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Showing posts from June, 2020

Escher's Money #05: Re-cap week of June 22, 2020

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June 27th, 2020.   We didn't make many actions in the recent trading sessions.  The most recent trade was a purchase at 17.80$ on the 24th of June, 2020.  The balance sheet transformed as follows: Cash    :  537.66 $    ===>>>    519.86 $ Equity  :  495.00 $    ===>>>    462.80 $           [25shr @ 19.80$/shr]  [26shr @ 17.80$/shr] Though we should have postponed our sell @ 19.80$ to sell @ above 20.00$, we still managed to profit from the price fluctuation.  We should have also re-purchased at closer to 17.50$ or even a touch below, but again, our re-entry point was not bad, especially when put into perspective on the chart.  Hopefully we can continue to make some good trades. Index Performance:    Fund Performance:   17.80/18.54           (462.80+519.86)/1000 = 0.960    ...

Escher's Active Investment #04: No action, new title

June 18th, 2020.  We saw minimal action today and took minimal action. Been busy with work.  Also, let's use a new title for this story: Escher's Money.

Escher's Active Investment #03: It would seem we missed an opportunity yesterday

June 17th, 2020: A brief entry today. MIDU dropped today, surfing near the 20$ price.  Yesterday we considered the possibility a downward move, in which case it would have been opportune to sell.  That possibility was realized.  With our most action being a sell at 19.80$, it would seem we acted too soon, missing on the opportunity to sell higher. Oh well.

Escher's Active Investment #02: Another positive move, an opportunity missed?

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June 16th, 2020. MIDU made another move up today, breaching 22$/share briefly in the morning.  Should we have sold there if we had the chance?  If so how much?  Hypothetically we could have sold all 25 shares at 22$ and re-purchased them at 21$, netting 25$ profit.  25 out of 1000 is 2.5%.  A possible 2.5% gain?  But then there's the possibility that after selling at 22$ the price may not have dipped back below, in which case we would either have to wait or realize a loss.  I suppose we are hoping MIDU makes another move up, in which case we can sell at a profit.  Again, when do we re-enter? Questions, questions, questions. ? ? ?

Escher's Active Investment #01: Positive move, first sell too soon?

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We started an investment experiment on June 12th, 2020, in which we will attempt to actively trade MIDU, a 3x leveraged ETF that emulates the behavior of the S&P 400 mid-cap stock index.  We  initialized this experiment with a hypothetical 1000$, with an allocation of 26 shares, assuming a price of 18.54$/share [482.04$] and 517.86$ as cash. A bit unexpectedly, the MIDU made a move up today.  I initially guessed that it was going to go down, with the futures market early Monday morning suggesting so.  However, MIDU gained and kept gaining.  We decided on a one-share sell @ 19.80$, realizing a nice bit of gain.  But did we sell too soon?  If we want to maximize the potential gains, we need to be able to ride the swings, heavy swings.  The cost of attempting to maximize these gains is the increase in risk--the potential for loss or missed opportunity.  I don't think anybody knows what's going to happen day-to-day. At the time of the ...

Escher's Science #00 (?): File management

One of the challenges that will have to overcome is one regarding file management or data management, sharing and the like.  We regularly have to work with MD trajectories that are multiple gigabytes in size.  This poses a challenge mainly because remotely accessing such files burdens network bandwidth.  To address this, we will try to use torrent-based file sharing. - I think that it's more appropriate for accessing finished data. - It will also have to be hosted on some file-server/seed-box. We tried to make a torrent and we were able to transfer a file from one of my laptops to another.  It seems like it works.

Escher's Active Investment #00: Initialization

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We are starting an investment experiment in which we will attempt to actively trade MIDU, a 3x leveraged ETF that emulates the behavior of the S&P 400 mid-cap stock index.  We are initializing this experiment with a hypothetical 1000$ with an initial allocation of roughly 50% equity and 50% cash. Assuming a price of 18.54$/share, we will have 26 shares [482.04$] and 517.86$ in cash. After experiencing a crash, the mid-cap index has increased substantially from a low of 6.73$ in March.  With the United States, and the world, facing economic and social challenges stemming from the COVID-19 pandemic and death of George Floyd by police, the trajectory of the market is uncertain.  We shall see how thing evolve.

"We can make changes later": the mantra to get lift-off

I feel filled with uncertainty and doubt. What am I doing? Do I have a plan? Should I have a plan? What proportion of people have a plan? What are the characteristics of those plans? What am I supposed to do? Hence, the mantra: "We can make changes later". mantra : (noun.) man·tra /ˈmantrə/ - 1. (originally in Hinduism and Buddhism) a word or sound repeated to aid concentration in meditation. We started a VMD_scripts .git repository. I--should I use "I" or should we use "we"?--found myself getting stuck making considerations on the choice for the license.  I narrowed the choice down to between the MIT License and the GNU GPLv3, the main distinction between the two being the ability to distribute closed source versions. I repeated to myself that if it's decided that a different license would be preferable, then a new repository could be created, hence the mantra.  I have yet to add anything to the repository, maybe the oxygenation script. ......

Concentration gradient method: characterizing diffusion

Here is a movie showing the displacement due to diffusive motion of the oxygen molecules in the simulation system that I'm using to develop the "concentration gradient method." It will be interesting to see the oxygen diffuse across the membrane, which begins at around Z=25.