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Back mixing it up · Jan 21, 01:01 PM

I’m really enjoying Sexosonic’s I thought it was you, and I wish I could find a sample for you online; it’s up-beat funky house that makes me smile and wiggle here in my seat.

The dentistry work last Monday triggered a week-long dark spell that I busted yesterday. At first it was fun being acutely miserable and watching Scrubs reruns all the time. Then — as the ibuprofen and the human body’s robust healing capacities brought the pain level out of the stratosphere — I kept it up; every twenty-four hour period was evenly split between sleep, work, and TV, except for when I couldn’t sleep. Workout discipline: gone. Self-improvement hobbies: abandoned. Social Life: dropped it like it’s hot. I didn’t even do laundry and towards the end I stared at walls to pass the time. This was a character destroying experience, and that realization was where the black mood began.

Fortunately, a friend from work had invited me to join him, his wife, and a surprising number of male cheerleaders for a birthday party. I also got a call from Katie. We haven’t done the staying-in-touch thing too well, and it will be good to catch up.

My carry trade is still up on the continued weakness of the JPY against anything else and I’m just about finished with two thin books on systems trading. Pardo’s Design, Testing, and Optimization of Trading Systems lightly surveyes the process of trading system development, testing, and implementation; nothing ground-breaking for me, but a good outline nonetheless. Sherry and Sherry’s The Mathematics of Technical Analysis introduces the concepts of statistical stationarity, independence, and randomness. In the authors’ judgment, those are respectively good, bad, and good properties in a time-series you’re looking to trade from. Furthermore, they should be objectively tested for. The athors were fond of the chi-square family, but never went deeply into the meaning or limitation of this kind of statistical testing. Still, it gets one thinking if doesn’t get one eye-crossingly bored.

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