This morning I woke up at 3am and got started with my day. Grooming, reading, and studying.
I’m on the tail end of the worst cold I’ve had in years; it’s taken almost two weeks now and I still have some congestion. During this time my workouts lagged. I think partly due to reta and lack of protein and mostly due to being sick as a dog. I’m going to make a concentrated effort this week to resume my mileage and get in my strength workouts. I’m sub 190lb now and want to shoot straight through to 180.
I also cut my reta dose from 1mg to 0.5mg and am going to make sure I am hitting 150g+ of protein/day.
I went up Mt Baldy yesterday with a new friend for the third time and it was my easiest ascent yet. I am summiting Mt Whitney with him a week before my marathon in October. I really want to crush that race and be properly prepared for how challenging Whitney will be. I claim to want to hit 3:30 but I feel in my heart of hearts that 3:15 or faster is attainable if I apply myself.
This week I am going to shoot for 4, 13, 0, 4, 7, 4, 0 miles on Su M T W T F Sa.
It’s time to resume my training.
For my modeling I am working on locally storing a high quality dataset so I can skip pulling data for each new set of tests. I spent a lot of effort trying to identify TWAPs and while I have a weakly informative model, I think I will focus elsewhere if after training it off one more larger timeframe sample it still ceases to be particularly effective. It’s possible that the universe of symbols and the tightness of my model’s thresholds aren’t a great fit and that long term I ought to flag only the most extreme examples, maybe less than one or two a week. I learned a lot looking into this particular avenue of research, about both data science and the markets.
I think that this will grow to be a larger part of my focus, particularly after I am able to backtest for specific circumstances and then build scanners to alert me accordingly. For the venn diagram of strategies that I share with my partner, this will likely end up adding more to my side however hopefully he will see their value over time.
My sobriety has been strong. My mental health is in a good place. I’ve made peace with my financial situation and am focusing on my trading process. I want to resume pushing myself physically and put in four quality days this week. I have reduced my porn consumption and while my therapist thinks it’s generally fine, we have different attitudes towards what is healthy or acceptable.
I just want to bank days this week that look like this while I work on my craft:
I enjoyed across this great poem by William Henley, Invictus, this morning and hope you do too:
Out of the night that covers me,
Black as the pit from pole to pole,
I thank whatever gods may be
For my unconquerable soul.
In the fell clutch of circumstance
I have not winced nor cried aloud.
Under the bludgeonings of chance
My head is bloody, but unbowed.
Beyond this place of wrath and tears
Looms but the Horror of the shade,
And yet the menace of the years
Finds and shall find me unafraid.
It matters not how strait the gate,
How charged with punishments the scroll,
I am the master of my fate,
I am the captain of my soul.