Today - on 24.04.2023 - Software AG stock jumped +50% due to a takeover offer from private equity firm Silver Lake, whereas Bed Bath & Beyond filed for bankruptcy. Continue reading "Bye-bye Software AG and BBBY"
Wikifolio – Yet another fuckup – They cannot even a school math
Just had a look at one of my Wikifolios: the overall performance is positive but the annualized one is negative. Sorry guys (and gals): it is impossible, since the total performance is calculated according to , where is the annual[ized] return, an is the [fractional] number of years (and the latter is obviously positive). Even if you use the formula of continuous rate (which you definitely do not understand since it is slightly beyond the school math), it still cannot be so that is negative but the overall performance is positive.
Continue reading "Wikifolio – Yet another fuckup – They cannot even a school math"
GiGo Analysis Case – even Google might deliver Garbage Data
Surprisingly, German real estate market is quite intransparent, since prices may (like German dialects) strongly vary even in two neighbor villages. But even the summary statistics is often misleading.
In this short study we demonstrate how one can detect an inconsistency and how it might be explained. Continue reading "GiGo Analysis Case – even Google might deliver Garbage Data"
AI Stock Picking Dashboard via mwShiny in Docker behind Apache ReverseProxy
In this post I demonstrate [the performance of] a multi-window interactive graphical dashboard, which visualizes the stock-picking signals from an ensemble of deep neural networks.
Further I describe the online deployment of this dashboard by means of Docker and Apache ReverseProxy.
Everybody, who invests quantitatively and significantly contributed to the engaged software: in partucular R, [mw]Shiny, LAMP-stack, Docker (and of course TF/keras) are encouraged to claim their free access to this dashboard (others are also encouraged to request a paid subscription :)). Continue reading "AI Stock Picking Dashboard via mwShiny in Docker behind Apache ReverseProxy"
JuniorDepot31 – Experiment Termination
Since DeGiro announced closure of Elle's depot on May 15, 2022 she had to optimally close her positions before this date. Unfortunately, the announcement of depot termination coincided with market correction and further macroeconomic risks due to Russian invasion of Ukraine.
Thus the achieved CAGR is just 2.06%, not 6% as pursued. Still it is much better than a bank deposit with zero (or even negative) rate and given the permanent deterioration of DeGiro the result is not that bad. Continue reading "JuniorDepot31 – Experiment Termination"
JuniorDepot30 – The Final Degradation of DeGiro
On 10.02.2022 DeGiro notified Elle that her Depot is going to be closed due to inability to run a bank account for an underage person.
This is a very illustrative case of the operational risk.
Continue reading "JuniorDepot30 – The Final Degradation of DeGiro"
JuniorDepot29 – (Over)archieving the Financial Plan (thanks to AI and NI)
Since we did not report about Elle's progress for more than a year, the readers of letYourMoneyGrow.com might have thought that we have terminated our experiment of growing a 7 (currently 11) years young girl as an investor. Nope, not at all! As a matter of fact we worked hard on creation and test of a deep neural network for the stock (pre)selection. And it did work, our CAGR goal is (over)achieved!
Continue reading "JuniorDepot29 – (Over)archieving the Financial Plan (thanks to AI and NI)"
GPUs in AI – are they always cool? No, sometimes they are hot!
Finally I harnessed Tesla K80 for my AI modeling but unfortunately the overheat brings much overheads and not by all models the GPU is superior over CPU. Continue reading "GPUs in AI – are they always cool? No, sometimes they are hot!"
Affordable Hardware for Stockpicking AI – BeerWulf’s eBay Adventure
In my previous post I reported howto build and install TensorFlow and horovod from sources and howto setup a BeerWulf (BeoWulf) cluster. Building this BeerWulf cluster is though a good exercise to make a (resilient) system of a commodity hardware, however, it is not the most efficient way for a practical purpose (in my case: for creating an AI model, which helps me to pick up stocks). In this post I consider the hardware alternatives in the sense of making them both as efficient and as cheap as possible. Continue reading "Affordable Hardware for Stockpicking AI – BeerWulf’s eBay Adventure"
Building TensorFlow 2.5 (CPU only) and Horovod from source in Ubuntu 20.04.2 LTS
sudo swapoff /swapfile
sudo dd if=/dev/zero of=/swapfile bs=1M count=65536 oflag=append conv=notrunc
sudo mkswap /swapfile
sudo swapon /swapfile
sudo update-alternatives --install /usr/bin/python python /usr/bin/python3 1
sudo apt update
sudo apt install python3-dev python3-pip
sudo apt install python3-testresources
pip install -U --user pip numpy==1.19.5 wheel
pip install -U --user keras_preprocessing --no-deps
sudo apt install git
git clone https://github.com/tensorflow/tensorflow.git
git checkout r2.5
sudo apt install npm
sudo npm install -g @bazel/bazelisk
bazel build --config=opt //tensorflow/tools/pip_package:build_pip_package
pip install /tmp/tensorflow_pkg/tensorflow-2.5.0-cp38-cp38-linux_x86_64.whl
sudo apt-get install openssh-server
sudo systemctl enable ssh
sudo systemctl start ssh
sudo snap install cmake --classic
sudo apt install openmpi-bin
mpirun -H SERVER1:1,SERVER2:1 hostname
git clone --recursive https://github.com/uber/horovod.git
python setup.py clean
python setup.py bdist_wheel
HOROVOD_WITH_TENSORFLOW=1 pip install ./dist/horovod-0.22.1-cp38-cp38-linux_x86_64.whl[tensorflow,keras]
mpirun -H SERVER1:3,SERVER2:3 python3 /home/vasily/horovod/examples/tensorflow2/tensorflow2_keras_mnist.py
Continue reading "Building TensorFlow 2.5 (CPU only) and Horovod from source in Ubuntu 20.04.2 LTS"