Happy Birthday for CSS
note: to mark this anniversary of the blog, the Adaptive Time Machine returns—tommorow!
So it is the 1-year anniversary of this blog and I guess its a good time to do a quick speech to explain how I got here and to thank certain people for getting me to this point. Somehow I find myself popular as a “quant”, a consultant, and even more strangely for my technical indicators. Truthfully my background prior to CSS was not rooted firmly in either area. Readers know that I have a primary background in doing research on company fundamentals and stock scoring. I ran several complex studies with professors over a series of years and toiled in relative obscurity. I also spent many years as a professional poker player. In fact, I am always proud to say that just over 1-year ago, I actually did not know much if anything about technical analysis (of course this often frightens the odd client!). Furthermore, despite my finance background, I would still not consider myself a serious “quant”—- I can’t remember the last time I did a matrix or an integral, and certainly don’t pride myself on mathematical proofs. Thankfully for me we live in the age of computers and statistical software.
I can say that I learned quite a bit this short year, and now view the market from a completely different perspective than before. Truthfully, many other bloggers helped to inspire and shape my thinking (see Blogroll). Apparently I have taught many readers some new ways of looking at things in the course of my own studies and observations on the market. I wasn’t aware that my thinking was so unconventional until I was told otherwise! I have readers to thank for both their support and their excellent questions.
If one man is to be singled out for introducing CSS to the blogosphere it is Michael Stokes of MarketSci http://marketsci.wordpress.com/ . Being a new reader of his blog, I spent time digesting his good work and commenting on several posts. It was my first introduction to the world of technical analysis, market timing, and adaptation. One day while on vacation, I decided to send in an idea I had with the view that it may be interesting to readers. Michael took a spreadsheet I sent him on a formula for an indicator to predict the S&P500 and introduced it to the world as the “DV2.” Lest some of you think that my habit of naming indicators beginning with my initials (DV) is an ego-driven narcissistic quirk, you can all blame Michael for starting the trend—truthfully I always referred to the DV2 internally as the “pivot indicator.” Then in another strange twist, a fellow (and now good friend) by the name of Jeff Pietsch put DV2 and many other indicators to follow on his very popular ETF Rewind tool http://etfrewind.blogspot.com/ . Jeff went on to help with programming and launching both DV Indicators for Tradestation and Amibroker and the wonderful new Excel Plug-In. He also helped me develop my thinking in many different ways. As my posts on the blog started to pile up, I had plenty of supporters that helped to generate a fan base early on–the earliest was Rob Hanna of Quantifiable Edges http://quantifiableedges.blogspot.com/ , followed by Jared Woodward of Condor Options http://www.condoroptions.com/, Charles Kirk of the Kirk Report http://www.thekirkreport.com/ , Tadas Viksantas of Abnormal Returns http://abnormalreturns.com/, and Brett Steenbarger of Traderfeed http://traderfeed.blogspot.com/. Many others in the blogosphere deserve mention- but I would run out of space very quickly in trying to avoid picking out just a few.
Lastly, and most importantly, a fellow by the name of Corey Rittenhouse of Catallactic Analysis http://catallacticanalysis.com/ sent me a backtest one day early on in the year based on one of the first of many crazy ideas. Corey became my primary partner in testing and research, and without him none of this would be even possible. Corey is a magician with the computer and without his help I would still be stuck putting up ugly black and white tables (whenever you see that on the blog thats me!). There would be no Adaptive Time Machine, Livermore Index, or pretty looking backtest pictures–all of this was done in VBA with custom code much to most people’s amazement.
So to all of you—thanks very much!