The other moto post is quite good if only for the “Stupid hurts” insight (never heard it before but it makes sense

Not sure if you watched the Valencia race… but oh boy, did Lorenzo save a MASSIVE high-side!

That’s a pretty stout understatement you make there, Jez! Writing this thing ourselves is a serious investment and a big distraction which really only buys flexibility. The flexibility is pretty compelling, though, and affordable alternatives just seemed to be toys when we’d looked at them a few years back. Serious analytical tools like barra or kx are simply too expensive – for the cost of their licenses, you can pay a few coders to do whatever comes to mind… And the production-worthy platforms like flextrade or portware are also expensive and were really built for sell-side oriented execution-quality development or use rather than providing rich facilities for alpha-generating strategies. I still think we made the least-bad choice, but the environment has changed a lot since then and our decision might well be different were we to have made it currently…

And yes, I have a long-standing love for all two-wheeled vehicles and the mashed intervertebral discs to prove it… Great way to bring the foundational lessons of risk management to heart. If you haven’t, take a look at my old post entitled “inverting stupid” as it’s also moto-inspired ;^>

I did start coding up a back-test platform that I also wanted to use for trading, etc. but soon decided that was going to take me away from actually researching strategies. So I am focusing right now on back-testing, etc. with platforms that already implement the functionality I need (ie bought them) and I’ll revisit the best way to implement live trading at a later stage.
Obviously it is not as ideal as in your case where the same engine is running the different back-testing/trading modes (no code porting risk, effort, etc.)

Are you not distributing Stratbox at all or just not actively marketing it? Sounds like it would have great potential although I seem to understand this is not too much your cup of tea?

PS: are you a biker fan too? I have not seen the last GP yet and I was scared you might have shown Lorenzo doing a high-side at yesterday’s race (which I haven seent therefore losing any suspense for the title race) – but I think thats a previous race – it cant 2 like that in one season Watching the race tonight (recorded).. Viva Rossi!