Backtesting is Boring

My trading over the past five years has consistently lost me money. I’m still afloat because my long term investment has worked out a lot better. But that doesn’t require that I do anything, so boredom is a problem.

I’ve done a lot of backtesting over those years, and it hasn’t helped. I’m not convinced that ‘more thorough’ backtesting will improve matters. Fortunately I may not need to rely on trading to generate some income over the next few years.

So, how to cope with boredom? I’m thinking that learning something interesting, even if it won’t actually prove useful, might be the way to go. I’m thinking of trying to really get on top of machine learning. Not to help with trading, as far more competent traders than me have said it really doesn’t help much. But just because I’m interested.

So, I’ve started, or rather retaken, the road to frustration. Have just tried to set up a Docker image which includes Pytorch. I’ll check out which of my ebooks on Neural Networks used Pytorch instead of Keras/Tensorflow, and spend some time with that. I expect to discover all sorts of problems with running Pytorch from Docker, even though I don’t intend to use the GPU just yet. I’ll probably just end up playing more AoE.

So the book is Learning Pytorch 2.0 by Matthew Rosch, one of my many Kindle books. And Pytorch does work inside Docker, but it’s not the GPU version of course.