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Author Archives: Josh Heitzman
Midas51: third time is the charm
32% CAGR with a maximum drawdown of -34% is the simulated yield from an ensemble learning model discovered in Midas51’s third iteration. Continue reading
The Future of Software Development
I have my theory of what the future of software development should be. Some years in the future I may write that down, but I’d rather write the code to make it happen. In the meantime here are the most … Continue reading
++productivity == Python
JARGON ALERT: this post contains jargon, jargon, and more jargon; you may want to skip directly to the last three paragraphs. Otherwise enjoy some tasty jargon! Mmmm. I was surprised that almost none of the Python code I’ve written makes … Continue reading
Vagrant rocks and Midas51 to be hosted on Linux
While I was surprised to discover that Windows Azure provided Linux VMs at a significantly cheaper rate then Windows VMs, I decided to roll with it since Python has excellent cross-platform compatibility. After getting CentOS 6, Debian 7 and Ubuntu … Continue reading
Posted in Coding
Tagged Azure, IronPython, Jython, Linux, Midas51, Python, Vagrant, VirtualBox, Windows Azure
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Midas51, hello and meet Grail42
Work on a proof of concept for software to aid with investment decisions began two months ago. The concept has proven sufficiently promising to warrant continuing investment as Project Midas51. The code hacked for the proof of concept is throw-away … Continue reading
New Project: Investment Decision Aid
My next side project will be an Azure app that aids people in decision making via interactive algorithms that analyze the data underlying the interactive controls, the data stored about the specific user, and the general data stored in the … Continue reading
Posted in Coding
Tagged Azure, Backtesting, cplusplus, Decision, IronPython, Midas51, Python, Windows Azure
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Next project and new job
Two weeks ago I rejoined Microsoft as Principal SDE in the Windows Azure Active Directory (WAAD) group. Microsoft’s moonlighting policy currently supports employees in creating commercial Windows Azure apps, so my next side project will definitely involve Windows Azure. I … Continue reading
Posted in About Me
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Grail42: test framework done enough for now
Now that the Grail42 C++ test framework has some basic documentation, it is time to move on to a new project. The framework is by no means ‘done’ as I have numerous enhancements in mind for it and there is … Continue reading
Grail42: multi-threaded test support
Grail42 now includes support for multi-threaded tests. A multi-threaded test is defined by multiple test part definitions that utilize the same test name. The framework automatically executes each test part on its own thread and routes any error messages to … Continue reading