Vertical Solutions

Notes on trading system design and the pursuit of automation

The Perfect Chocolate Milkshake, 08/03/06

The Perfect Chocolate Milkshake

To:

Vanilla ice cream,

Chocolate sauce, and

Milk

Add:

1 tbs baking cocoa (Hershey's)

The addition of baking cocoa gives the shake a spectacular richness and depth.

What does this have to do with trading systems?

I discovered The Perfect Chocolate Milkshake when I ran out of chocolate sauce in the middle of making a milkshake for my son. I rumaged through the kitchen pantry for a substitute and chanced upon the baking chocolate which turned out to be an okay substitute but was an even better addition.

Continuous improvement in trading system development requires staying fresh, and two ways to stay fresh are to:

Throw out a common ingredient (break old habits)

Add a new ingredient (start new habits)

There's nothing earth-shattering about that except, as in the milkshake example, every once-in-awhile something amazing happens.

And amazing is what we get paid for.

Henry Carstens
Vertical Solutions
carstens@verticalsolutions.com