional sports, let alone other various games like trading.  We’re used to people using analytics/game theory and nerdy things to win at games these days, but it was interesting to read something written 30+ years ago with this mindset.  A bit inspiring for me, and also entertaining.  I bought the next book in the series the next day.

Television wise I saw “Squid Game” like 70% of the planet apparently, and liked it.  I’m watching the series “Gomorrah” (not to be confused with the movie) on HBO Max and that is really good.  It’s like a realistic and artsy version of Sopranos mixed with the Wire, but taking place in Southern Italy.  It often gets a bit dark (which the realities of dealing drugs, killing, etc. surely are) , but it has enough humor and beautiful imagery to keep it from being overly uncomfortable.  

With all of this work I’m in need of music to keep me going, and two new house music sets I can recommend are:

and

With that I’ll leave you with a few pics, and back to work!  Wishing you all a beautiful October.