optimization re-engineering alliance alliance ascension agenda this plan describes a unique...

Optimization Re-Engineering AllianceAlliance AscensionAgenda

This plan describes a unique opportunity to choreograph a collaborative alliance of the computer firms to create a renaissance of the demand-pull that built the industry.

The IT Turning Point

• The IT Crisis– Commodity build-out no longer sustainable

• Algorithmic programming is obsolete

• Middleman programming is obsolete

• Neither can articulate post-industrial demand

– Zero-sum fashion loop only sustains Microsoft• Labor arbitrage is ravaging IT elsewhere

• Web improvements increase the arbitrage

• Rebooting the Computer Industry

An Alliance Business Model

the Computer Industry

Optimization Rapid Prototyping

Optimization Re-Engineering

Computer Demand Pullwit

h

to

with

and

R&DComputersQuickSolutions& TurnkeySoftware

BusinessSoftwareMaintenanceAndEvolution

Point to Point Mentoring and Consulting

Metacyber .Net

ProblemMetaphoric SyntaxStratum: FIND a,x,b,y to MINIMIZE z

call stor(z,add(mul(a,x),mul(b,y)))

Translated Model

Algebraic FormulaStratum:

z = a*x + b*yModel

Arithmetic Stratumz = a*x + b*yz = (a*x+x*a)+(b*y+y*b)

BY engine

MetaForCompiler

FortranCompiler

Automatic Differentiation (calculus arithmetic)

MetaPythonMetaPerl

MetaBasMetaC

MetaC++

MetaJava

C compiler

Strategy: Co-opt current software mass movements:

FIND a,x,b,y BY engine to MINIMIZE zMetaphoric SyntaxStratum:

Algebraic FormulaStratum:

z = a*x + b*yModel

call stor(z,add(mul(a,x),mul(b,y)))

MetaForCompiler

Arithmetic Stratumz = a*x + b*yz = (a*x+x*a)+(b*y+y*b)

FortranCompiler

(Science Interns)

MENU

EXECUTIVESYNOPSIS

SOURCE CODEDESCRIPTION & ANNOTATION

SOURCE CODEIN PREFORMATTED HTML

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CollabNotes

CollabNotes

CollabNotes

Modeling ParadigmModeling Paradigm

INTEGRATIONINTEGRATION

ROOT FINDINGROOT FINDING

OPTIMIZATION

Meta CalculusExtended Languages


Interchangeable Solution ToolsInterchangeable Solution Tools

Meta Calculus EngineMeta Calculus EngineMeta Calculus EngineMetaphoric Tool AlphabetMetaphoric Tool Alphabet

Languages:

Tools:

System:API

System:API

AutomaticDifferentiation

MENU

EXECUTIVESYNOPSIS



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CollabNotes

CollabNotes

CollabNotes ORE

Mining

ORE Mining

Modeling Libraries

MetaBas

C-DVMMeta-C

MetaC++MetaJavaMetaPerl

Base Languages

Recasting

Modeling Paradigm

SYSTEMS SIMULATION

SYSTEMS CORRELATION

SYSTEMS OPTIMIZATION


Interchangeable Solution Tools

Digital Calculus Computation Engine

Metaphoric Solution Tools

Languages:

Tools:

System:API



SYSTEMS SIMULATIONSYSTEMS SIMULATION

SYSTEMS CORRELATIONSYSTEMS CORRELATIONSYSTEMS CORRELATION

SYSTEMS OPTIMIZATIONSYSTEMS OPTIMIZATION






Metaphoric Solution ToolsMetaphoric

Solution Tools

Languages:

Tools:

System:API

System:API


Common API Library

Fortran 77

MetaPython

Ansi-C

New R&D Apps

MetaForMetaCalc

Fortran-DVM

MetaFor-DVM

• Co-opting OSS– New IT recycling agenda

– University collaboration• Standard engineering

Component Build-out

Modeling Libraries

OOP optimization

Meta Engineering Library Substructure

GUI SuperstructureProblem-Oriented Optimization

• OSSGraphicsProductBuild-out

New face of

Funding R&D

BBBBarter Bond

Bank

Capital Services

MSFMeta ScienceFoundation

Non Profit Software Utility


INTEGRATIONINTEGRATION

ROOT FINDINGROOT FINDING

OPTIMIZATIONOPTIMIZATION




Meta Calculus EngineMeta Calculus EngineMeta Calculus EngineMetaphoric Tool AlphabetMetaphoric Tool Alphabet

Languages:

Tools:

System:API

System:API


Shared Consulting Matrix

Etc.

Etc.

MCN MetacyberNet

Metacyber .Net

IXNET

Brand Service Firms

Instant XtraNET

(Choreographer)


SYSTEMS SIMULATIONSYSTEMS SIMULATION

SYSTEMS CORRELATIONSYSTEMS CORRELATIONSYSTEMS CORRELATION

SYSTEMS OPTIMIZATIONSYSTEMS OPTIMIZATION






Metaphoric Solution ToolsMetaphoric

Solution Tools

Languages:

Tools:

System:API

System:API


Alliance Software Products

• Infrastructure Tools – Foundation– Meta-Calculus (MC) Languages, APIs & Libraries– Meta Engineering (ME) Common Libraries

• Extrastructure Tools – Franchises– Meta-Science (EvoScoped MC) Languages– Emergent Apps & Wizards – Joint Ventures– Computer-Utility Bundled Infrastructure (IXNET)

• Network Matrix Consulting Admin Tools

• ExtraWall VPN – Instant Extranets

• Voice-Image Session Packaging (VISP) Tools

Software Pricing Systems

• Subscription Service Pricing for all Software– Like telecommunications– Credit cards– Utility/feature based to reward developers

• Eliminates software upgrade sales– Eliminates fashion agenda– Styles only change to suit user request

• Automatic (opt-in) or Requested Maintenance

Service Business Modes• Brand Franchisers (IXNET-science, MCN-business)

– Computer Utility (IXNET)– Consulting Matrix Franchisor (both)– Software Contracting Agency (both)– Systems A&E Contractors (IXNET)

• Consulting Matrix Subcontracting– ORP Mentoring Projects (IXNET branded)– ORP Modeling Projects (IXNET branded)– Large ORE-ORP Projects (IXNET branded)– EvoScoping – Software Maintenance and Evolution – ORE-ORP Mentoring (IXNET branded)– Foundation Software Development

Metacyber .Net

Metacyber .Net

Metacyber .Net

ORP Mentoring Projects Branded

• Applications inside the MC Envelope– Programming Skills Required Only– Framing problem in MC template– Selection of solvers

• Applications outside the MC Envelope– E.g. PDE – Math reduction required

• Choreographer agent selects mentor– Negotiates support rate

ORP Modeling ProjectsBranded

• Client is not the expert– Only provides application requirements

• Consultant is physicist or engineer– Graduate student or assistant professor

• Choreographer Engineer Selects Consultant– Negotiates higher premium rate

Large ORE-ORP Projects Branded

• Choreographer acts as program office

• Uses consultant matrix as talent base– Application scientists– Applied mathematicians– Software engineers

• Full life cycle with production deployment

• Advanced technology development

ORE MentoringBranded

• Consultant programmers & mathematicians

• Client supplies simulation expertise– Consultants mentor clients in ORE work– Apply solver experience for difficult

optimization

EvoScoping MaintenanceBranded

• Business code maintenance (e.g. Cobol)– Refurbisining and documenting old code– Educating old code stakeholders– Economic revitalization– Repurposing old code

• Bread & Butter sustaining contracts– Interleaved with IXNET mentoring

Metacyber .Net

Alliance Startup (Phase 1)• Prepare PR Campaign

– Create MetaScience.us Website with MC7 Demo– Publish Manifesto: ORE Book

• Form Foundation & Seek Philanthropic Funds– Acquire MetacyberNet (MCN) control or IP– Finish MC8 Languages: MetaFor, MetaCalc, MetaC– M1 - Build Portals and Browser Plug-in IDE

• Seek Angel or VC Funding for Brand Franchisors– MCN – Build Webcode & Lockstep-VCS for MC8 languages– IXNET – Configure Franchisee Subnet Computer Products– Launch Mono-Portals for Franchisee Attraction– Start Monthly Franchisee Recruiting Symposia

• Seek Computer Firm Sponsorships in Foundation– HP, Sun, IBM, SGI, Intel, AMD, Apple

Alliance Startup (Phase 2)• MSF - Build Meta Science OOP Languages

– MetaC++, MetaJava, MetaPerl, MetaPython compilers

• MCN – Build Webcode generators for OOP languages• MSF – Cluster-Portals Development

– Build MetaFor-DVM and MetaC-DVM Platforms– Extend MC8 API for MC9 (OB) and MC10 (PMC) Capability– Build and Launch Cluster Portals

• IXNET – OREA Network Marketing Campaign– ORP Mentoring Campaign to Start R&D Race– ORE Mining Campaign to Application Industry

• MSF - ORE Recasting Campaign in Universities• IXNET – CAD/CAM/CEC Diffusion Campaign

– Joint ventures in semi-staple vertical market domains– Semi-staple POO wizards development & marketing

PR Campaign – All Important

• Create a World-Centric Renaissance Cause– AI was a dream that had no leverage, no need

– OOP had recycle leverage but no need-demand

– Meta science has simplicity, leverage, need-demand, and a coherent prosperity plan

• Motivate Metaphoric Software Design for Prosperity– Post-industrial demand articulation from R&D need base

• Diversification fan-out by diversified end-user invention

• Not economically feasible via middleman algorithmic programming

– Middlemen must build higher media for end-users• Only end-users can articulate post-industrial demand

• Computer industry must adopt a new agenda

End of Presentation

Sub 1

MC

Modeling Paradigm

SYSTEMS SIMULATION

SYSTEMS CORRELATION



Interchangeable Solution Tools

Meta Calculus EngineMetaphoric Tool Alphabet

Languages:

Tools:

System:API


Modeling Paradigm

SYSTEMS SIMULATION

SYSTEMS CORRELATION




Metaphoric

Solution Tools

Languages:

Tools:

System:API


MENU

EXECUTIVESYNOPSIS



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CollabNotes

CollabNotes

CollabNotes

Inverse Problem NestingParadigm

CompiledLanguages

InterpretiveLanguages

AD Pioneering 1966-1980

• MC1 – Model Compiler – NASA Apollo 1966• MC2 – MODTRAN - FORTRAN Interpreter 1967

– Optimization & Estimation Modeling with Fixed Algorithms

• MC3 – SLANG - Macro Language 1968– Added ODE Algorithm Differentiation

• MC4 – SLANG/CUE 1969– Modular/Relocatable Programs & Algorithms

• MC5 – PROSE - Commercial Batch Processing 1973– CDC Cyber, IBM 370, Univac 1100 Service Bureaus

• MC6 – TSPROSE - Commercial Interactive 1975 – CDC Cyber Systems (Cybernet, United Computing Systems)– Stabilization of Meta Calculus Paradigm

16-bit Hiatus – Automatic differentiation infeasible on segmented memories

• MC7 – Fortran Calculus – DOS PC (protected mode) Version 1990• MC8 – MetaFor, MetaCalc Common Language API (In Development) 2005• MC9 – ASDL Distributed MC, MetaFor, MetaCalc, MetaC 2006

– Optimization Broadcasting

• MC10 – NSF QDMS (Parallel Meta Calculus) 2007

Meta Calculus Language Evolution

Sub 2

ORP

Short Fuse Needs

Math Sophistication

Black Hole

Programming Time (weeks) 3 6 9 12 15 18

Proposals

Design

Testing

Nested InverseProblems

Optimization

SimulationAlgebra

Correlation

DEMAND:Cost-Time Limited

Meta Calculus Languages

FORTRAN-Level Languages

Low CostDevelopment

High Cost Development

SUPPLY:Utility-Time Limited

C, C++, JavaMATLAB

Reviving Industrial R&D Reviving Industrial R&D

PENT-UP Demand in R&DFast Response End-User Programming

Short Fuse Needs

Math Sophistication


Low CostDevelopment

High Cost Development

DEMAND:Cost-Time Limited

SUPPLY:Utility-Time Limited

Black Hole

Programming Time (weeks) 3 6 9 12 15 18

Proposals

Design

Testing

Nested InverseProblems

Optimization

SimulationAlgebra

Correlation

Fast Response End-User Programming

C, C++, JavaMATLAB

8 weeks to prove concept~ $20K budget tolerance

Meta Calculus Languages

Window of Opportunity

Inverse Problems Track Record

• Hughes Aircraft - Satellite Antenna Design Optimization - 3 weeks– FORTRAN estimate = 6 months

• R&D Associates - Maximum Likelihood Estimation - 2.5 hours - Mentored– FORTRAN estimate = 1 week

• Rockwell International - Space Telescope Optics - 2 days - Mentored

• Goodyear - Radial Tire Design – 1 hour - Mentored– 6 month FORTRAN effort unsuccessful

• Tektronix - Electron Trajectory Optimization - 3 Weeks - Mentored

• Ford Aerospace - Laser System Design - 3 days

• Wyle Laboratories - Noise Abatement Optimization - 1 day

• Sierracin Magnedyne - AC Motor Design Optimization - 1 day - Mentored

• TRW - Optical Systems Optimization - 3 weeks– 6 months FORTRAN effort unsuccessful

• Bechtel Corp. - Steam Power Electric Network - 3 Weeks - Mentored

PROSE (MC5,6) HISTORY

• Tektronix - CRT Design

• National Steel & Shipbuilding - Tanker Design

• Watkins-Johnson - Travelling Wave Tube Design

• GTE - Telephone System Provisional Planning

• Hughes - Antenna Design Beam Synthesis

• DuPont - Advanced X-ray System Design

• Goodyear - Radial Tire Design

• Sierracin Magnedyne - AC Motor Design

• Bechtel Power - Steam Power Electric Network Design

PROSE (MC5,6) HISTORY

Knife, Fork & Spoon Feeding

Horizontal Sales Application Spawning

Sub 3

ORE

MODEL DESIGN

FMODEL PUMP

MetaFor

SUBROUTINE DESIGN

FUNCTION PUMP

Fortran

Optimization Re-EngineeringOptimization Re-Engineering

Simulation Program Optimization Program

CompSci Intern Role

FIND

OPTIMIZATION

Renaissance A&E

Short Fuse Needs

Math Sophistication


Meta-Science Languages

Priming and Priming and Fueling Fueling the R&D Racethe R&D Race

SOAR CompetitionFAST Competition

Renaissance A&E

LIFT

–LIFT:Leveraging Invested FORTRAN Technology

FASTPrototyping Production

–FAST: Fast Application Software Turnaround SOAR

–SOAR:State

of the Art Racing

Proliferating CAD into Non-Staple Proliferating CAD into Non-Staple DesignDesign

– Do it yourself CAD• New problems

• New technology

– High evolution• Rapid prototyping

• Quick time-to-market

– Invention CAD• Invention byproducts

• Cottage industry

Commodities Custom

Engineer Entrepreneur Role

Renaissance A&E

Optimization Broadcasting

MIMD - Different Solvers(Different Knives & Forks)

SIMD - Same model, different start coordinates

Distributed Meta Calculus

Propulsion

Structures

Power

SystemOptimization

SubsystemsOptimization

FIND X IN ONE TO MINIMIZE F

OPTIMIZATION SOLVER

Controls

Distributed Meta Science

CONTROLSCONTROLSSTRUCTURES

STRUCTURES

ELECTRONICSELECTRONICSPROPULSION

PROPULSION

Concurrent Concurrent Engineering OptimizationEngineering Optimization

SubOptimizationSubOptimization

SubOptimization

SubOptimization

O-Parts

O-Parts O-Parts

O-Parts

DesignSoftware

Mfg.Software

ControlSoftware

R&DSoftware

STRUCTURES CONTROLS

PROPULSION ELECTRONICS

SubOptimization

SubOptimization

WEB

VPNHolon Subnets Holon Subnets

Holon Subnets Holon Subnets

Industrial Meta Science

Sub 4

MSF

Foundation

• Member-Only Source Access– Exclusive infrastructure developer

• Key function – Co-opt OSSAD– Potentially millions of contract contributors– Rewarded with Barter Bonds (BBs)

• Software usage wholesaler to member firms– Income redeems BBs in FIFO order

• Meta Calculus Portal Host– Development & Beta Testing

Software Products

Infrastructure Tools• Meta-Calculus (MC) Base Languages

– MetaCalc, MetaBas – ORP Focused

– MetaFor, MetaC – ORE Focused

• APIs & Libraries• Cluster Compilers, APIs & Libraries

– MetaFor-DVM, C-DVM

• MC OOP Languages– MetaC++, MetaJava, MetaPerl, MetaPython

• Meta Engineering (ME) Common Libraries

Sub 5

MATRIX


• Small business consulting firms– E.g. Family firms

• Husband – physicist• Wife – programmer• Kids – hackers

• Franchisee service units for brand sales– All brand sales by franchisor agencies

• IXNET (scientific) - Choreographer • MetacyberNet (business) • Others (business)

Metacyber .Net

Local IXNETAccount Management

Site Rep/Scout

Network Matrix Consulting

ModelingConsultants

Remote

Application Modeling

Math

Remote

Consultants

Remote

Technical Management

Project Engineer

IXNET

Customer

Problem Solving & Prototyping


Inhouse Mentoring (high touch)

Online Mentoring & Consulting

CompSci Intern Role

High touch High tech

Public Internet

Mentoring & Consulting via Extranet

HEADQUARTERS

IXNET BRANCHES™

™

™

™

Sub 6

IXNET

Choreographer Brand Franchisor (IXNET)

• Computer and Instant Extranet Utility– Lease of subnet computers to consulting matrix

– Uniform config, sys-admin, maintenance

– Instant Extranet Project Choreographer

• Meta Science Portal Host• Consultant matrix franchisee training• Meta science consulting agency

– Scientific sales channel for consulting matrix

• Meta science software contractor

IXNET Computer Utility ProductsBundled Alliance Infrastructure Node Subnets

• ExtraWall Firewall and VPN – Instant Extranets

• Voice-Image Session Packaging– Communication Tools

• Network Matrix Consulting– Admin Tools

™

Public Internet

Instant Extranet VPN

MEMBERS

™

™

™

™

™

HEADQUARTERS

Project

Rapid team synthesis for ad-hoc software projects

Voice-Image Session Packaging

• “Show me” dialog recording

• “Assembly-line” support

• “Internet-time” response

Recorded Session Package

Tier 1 Mentor

Customer

Replay

Tier 2 Engineer

Replay

Tier 3 Mathematicians

Computer Utility Bundled Product

Sub 7

MCN

• Software Maintenance Tools - EvoScope– Integrated Code and Web Documentation

• Richly annotated exploded views, web-linkable

• Understandable by users and managers as well as by coders

– Maintained in LockStep by Web-Based Version Control

• Total Quality Management of enterprise software– Rapid Comprehension documentation, strictly maintained

• language-independent, web presented, web maintained

– Preserves and enhances your company’s vital assets

META

C Y B E R

MetacyberNetSoftware that manages evolution

TM

Formula for Success

META

C Y B E R

MetacyberNet Service Contracting

Onsite Mentoring

+

High Touch

+

EvoScopeTM

Linux Server

Web Tools Automation

Network MatrixConsulting

=

Economy of Scale

WorldwideCollaborativeMaintenance

Service

New TQM Paradigm

MENU

EXECUTIVESYNOPSIS



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• Licenses Bundled with Service Contracts• Multi-Level License Fees

• Browse, Generate, Annotate, Collaborate

CustomersManagers

CollabNotesCollab

Notes

Programmers

CollabNotes

User Peers

CollabNotes

Metacyber.Net

Linux Server

EvoScope WebCode Appliance

Tooltip Links & Notes Allow Powerful Multi-layered Documentation

MENU

EXECUTIVESYNOPSIS



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...

Emulates program flowfor rapid comprehension

Metacyber.Net

Subroutine callmouse-overannotationtool-tip links

TooltipNotesTooltip

NotesFootnote annotationmouse-overtool-tip links

TooltipNotes

menu access links

TooltipNotes

Variable refmouse-overannotationtool-tip links

TooltipNotes

MENU

EXECUTIVESYNOPSIS



ELEMENT1

ELEMENT2

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Network Matrix Consulting

Tier 1 User Peer Mentor

Customer

Tier 2 Project Engineer

Tier 3 ProgrammersEvoScopeTM

Linux Server

Metacyber .Net

Metacyber .Net

Metacyber .Net

CollabNotes

CollabNotes

CollabNotesCollab

Notes

CollabNotes

CollabNotes

Work PackageArchitect

Metacyber.Net

Sub 8

CAPSERV

Capital Services

• Barter-Bond Bank– Administrator of BB securities– Market Maker of BB securities

• Funding R&D and Factoring Services– Mutual and venture fund development– Robot Trading R&D Project (Prior Work)

• Open source based – Genius Trader

• Augmented with meta calculus technology

Funding R&D

BBBBarter Bond

Bank

Barter Bond Financing

• IOU Payment to Volunteer Developers– Redeemed from derived Foundation income– Redeemed in FIFO order– Better incentive than open-source

• IOU Payment by Consultant Franchisees– For computer lease, franchise fees etc.– Redeemed by performing labor

• Accrues value as bond interest

Sub 9

TZONE

Robot Trader

Prototype Product Research

Extension of Genius Trader for Options Trading

Roundup

TickerBase

BackBase

CandBase

BullSector

Yahoo

TadaFilter

UserScripts

OptionMaker

TzoneWebSite

6000+tickers

1000+tickers & open-int

1000+stock histories

50+candidate stocks

1:30pm

2:00pm

2:30pm

CandBase

Orders

5:30am

OXStrategy

Yahoo

6000+option chains

CandBase

OXOrders

OXPositions

Yahoo

EDWebGen4:30pm

EDWebAgents6:30pm

OpenMan

6:30am

User Shell Scripts

Perl Driver Scripts

TZ API Modules

External Websites

VPN Internal Website

Pgsql Databases

Tzone Trading Cycle & Simulation Architecture

150+candidate options

Review of 150+candidate options Selection of 20+

candidate trades

Simulation Control

Replay and Backtesting

Selection List

Intraday Stock &Option Chains OptionsFeed

6:30amStockBarsFeed

6:30amCandBase

DayTrader6:30am

(Remote Procedures)

OX Agent

Broker

TZSimWebSite

BackBase

SimulatorAnytime

TZSim Modules

TZSim Website

Manual Approval Meeting Realtime

NonSim

NonSim

Phase 1 Prototype

“Tada” Theory• Technical Analysis of Daily Action (Tada - Holon)

– Stock History (starting 6 months prior to trade date)– Selection - GT Buy/Sell signal on trade date– Tada Assemblies (Bottom up Hierarchies – Holons)

• Various Indicators (MACD, MFI,RSI)• Various Signals (Indicator Combinations, eg. MACD-MFI)• Various Vanes (Buy/Sell Decision Makers – GT “systems”)

• Tada 13 Theory – ZigZag Swing Trading– Focus on Stock Cycle Channel (Range)– De-trended Channel for Trending Stocks– Re-trade on closing to catch swing

• Confirm with Rocket Science (Ehlers)– Hilbert Frequency Domain Analysis (Future)

ZigZag Swing Theory (early version without de-trending)

Average of bottom peaks

Average down angleAverage of top peaks

EDT*

* EDT: Estimated Days to Target

BTF-WID (Weekly-Intraday)

Back to the future (Daily)

BTF-D

Bullish-Bearish Degrees

• Wide Trades – Coded ‘B’ or ‘S’ (BUY or SELL)– ‘B’ – Below average-bottom line on upslope or up day

– ‘S’ – Above average-top line on downslope or down day

• Edge Trades – Coded ‘b’ or ‘s’ (buy or sell)– ‘b’ – At or near-above average-bottom line, etc.

– ‘s’ – At or near-below average-top line, etc.

• Mid Trades – Coded ‘bs’ or ‘sb’ (buy-sell or sell-buy)– ‘bs’ – Below mid-point between avg-bottom & avg-top

– ‘sb’ – Above mid-point between avg-bottom & avg-top

Filtering with Tandem Tadas

Tada Rating: GainRate = TradeGain * PeakRate ($/month) ($/swing) (swings/month)

Merging of tandem tada

ratingsAveraging of 2 tandem tadasDifferent according to gainparameter of ZigZag Indicator

Edge trade (s)

Wide trade (S)

Wide trade (B)

CandBase

Tadamon Daemon

Tada15 50+candidate stocks

Orders

TradeBase

Simulation Architecture Re-factoring

OpenMan

Selection List

EDWebAgents

EDWebGen

CandBase

BackBaseOXBroker

Clock Simulator

TzoneWebSite

Review of 150+candidate options Selection of 20+

candidate trades

Manual Approval Meeting

Simulation Control


TZSimWebSite

DayTrader

Intraday Profiles

HistBase

Roundup

TickerBase

16000+tickers


OptionMaker3

CandBase

150+candidate options

BackBase

TadaFilter4 Spliced Intraday histories

Updated Daily—Comprehensive daily data up to yesterday

Tada14

TadaFleshout

Tada Daily Price histories 2000+

option chains

CandBase

TadaFleshout

Tada Daily Price histories

Machine-Gun & Re-Order Requests

TradeBase

Machine-Gun (MG) Simulation Architecture

EDWebGen

OXBroker

Clock SimulatorDaily Pause Triggering

(Semi-Automatic Firing)

Interactive Simulation Control


TZSimWebSite

DayTrader

HistBase

Roundup

TickerBase

16000+tickers


2000+option chains

BackBase

Tadamon

Tada15

Tada14

EDWebAgents

Orders

30sec-Day Reply Cycle

30sec-Day Request Cycle

CandBase

TickerBase

TadaJobTada14

Tada15

OpenMan

BrokerSimulator

Phase 2 Prototype

Simulator Run Modes & Objectives

• Single-Shot Shotgun Mode (Each pellet is a trade)– Tracks the trajectory of one-day’s trade launch

– Re-trades on swings qualified by TadaMon daemon• Request-reply cycle through TickerBase feeds work from DayTrader

• Current positions only, TadaMon generates new trades

• Machine-Gun Mode – Fires Shotgun each day– New OpenMan Cycle for each day (new batch of trades into the mix)

– Deals with aggregate of all trades (easily 500-1000 active trades)

• Primary Objective – Test & Validate DayTrader– Single shot shotgun (now) can test position management

– Machine shotgun needed to validate portfolio management.

• Secondary Objective – Optimize Trading Strategy– Single shot is adequate for this, mostly

• Current Status – Machine-Gun Not Yet Operational

Re-Trading Simulations• Next slides illustrate re-trading simulation

– Used to validate TadaMon daemon

• Re-trading focused on Puts & Calls only– A move away from combination trades (e.g. spreads)

– But Straddles/Strangles (mid-trades) were openers• According to a naïve pairing strategy, subsequently discarded

• TadaMon results initially accepted for wide date intervals– Exact date of closing trade might not have new opener

– Any TadaMon opener within -2 days to +5 days was accepted• To check out the re-trading logic

– Only some closings could catch a new opener• Wide intervals accepted less than optimum re-trades

Retrade

What Has Been Achieved

• Development of Fully Automatic Trading Software– Proof of automatic factory trading of options

• Reliable sifting of best trades each day– From all stocks in US markets– Optimization of option trades for those stocks

• Automatic opening of best trades through broker website• Automatic position management through broker website

– Automatic day-trading with intraday feeds– Automatic re-trading after profit-taking

– Proof of swing trading factory strategy• Automatic selection of best batch of trades daily• Continuous profit taking to maximize revenue

• A Basis for revolutionary wealth generation

Work Still to be Done

• Hilbert Tadas – To Confirm ZigZag Tadas– Available in TA-LIB, a C-library

• We converted to a Perl Extension – not yet applied

– Important for TadaMon Dynamic Control

• Implementation of Dynamic Control– TadaMon Daily Updates of Active Positions

• Check if trades behaving as forecast

• If not, switch to exit lane strategies

– Strip Mining – Multi-Lane Closing Strategies• Dynamic Lane Changing is Control Mode

Strip Mining

• Fast Lane – Highest Rated Swingers– High GainRate, High Peakrate– High pumpers, up-stroke & down-stroke– High threshold trailing stop strategies

• Slow Lane – Change-Up Situations– Not Meeting expectations, but not losers– Low theshold trailing stop strategies

• Exit Lane – Suspected Losers– Minimum loss strategies:

• Timestops, TimeTrailStops, etc.

– Aim: Cut losses early

EDTBTF-D

Key to Strip Mining: TadaMon Monitoring of Positions

Check if EDT and ZigZag angle is accurate (+- 50%) If yes, set trailing stop when target is crossed If no, switch lanes to slow or exit lanes

Re-trade

Trade Date

TadaJob HistoricalTechnical Analysis Trade Selection

TadaMon ActivePosition Management Trade Selection

Sub 10

IT Crisis

As computing cost fell

And labor cost rose

The burden should have shifted

From expensive labor

To cheap machines

via

Metaphoric Programming

Languages

10000

1000

100

10

1

0.1

0.01

$22000

$50

$10

$0.08

1957 1965 1972 1980

DailyComputingCost

$70

$150 $200$100

DailyLaborCost

Diminishing Returns Since 1965

C, C++, Smalltalk, Java, JavaScript, Perl, Python, Pascal, Modula 2,3,4, VB, PowerBuilder, VBScript, C#, SQL PL/SQL, Transact SQL, Delphi, PHP, Yacc, Bison, Bshell, Cshell, Kshell, COBOL,FORTRAN, BASIC

Excel, MATLAB, Maple, Mathematica,

Limited Tools Unlimited Tools

Primary Creator Modelers

Middleman IT Labor Implementers

End User Army

End User Army

Programmer Army

Programmer Army

Functional Division of Labor

LE

NG

TH

Y W

RIT

TE

N R

EQ

UIR

EM

EN

TS

SP

EC

S

FO

RM

AL

DE

VE

LO

PM

EN

T L

IFE

CY

CL

E

SP

EC

I FIC

AT

ION

FR

EE

ZE

MU

LT

IYE

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Established in the 1950’s

IteratedIterated Middleman IT Labor Middleman IT Labor

• Modeling LevelModeling Level– Problem Model– What to solve

• Programming LevelProgramming Level– Math Mechanics– How to solve it

• Computing LevelComputing Level– Debugging

Frozen Modeling – Can’t Evolve

FormulateProblem

FormulateAlgorithm

ProduceProgram

DebugProgram

ProblemProblemLevelLevel

AlgorithmAlgorithmLevelLevel

ComputingComputingLevelLevel

Inverseleverage

IT Employment Growth in Staple RecyclingIT Employment Growth in Staple Recycling

How Sales of Standard Packages Overtook Custom Software

IT Recycled Staple Commodity IT Recycled Staple Commodity

PackagesPackages

Business Week, 1980

Algorithmic LanguagesIndustrial High Cost Production via

IT Focus left R&D HomelessIT Focus left R&D Homeless

– Staple Software• Old problems that

recur

• High economy of scale

– Custom Needs Go Begging

DEMAND

DENSITY

Commodities Custom

Low NumberCrunching Need

High NumberCrunching Need

“You see computers everywhere but in the productivity statistics.”

.... Robert Solow, Nobel Laureate Economist

Harvard:

– “Computers are not pulling their weight.”– Productivity Growth : 1950’s --- 2.4%

1980’s --- 1.3%

Overall Results:

Too powerful = unneeded = Too powerful = unneeded = unsoldunsold

“Computers are too powerful for the usages to which they are being put.”

Harvard Business Review

1991

• Historical Impedance to Engineering Demand– Inverse Leverage from Labor Iteration

• Exorbitant Cost

• Intolerable Delay

• Stillborn Renaissance from Unshifted Paradigm– Economic Imbalance & Homeless R&D

– Market Saturation & Cosmetic Consumption

• Driver for a New Computing Renaissance:

IT Agenda No Longer Sustainable

• Zero-Sum Recycling Agenda is Overbuilt– Sustains Microsoft but momentum is gone– Labor arbitrage is imploding the industry– Global web advance increases arbitrage

• IT Can’t Articulate Post-Industrial Demand– Algorithmic programming too expensive – Middleman labor no longer economic– Cannot engage end-user invention

• The Computer Industry Must Reboot Itself– From the R&D pent-up need base

optimization re-engineering alliance alliance ascension agenda this plan describes a unique...

Documents