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I'm a big nerd. What, you're not shocked? I suppose I should have expected that, since you've been reading about how many television shows, books, and movies have made their way into my heart over the years. Yes, I spent many hours on Saturday and Sunday afternoons glued to the 12" black and white snow-filled television screen in our family basement, trying to watch Voyage to the Bottom of the Sea or Land of the Giants on our local UHF station. Reception was spotty, with grainy images and sound that went in and out, so, years later, when I discovered those shows on cable (Cable! The gods are truly kind to have given us this holy gift!) I was amazed to see that the actors' skin had cleared up and they no longer spoke in those raspy, nearly indecipherable voices.
Yep. Big ole nerd. Still watching television. Drooling over quirky heroes like Jake 2.0 and Ianto Jones. Lt. Starbuck (original recipe only, please). Tony DiNozzo.
Big fan of NCIS. Or, I should say, the Golden Years of NCIS. Back when the team was teamy and Tony was a protector/damn good investigator, if a little off-color and funny. When Gibbs was brilliant but not all-knowing. When Ziva was Kate. And when Tim was a little green, a little innocent, and not yet smug and superior. When they all didn't deserve to go to jail for the crimes they've committed because, apparently, they are all above the law.
But I digress…
Remember when Tim McGee became Thom E. Gemcity and wrote mysteries based not at all loosely on his fellow NCIS teammates? Tony became Tommy. Ziva became Lisa. LJ Gibbs became JL Tibbs? And, best of all, Jimmy Palmer became Pimmy Jalmer?
Tim got no end of criticism from his teammates for putting them into his books. Gibbs seethed. Tony mocked. Ziva threatened violence. And even mild-mannered Pimmy – I mean, Jimmy – complained. Having a deranged criminal actually killing people and stalking poor scientist Amy Sutton because of his writing didn't help much, I suppose.
But here's the funny part that only fellow writers really get – it's all true.
You're in my book.
If I know you, if I've seen you at the Chick-Fil-A or the Starbucks while I'm writing, if I've followed your car in traffic and noticed your odd collection of bumper stickers, if the three different shades of purple scrunchies in your hair have caught my eye, or the way your little boy has suddenly become fascinated with the hand sanitizer at the McDonald's Playland has registered on my peripheral vision – you're in there.
Hopefully, I'll be able to disguise your identity so well that you won't recognize yourself. Better than Tim McGee did, that's for sure. I'll probably take a few of your characteristics and combine them with my sister's husband's brother's hobby and my childhood friend's last name. Or that trip to the lake where we overturned the canoe and you were wearing a parka so that cute boy had to jump in and save you will be mixed up with the way my cousin only ever ate ham salad and pickles when we went to the cafeteria. Even for breakfast.
Or, maybe you won't recognize yourself at all because you don't see yourself – or remember – the way I do.
But, the fact remains, writers are watching you. We are inspired by you. We don't just take television characters and turn them loose in our imaginations; we make up stories about real people, too. We want to know your story, and, since it would be extremely intrusive (not to mention creepy) to ask, we'll make it up. It's just how our brains work. That 65-year-old woman standing right there wearing jeans and sneakers, a bright red coat and sunglasses, talking about the Redskins going to the Superbowl – I've got a complete backstory percolating about her as I write this blog.
We're making note of how the pregnant woman with a one-year-old on one hip walks, how the soldiers in BDUs at the fast-food counter stand, how the retired man sits unselfconsciously and stirs his coffee and as he gazes into the not-too-distant future. How differently the teenaged and many-years-married couples show affection.
Life. Personalities. History. They are truly fascinating. So why wouldn't I people my fiction with little chunks of reality?
If – when – my book gets published, don't wonder if you're going to find yourself in the pages. Just be confident that you will. Alongside a handsome, bespectacled linguist and a suited Welshman and an Italian gigolo furniture-mover, you might find a math teacher, or a funny grey-haired Texas lady, or a teenager gunned down by rival drug-dealers. I've known you all.
Thanks for the inspiration.


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Also, if you haven't seen 10 Rillington Place, get on it. It's a terrifying classic, and you'll never look at Richard Attenborough the same way again.
Blu-ray & DVD Releases for 3/15/2016
The Manchurian Candidate ~ Criterion Blu-Ray
My Boyfriend's Back ~ Blu-ray Release
Monster Dog ~ Blu-ray Release
10 Rillington Place ~ A Twilight Time Limited Blu-ray Release (3000 copies)

subset: commoncrawl


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#WriteTip - Develop Secondary Characters by @HaleyWhitehall (spotlighting her #historical #interracial #romance Midnight Caller)/
It's been a while since Haley Whitehall paid a visit (I kid.... a couple of months, at the most). She and I met through an author loop at the same small press many moons ago (approximately 24), and since then some of our titles have hit the rights-reversion mark. While I'm still hovering on the indie sidelines trying to decide if I want to tackle re-editing and re-releasing my own titles, Haley has valiantly taken the plunge. Here's a writing tip from Ms. Whitehall, along with a closer look at Midnight Caller.
Develop Secondary Characters
by Haley Whitehall
I'd like to thank Tara for having me on her blog today and help celebrate my re-release of Midnight Caller. My write tip: develop your secondary characters. Many times the secondary characters are overlooked and if they are developed at all are often cliché characters.
Many writers focus all their attention on the main characters. If it is a romance, they spend all their time developing the hero and heroine and of course the bumpy road that leads to them falling in love. However, in real life, people do not live in a bubble. We do not have tunnel vision and only think about, see, and talk to our significant other.
Secondary characters serve many important functions in a story. They can be a sympathetic ear for the main characters and offer advice. With their help the main characters might be able to figure things out and make life decisions. They can help the main characters out when they are in a fix, or they can cause problems for the main characters either intentionally or unintentionally. There can be many secondary characters in a story. I love the small town romances where you get to know the whole town: the nosy neighbor, grumpy old man, a few rambunctious children etc. Secondary characters can bring the setting to life, and make it feel more real to the reader. And you know what the best part is? Sometimes secondary characters beg to have a story of their own!
I recently re-edited, lengthened, and re-released Midnight Caller (Moonlight Romance, Book 1). After writing three books in the Moonlight Romance series it occurred to me that an important secondary character in Midnight Caller needed a story of her own. Mrs. Dimshire is a widowed matron in Louisville, and she encourages Emma to take a black lover. I got to thinking what is her story? So when I lengthened Midnight Caller for the re-release I went back and added a few more details about Mrs. Dimshire's life. If secondary characters are more developed, it makes them more real as well as making it easier to write their stories later.
Secondary characters need to be more than names. We need to take time to describe them and develop them. In my opinion, the more the secondary characters are brought to life the more the story will ring true. Just be careful and don't let them take over the story!
Midnight Caller
Moonlight Romance, 1
by Haley Whitehall
Life without love is painful, but in the Reconstruction Era South forbidden fruit can be deadly. A fiery romance between a widow and an African American man has more consequences than either of them imagined.
Slavery has ended, but racial prejudice remains in Kentucky. Emma Bennett guards a secret that could destroy her life. Until now she never considered the price of her security. Becoming a well-respected member in Louisville had seemed a dream come true, but at what cost?
Her husband's death from a carriage accident releases Emma from her loveless, controlling marriage. Now she has a chance to find happiness and raise a family. But before she begins courting again she wants to experience her freedom. At the advice of the leading socialite in town, she takes a black lover to fulfill her sexual needs. His raw masculine power awakens feelings she didn't know existed. After the first touch, she craves more.
Frederick works as a roustabout by day and moonlights as a prostitute. He knows better than to fall in love with his white client, but Emma enchants him the first time he calls on her. To keep them both safe, he works hard to put up barriers. Unfortunately, he can't protect Emma from the slimy Mr. Hawthorne, who wants her as his bride. Frederick vows to keep her safe even if his forbidden love costs him his life.
Amazon | Barnes and Noble | iTunes | Kobo | Smashwords | All Romance Ebooks
About Haley Whitehall
Haley Whitehall lives in Washington State where she enjoys all four seasons and the surrounding wildlife. She writes historical romance set in the 19th century U.S. When she is not researching or writing, she plays with her cats, watches the Western and History Channels, and goes antiquing. She is hoping to build a time machine so she can go in search of her prince charming. A good book, a cup of coffee, and a view of the mountains make her happy.
Website | Blog | Facebook | Fan Page | Twitter | Amazon Page | Pinterest


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Beware: Too Many Jews
Although most people don't realize it, Israel is the only Western country that has a positive birthrate: 2.68 children per mother. The requisite figure to sustain population, without including immigration, is 2.1. For comparison's sake, the world average is 2.42; EU: 1.61; Japan: 1.4; Singapore: .81. (CIA, 2015) What does Israel's population growth portend for its future?
I believe that Israel can accommodate many more people, especially since Israeli ingenuity is world-renowned. Israeli population density is relatively low – 387 people per sq kilometer. Compare that to NJ: 3,095; the Netherlands: 500; Singapore: 8,350; Manhattan: 18,000; Paris: 20,164; Tel Aviv: 5,050. While some think that the world will have too many Jews in the future (among an excess of every race, color and creed), I say the more Jews the better.
Alon Tal, perhaps Israel's most influential environmentalist, wrote about this subject in The New York Times (July 25) Excerpts follow:
[a] Given that Israel has the highest birthrate in the developed world, those who care about its future should realize that demographic growth is no longer a blessing but a threat to the quality of life in the Jewish state.
[b] Israel's schools, highways and courts are among the most crowded in the Western world. The relentless congestion heightens collective and individual anxiety. Housing shortages and soaring prices are a national affliction, all fueled by ever-growing demand.
[c] Poverty, too, will never be reduced until the country checks the relentless expansion of its population. More than a quarter of Israeli children live below the poverty line; a majority of those live in families with five or more children.
[d]Israel's Central Bureau of Statistics projects that by 2059 the population will have doubled to 15 million, and possibly more than 20 million, which would make Israel's population density far in excess of today's most crowded countries, like Japan or the Netherlands.
[e] It is Israel's high fertility rate — 50 percent higher than most other Western countries — that puts it on an unsustainable course. This didn't happen naturally; it is the result of decades of government programs that encouraged large families and created obstacles to abortion.
Let's address these contentions. Anxiety: Israel is the world's 11th most happy country. Poverty: many of Israel's poor families, including ultra-Orthodox men or Arab women, choose not to join the workforce, voluntarily consigning their families to "poverty" status. (The good news is that more people from both of these populations are joining the work force every year.) Abortion: Israel's abortion laws are now among the world's most liberal and the number of abortions is lower than in all of Western and Central Europe excepting Croatia.
What about housing, which is very expensive? The main cause is supply, not demand. There aren't enough people in the construction industry, too many people currently insist on living in the "center," and Israeli bureaucracy needs to be streamlined. If more modern construction methods were utilized (instead of cheap foreign labor) the housing shortage would disappear.
Israel's high population density is high only in the middle of this small country (about the size and population of New Jersey), not in the north or south. The Negev desert is 2/3 of the land mass of Israel (the southern part) and is sparsely populated. Because Israel is a world leader in anti-desertification, the Negev is rapidly opening up to new building and industry. The prevailing feeling among Israelis is that if you live 45 minutes from Tel Aviv you are in the periphery, not within easy commuting distance, is dissipating.
That is a result of the mass transportation boom. Though still far behind Europe, Israel is way ahead of the US. As highways and rail lines increase, more people move to cheaper areas further from TA, Jerusalem, and Haifa. The Negev desert and its "capital," Beersheba, are gaining popularity and new industry, housing and communities, just as founding father David Ben-Gurion foretold: "It is in the Negev that the creativity and pioneer vigor of Israel shall be tested."
Today, the entire military establishment is being relocated to the Negev. The south is exploding with opportunities in agriculture, medicine, cyber-technology, etc., while housing opportunities are drawing young families to the region. Also, in the northern Galilee region, new cities and development are being supported by the state and by organizations such as the Jewish National Fund.
I will conclude my argument for a "bigger" Israel with the subject of burgeoning Jewish births. I believe, the more the merrier. Jews are extraordinary – just check the lists of Nobel prizes, Wolf prizes, Fields medals, lists of outstanding researchers, medical doctors, writers, professors, and so on. The impact of Jews is far beyond our numbers, leaving most people incredulous when they learn how few Jews there are in the world: 0.2% (two-tenths of one percent).
Having more Jews in the world, especially in Israel, will be a blessing, not a problem. Even if our population quadrupled, Jews would still be a minuscule minority. That's why I think that Alon Tal's warnings about an increase in Jewish population are mistaken. Jews are problem- solvers who will help solve the problems of over-population.


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Create Gorgeous Jewelry & Explore Tacoma!
Charge up your creativity this fall by trying your hand at jewelry making this October 26-29 at Bead Fest Tacoma! Taking on a brand-new skill is fun, easy and affordable with a little help from encouraging and knowledgeable instructors. Plus, you'll receive FREE access to the one-of-a-kind Expo with your workshop purchase, and you might even bump into some of your favorite Interweave jewelry editors!
If you're joining us at Bead Fest Tacoma for the first time, you're probably looking for ways to extend your getaway. Fall is a great time to experience the best of the Pacific Northwest, and we've put together a travel guide of our personal favorite eateries, art installations and nature activities to help you map out your trip.
Natural wonders around every corner!
Lace up your hiking boots, and explore 71 acres of trails lined with wildlife including Canada geese, red foxes, black-tailed deer and plenty of other creatures.
The snowy peak of Mt. Rainier can be enjoyed from afar while sipping a piping-hot espresso at one of Tacoma's many coffee shops and if you're feeling adventurous, you can explore this natural wonder up close. Mount Rainier National Park offers hiking and biking trails, train rides, educational tours, flower discovery tours and more!
This massive 760-acre stretch of nature and attractions offers unbeatable water views, beaches, lush forests, and it's located at the unique triangular-shaped tip of Tacoma. But there's more than just hiking at this park. It's also home to the Point Defiance Zoo and Aquarium–a popular activity for all ages.
Fuel your artsy inspiration!
This is your chance to get an up close look at magnificent glass art from around the world. You can even watch live glass blowing demonstrations! The delicate, colorful and bold masterpieces found in this museum are sure to leave you inspired and ready to create jewelry art. Don't have time to visit the museum? No worries! You can see iconic glass artist and Tacoma native, Dale Chihuly's jaw-dropping glass bridge from all over the city.
After you visit the Museum of Glass, head over to the Tacoma Art Museum (TAM), and venture through their latest exhibitions and permanent installations.
"Tacoma Art Museum serves the diverse communities of the Northwest through its collection, exhibitions, and learning programs, emphasizing art and artists from the Northwest and broader western region." –TAM
Grab a bite to eat!
Tacoma's most award-winning restaurant is just a short walk away from Bead Fest Fall's home, and they offer up something for everyone; carnivores to vegans are accommodated! The extensive menu is infused with local goods, and it's your destination for delicious delights after a day at Bead Fest.
With over 100 varieties of whiskey available, this is where the party is after Bead Fest! In addition to their sweet selection of drinks, Steel Creek offers some of the best burgers around, gourmet bar snacks and fresh salads. They even have a decadent selection of booze-infused desserts!
If you are searching for a healthy and delicious breakfast or lunch spot, look no further than Happy Belly! Located just above the theater district, beading and jewelry-making fanatics will fall head over heels with the artistic charm of this cute cafe. They are known for their fresh soups, salads, sandwiches and seasonal juices. This sweet spot has everything you need to fuel up before your Bead Fest Workshops.
There's so much to do in and out of the classroom at Bead Fest. Tacoma is an experience for all of your senses, with gorgeous views in every direction and countless art installations sprinkled around the town. Discover a new passion this fall, and start getting in the creative zone for when Interweave Yarn Fest rolls around in April 2018.
Makers of all experience levels, budgets and styles are accommodated under Bead Fest Tacoma's roof, so bring your sense of adventure, and get ready to create handmade jewelry with us!
Register for your top workshop picks NOW, and start planning your Bead Fest Tacoma getaway!


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Artist's statement
one of the biggest acts of creation is that of our selves.
i use painting to grow with, learn about, and be challenged by this world.
still learning, i push paint around to recreate the feeling of motion while standing still.
aren't we beautiful - how we change every day
having come from the sea -
i always find my way back to her.
the feel of dew, mountain bliss, mossy ground, puddles dripping into riverbeds.
for sale
the only place to purchase any of my original works
LGBTQ youth initiative:
it meant so much to me to have a piece of art from an LGBTQ person when i was younger. Ani Difranco signed a poster for me and I hung it up on my door for seven years, keeping it as a source of inspiration and strength (until one day my cat ate it - that was a v sad day.)
i know it will be impossible for many lgbtq youth to afford purchasing one of my paintings, especially in light of other life-related expenses for queer & trans folk - such as buying a binder, gender affirming clothing, and saving money for therapy or other services.
if you are fortunate & would like to donate a painting to a youth, please click here: DONATE
$25+ covers an original acrylic painting sent directly to an LGBTQ youth
if you donate, please use the form below to let me know that you did so i can keep you updated on where the painting you donated is heading <3 <3


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Our garden group met at Melonie's house to learn about making fountains. She has made several fountains that are in her yard and so she demonstrated how we could make our own with a variety of materials. But the first order of business was to prune her old roses.
I love to prune old roses! I love to see the change from a clunky stubby plant to a clean cut open shrub.
We removed an entire trash can of old wood off of the 4 plants and hopefully that gave each of the roses the idea that it is time to produce some leaves and beautiful flowers.
Thanks Mel, for all the great fountain ideas and the sandstone rocks to make our own fountains!


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As you can see, this was really the first time I'd played the game other than one solo session after the Burning Crusade expansion (for the boardgame) came out in a little while, and so I was interested as to how well it stood up for WoW players. It's kind of a mixed bag, which I'll describe below.
My biggest mistake was not helping Laurent pick his powers on the first turn. We were playing with the Shadows of War expansion, which is a small box add-on that more or less doubles the character development options, adds a "Destiny" deck that adds timed special conditions, and also some Blue Quests to make fighting independent (non-quest) monsters more profitable, at least sometimes. I think that all of the additions add to the game and correct some class imbalances, but they do make picking your powers a bit more complicated as now instead of three first level powers you have five, and the corresponding talents (added as you ascend in levels) as well.
As such, Laurent wiped in both of his initial combats, essentially dropping him back a cycle. Like Formula De, this game is about efficiency and not wasting effort. Every time you wipe against an opponent, you lose at least four or five actions. The one you spent moving to fight the critter, the one you spent fighting the critter, the one you spend resting and getting your strength and energy back, and the one you spend getting where you were before all of this happened. That's two full turns out of fifteen each character has to work with, and it's a burden that's difficult to overcome if your opponent doesn't do so well. This is, frankly, one of the reasons I prefer the game solitaire.
I, on the other hand, did quite well (or so I thought). I was a level ahead of Laurent with both characters for the bulk of the game, and felt I was a shoe-in to take down the boss with a turn to spare. Both of my characters dinged level 4 (the game goes to 5 without the BC expansion), and for most bosses that's a good level to fight them if you're dice totals are decent (and mine were). The problem was that my Shammy had enough energy for a single round of combat, with fewer dice in the second round and almost nothing from there on.
When I went to take on the Overlord, in this case Ragnaros from the BC expansion, I learned that I really needed to be a little stronger. My Lock did alright, mostly because he had things that lowered threat, but I didn't get enough red or green hits and the 22 damage Ragnaros dealt was only lowered by 12. In the second round, I didn't do very well and wiped. I'd had a card that looked like it would help a lot until I realized you had to roll your opponent's attack value or less on a blue die, and with an eight sided die and an attack value of 22, that was unlikely even after medication.
During this time, Laurent was slowly building up his forces and leveling, and after I'd wiped there really wasn't anything useful I could do. There were no local quests, no point in trying to take on Ragnaros again, so I sat for about three turns with little to do but regain strength. We ended the game with a PvP fight, one of the few I've ever done, and in the end we both forgot to use various bag items, and Laurent forgot to use one or two talents, and I ended up winning with each of my characters at a single health.
The really interesting part should not have been a surprise, though, although it's not something I've dealt with much in the game because I don't play on a PvP server. When you fight other players, you may want to gear up differently. Red dice, for example, are your most valuable in normal combat because they prevent hits and cause them. In PvP, however, only the Green dice prevent hits and red dice are taken sequentially in such a way that you can have a huge advantage and still lose. Attrition points are almost useless, as armor removes them *and* one other hit from the Damage or Defense boxes.
The other interesting element is that powers that are particularly useful in the online game are not so useful in the board game. Rogue powers are a good example. Vanish is vital to a soloing rogue online, as they can get out of very sticky situations and avoid a corpse walk, but it's not that helpful in the game if you've got the right dice (there's little chance of a mob running to pull in more mobs in the boardgame). Potions are helpful to a point, but against a massive boss that is going to inflict losses of more than half of your damage points in a round there just isn't much point (although if that saves the fight for you, great).
This is not to say that I didn't enjoy the game, just that I think it's more fun with four players if you've got four hours. I like the conferencing that goes on during downtime - "I'll go take out this Murloc, and you travel over to the Hinterlands and grab that boss from the Event deck." When it's just you, the planning is less interesting. We're hoping that Jesse and Iveta will come over and play in another month, as like the online game this is really a more interesting game when it's more social, at least when you play both factions. Solo, it's a puzzle game and also interesting, but with two it's lacking a little bit.
One final note: the one solo session where I played the BC expansion seemed to go on for a very long time. I liked the dungeons, although they added considerable time to the game (I could usually play an entire game, from opening the box to having it put away, within two hours, but BC pushed that out to four). I had not gotten to Outlands at that point, so the extra critters and map were unfamiliar to me while the rest of the map and critters were. That made things a little odd. The game felt a little more compressed because there were more levels but not any more XP points to gain, so you barely got comfortable with new powers before you were training to get even more. I'll give it another try, but I'm loathe to ask people to play this game for six hours, which is what it would take. That and two extra tables. It's a lot of game.


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DJ Farouki here and a bit of info on me. I grew up in Toronto and have been fortunate enough to see a great music scence grow in this city. I'm fairly new to Deejaying been mixing music for the past 6 years and learning with each experience. Music has always been special to me since I could remember growing up on 90's dance music and hip hop.
More info: www.ctrlroom.ca/sounds-attic-volume-7/


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Allclasses is the world's most comprehensive search engine that connects people everywhere to millions of online and local offline classes and experiences. From the workplace to the life-place, it helps people discover and design the best version of themselves.
Founded in 2013 by tech thought leaders Stephen Marcus and Chad Lovell, the model answers the need for an objective and intelligent tool that can help people cut through the clutter and easily evaluate classes based on access, cost, and quality.
Allclasses is uniquely designed to be Simple, Sweeping, Self-Directed, Social and Sincere. It is the only all-encompassing site that covers the world of academics, professional and personal skills, promoting the pursuit of life-long learning for everyone.
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The Bo-Kaap Civic and Ratepayers Association (BOCRA)BOCRA is currently engaged in legal action against the City of Cape Town and The Developer to stop the development. Heritage Western Cape applied to be an intervening party in this matter. (Updated Dec 2017)
The Bo-Kaap Civic and Ratepayers Association (BOCRA) and Professor Todeschini give the City of Cape Town notice of their intention to APPEAL the Municipal Planning Tribunal's decision (Updated 15 Aug 2016)...see more below
The Municipal Planning Tribunal unanimously rubberstamps the City's whitewash report and approves the development of the "Monster" building in the Bo-Kaap. (Update 8 June 2016) ...see more below
2. The Bo-Kaap Civic and Ratepayers Association (BOCRA) and Professor Todeschini give the City of Cape Town notice of their intention to APPEAL the Municipal Planning Tribunal's decision (Updated 15 Aug 2016)
On the 15 August 2016, the Bo-Kaap Civic and Ratepayers Association submitted documents to the City of Cape Town, notifying it that BOCRA would be appealing the decision of the Municipal Planning Tribunal which approved the Monster building on 7 June 2016.
BOCRA's appeal was based on the following issues:
- PROCESS - There were no heritage professionals, no qualified urban designer, no neutral legal expert on the Municipal Planning Tribunal to evaluate the decision. The City distributed the 1800 page report to BOCRA a mere 2 working days before the tribunal hearing, which gave BOCRA insufficient time to prepare. The tribunal was biased towards the developer and came with prepared statements, indicating that they had already made the decision in favour of the developer before the tribunal hearing. The minutes that were distributed were not a true reflection of the tribunal hearing.
- ZONING - The consolidation of the 2 erven should not be permitted as the zoning of the properties fall under 2 overlays.
Download - BOCRA's letter of appeal
Download - BOCRA's request for proper notification of and adequate reasons for the decision
Professor Fabio Todeschini prepared a comprehensive appeal on behalf of BOCRA, local property owners and affected parties, with the following grounds for appeal:
General grounds for appeal:
- The decision is irrational and is obviously not in the longer-term public interest in terms of best practice and of sound city planning, urban design or heritage resources management, as may be understood by a reasonable person, even not a city planner or other built-environment professional;
- The decision is flawed procedurally;
- The decision did not take into account and respond to the substance of over 1,000 written reasonable objections lodged by the then due date of February 2016 by citizens of Cape Town, the majority being residents of the Bo-Kaap.
Specific grounds for the appeal:
- The decision flouts provisions of: the declared CoCT SDF of 2012; the declared Densification policy of 2012; and of the adopted Tall Buildings policy;
- The decision flouts provisions of the adopted District SDF of 2012;
- The decision flouts provisions of the HPOZ and the reasonable representations and objections made in regard to how the proposed development would be seriously damaging to significant heritage resources in the context of the site. The decision is challenged as a consequence;
- The decision flouts declared CoCT Urban Design policy;
- The development proposals were framed by a professional team no member of whom has professional qualifications and accreditation in either of the disciplinary fields of urban design or of heritage resources management. Additionally, the CoCT official and case officer who prepared the internal planning report, Mr. Paul Heydenrych, has no professional qualifications or accreditation in either of the disciplines of urban design or of heritage resources management. And, moreover, the MPT decision was taken by a panel that comprised only one individual who has an urban design qualification (Mr. Simon Nicks) and none of whom have any heritage resources management qualifications or accreditation whatsoever. By implication, the vast majority of the professionals involved in the framing and the consideration of the proposals—including the MPT itself—have virtually no professional standing with respect to the very significant urban design and the related heritage resources management issues in the matter. This is by no means reasonable and the decision is, therefore, challenged.
Download - Professor Fabio Todeschini's appeal document, compiled on behalf of BOCRA, local property owners and affected parties
Download - Appendix 1 - Prof Todeschini's report of June 2016, from which he made verbal representations at the MPT hearing of June 2016
Download - Appendix 2 - a letter of support of this appeal from the Chairman of the Urban Design Institute of South Africa
Download - Appendix 3 - extract from the Tall Building Guidelines of the City of Toronto.
3. The Municipal Planning Tribunal unanimously rubberstamps the City's whitewash report and approves the development of the "Monster" building
in the Bo-Kaap. (Update 8 June 2016)
the municipal planning tribunal met on 7 June, 2016 and unanimously dismissed over 1,000 objections to the development of the "monster" building in the bo-kaap, claiming that their "hands were tied"
- On 7 June 2016, the first day of the holy month of Ramadan, the Municipal Planning Tribunal unanimously approved the development of the "Monster" building, which is being developed for the 1%, and paying lip-service to the objections of the 99%. The Bo-Kaap community will be appealing the decision.
- Over 1000 individual objections were submitted to the City of Cape Town on 18 February 2016 (read more here) - over 50% of the households and businesses in the Bo-Kaap object to the proposed development.
- The developer (Vantage Properties) responded by making minor changes to the proposal, but the building remains substantively the same - 60m high, 18 storeys, 3 levels of basement parking, 249 apartments (R1m+ upwards aimed at high income bracket). The proposed development is still twice the height and size of anything else in the area.
- All City departments have given the thumbs-up to the development, dismissing the objectors' comments. Click here to read the white wash City report
- Heritage Western Cape was the only official voice that objected to the development, but their opinion currently has no legal standing due to the fact that the Bo-Kaap is still in the process of being declared subject to a Heritage Protection Overlay Zone (HPOZ).
- Heritage Western Cape objected to the proposal noting that:
- the stepping down to Rose Street...is inadequate to mitigate the substantial heritage impact on Bo-Kaap
- The 60m height is inappropriate and will dominate both the Bo-Kaap and Riebeek Square and will exacerbate the separation of the Bo Kaap from the CBD
- The tourism economy will be negatively affected by a very large building looming above the edge of the Bo Kaap, overshadowing it and divorcing it from the City.
- The proposal is inappropriate in this heritage context and will have a detrimental effect on the heritage significance on both Riebeek Square and the Bo-Kaap.
- As the Municipal Tribunal has ruled against the people of the Bo-Kaap and citizens of Cape Town, our only option is to appeal to the Mayor's office, where Mayor Patricia de Lille then makes a final ruling.
The Municipal Planning Tribunal and the City of Cape Town have now allowed this dangerous precedent - this is what would happen along Buitengracht Street in time to come, if every property owner develops to the size, bulk and scale of the "Monster" building (in red).
The precedent that the City of Cape Town has approved - cutting the Bo-Kaap off from the City


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Hammond jazz fans take note: Blue Note legends Lou Donaldson and Lonnie Smith (not to be confused with Lonnie Liston Smith) are playing live at The Jazz Cafe in Camden on Friday 11th July.
Though I've never seen Lonnie Smith live, I did see Lou Donaldson in Brighton backed by the New Mastersounds and he did not fail to impress. The press release from The Jazz Cafe says that this group is "a unique sax and organ-led quartet pairing two of jazz's elder statesmen in a boiling swing quartet reminiscent of the great 60s Blue Note combos". Sounds great!
Supporting the group are The Root Source - young Freestyle Records recording artists popular on the jazz dance scene. The keyboard player and drummer are Andy Fairclough and Larry Clack who played a duo gig at Home Cookin' back in February.
For advance tickets and more information visit The Jazz Cafe website


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There is something about being outside that brings out the best in boys. From climbing trees to hunting bugs, boy's love being outside and being able to run, play in the dirt, and just be themselves. So, why not celebrate their love of nature and outside by throwing a woodland themed boys' birthday party? We have gathered some great ideas and inspiration for some of the best supplies to help bring out their love of nature at their next woodland themed boys party.
See Also
- These 26 Woodland Themed Party Ideas can't be missed.
- A Woodland Buddies Dessert Table is perfect for your next gathering.
1. Woodland Animal Candle Favor
2. Party Partners Design Mini Cake Decor Kit, Forest Friends
3. Woodland Animals Sugar Decorations Cookie Cupcake Cake 12 Count
4. Woodland Buddies Personalized Edible Image Cake Topper
5. Woodlands Animal Critter Silicone Ice Tray
6. Wooden Spoons – Disposable Wood Cutlery Silverware 50ct
7. Wooden Forks – Disposable Wood Cutlery Silverware 50ct
8. Whoooo Loves You Baby Owl Balloon Kit
9. Dress My Cupcake DMC432577 Dessert Table Party Kit with Lanterns and Mini Wrappers, Brown Polka Dots
10. Owl – Cupcake Stand & 13 Cupcake Wrappers
11. Dress My Cupcake 24-Pack Blank White Pennant Dessert Table Label Kit with Chocolate Brown Striped Straws
12. Dress My Cupcake Dress My Cupcake DMC93341 12-Pack Vintage Glass Milk Bottles, 8-Ounce
13. Cakesupplyshop Packaged Elegant Forest Green Frosted Chinese Take Out Boxes 1/2 Pint Size Party Favor Food Pail -12pack
14. Dress My Cupcake Dessert Table Party Kit with Sprinkles and Sugar, Forest Green Striped Straws
16. Kate Aspen Set of 24 Owl Favor Box, Whooo's Happy
17. Party Partners Design 24 Count Whoooo Wants Cupcakes Themed Decorating Kit with Baking Cups and Toppers
18. Mr. Foxy Fox – Classic Favor Box – Set of 12
19. Mr. Foxy Fox – Candy Boxes – Set of 12
20. Mr. Foxy Fox – 20 Round Die-Cut Tags
Get more inspiration for you Woodland Themed Birthday Party with these great ideas…
- Woodland Buddies DIY Printable Collection
- Woodland Themed Boy Baby Shower
- Woodland Gnome & Fairy Birthday
- Woodland Owl First Birthday
- Woodland Themed Boy's First Birthday Party
What's your favorite part about hosting an woodland themed birthday party?
[pinterest board="boys-woodlandowl-party"]


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Blooming jewellery
Maybe a little shyly, but spring is really on its way. With first days of sun here and there, everyone immediately lights up. It still may be a few weeks before it comes to a full bloom, so for now where else to find shine, colour and warmth than in beautiful pieces of jewellery, which will give you this instant spring glow and then, when the sun really decided to stay, will shine magically.
Visit the quartz jewellery collection now.


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Reverse Engineering DynamicHedge's Alpha Curves, Part 1 of 3: Dynamic Time Warping
DynamicHedge recently introduced a new service called "alpha curves": the main idea is to find patterns in returns after certain events, and present the most frequently occurring patterns. In their own words, alpha curves "represent a special blend of uniqueness and repeatability". Here's what they look like, ranked in order of "pattern dominance". According to them, they "use different factors other than just returns". We can speculate about what other factors go into it, possibly something like maximum extension or the timing of maxima and minima, but I'll keep it simple and only use returns.
In this post I'll do a short presentation of dynamic time warping, a method of measuring the similarity between time series. In part 2 we will look at a clustering method called K-medoids. Finally in part 3 we will put the two together and generate charts similar to the alpha curves. The terminology might be a bit intimidating, but the ideas are fundamentally highly intuitive. As long as you can grasp the concepts, the implementation details are easy to figure out.
To be honest I'm not so sure about the practical value of this concept, and I have no clue how to quantify its performance. Still, it's an interesting idea and the concepts that go into it are useful in other areas as well, so this is not an entirely pointless endeavor. My backtesting platform still can't handle intraday data properly, so I'll be using daily bars instead, but the ideas are the same no matter the frequency.
So, let's begin with why we need DTW at all in the first place. What can it do that other measures of similarity, such as Euclidean distance and correlation can not? Starting with correlation: one must keep in mind that it is a measure of similarity based on the difference between means. Significantly different means can lead to high correlation, yet strikingly different price series. For example, the returns of these two series have a correlation of 0.81, despite being quite dissimilar.
A second issue, comes up in the case of slightly out of phase series, which are very similar but can have low correlations and high Euclidean distances. The returns of these two curves have a correlation of .14:
So, what is the solution to these issues? Dynamic Time Warping. The main idea behind DTW is to "warp" the time series so that the distance measurement between each point does not necessarily require both points to have the same x-axis value. Instead, the points further away can be selected, so as to minimize the total distance between the series. The algorithm (the original 1987 paper by Sakoe & Chiba can be found here) restricts the first and last points to be the beginning and end of each series. From there, the matching of points can be visualized as a path on an n by m grid, where n and m are the number of points in each time series.
The algorithm finds the path through this grid that minimizes the total distance. The function that measures the distance between each set of points can be anything we want. To restrict the number of possible paths, we restrict the possible points that can be connected, by requiring the path to be monotonically increasing, limiting the slope, and restricting how far away from a straight line the path can stray. The difference between standard Euclidean distance and DTW can be demonstrated graphically. In this case I use two sin curves. The gray lines between the series show which points the distance measurements are done between.
Notice the warping at the start and end of the series, and how the points in the middle have identical y-values, thus minimizing the total distance.
What are the practical applications of DTW in trading? As we'll see in the next parts, it can be used to cluster time series. It can also be used to average time series, with the DBA algorithm. Another potential use is k-nn pattern matching strategies, which I have experimented with a bit…some quick tests showed small but persistent improvements in performance over Euclidean distance.
If you want to test it out yourselves, there are plenty of tools out there. I'm using the NDTW .NET library. There are libraries available for R and python as well.10 Comments »
The QUSMA Data Management System Is Now Open Source
The QUSMA Data Management System (QDMS) is an application for acquiring, managing, and distributing low-frequency historical and real-time data, written in C#.
QDMS uses a client/server model. The server acts as a broker between clients and external data sources. It also manages metadata on instruments, and local storage of historical data. Finally it also functions as a UI for managing the metadata & data, as well as importing/exporting data from and to CSV files.
Currently it supports two external data sources: Interactive Brokers and Yahoo, but I'll be adding more in the future.
Note that it's not "production-ready" right now. There are still a few bugs to iron out, and it also uses unstable 3rd party libraries (the alpha version of the MySQL .NET connector, because it's the only one that supports Entity Framework 6). All the "core" functionality is implemented and functional, however.
You can find the code here: https://github.com/qusma/qdms. I'm releasing it under the permissive BSD License. Contributions by way of pull requests are more than welcome. If you'd like to make any feature requests or just flame me for the quality of my code, leave a comment right here.
I personally use it in my backtester and portfolio performance evaluation applications, and I'm in the process of integrating it with my live trading app as well.
Using the client is easy, let's take a look at some code examples:
Getting a list of all instruments:
List<Instrument> instruments = client.FindInstruments();
Searching for a specific instrument, for example SPY:
Instrument spy = client.FindInstruments(new Instrument { Symbol = "SPY" }).FirstOrDefault();
Requesting historical data:
var histRequest = new HistoricalDataRequest( spy, BarSize.OneDay, new DateTime(2013, 1, 1), new DateTime(2013, 1, 15)); client.RequestHistoricalData(histRequest);
Requesting real time data:
var rtRequest = new RealTimeDataRequest(spy, BarSize.OneSecond); client.RequestRealTimeData(rtRequest);
Some screenshots:
5 Comments »
Equity Returns Following Extreme VIX and WVF Movements, Part 2
Part 1 covered the relation between VIX/WVF extreme movements and SPY; here we take a wider look, covering a large number of international equity ETFs.
The main idea behind WVF is that it acts similarly to VIX in high-volatility situations, possibly enough to serve as an implied volatility substitute in cases where such an index does not exist. It can be useful to "confirm" signals based on implied volatility, or to replace them completely in cases where no implied volatility index exists. First of all let's take a look at an updated VIX & SPY WVF chart:
The first post was a while ago, so let's check how VIX and WVF have performed for SPY since then. The number of signals is very small, and WVF alone has underperformed compared to its historical results, but once again we see that the combination of VIX and WVF offered by far the best results:
Let's take a look at how these signals work internationally:
It's clear that using only VIX is pretty useless. Overall the returns are not significantly different from zero, and are even negative in many cases. Let's check out WVF, which appears to work far better across most ETFs:
Finally, when VIX and WVF extreme movements coincide, the results look fantastic:
Note that even in cases where WVF alone did not show good results (the VT and WVF ETFs for example), combining VIX and WVF still results in great improvement. There is an important, general lesson here about using non-price data as trade set-ups. With few exceptions, implied volatility, breadth, seasonality, etc. need to be "confirmed" by price to actually be useful.13 Comments »
Creating a Data Management System
Half a year ago I posted about writing my own backtesting platform. While it has been even more challenging than I thought it would be, it's going well: about 95% of "core" functionality has been implemented. Early on I realized I should design a completely separate, centralized, data management system that I could use with all my trading applications.
The QUSMA Data Management System (QDMS) works as a centralized data access point: it connects clients to external historical/real time data sources, manages metadata on instruments, and also provides local storage for historical data.
I was heavily influenced by the MultiCharts approach, though my own system is of course a bit less complex. I based a lot of the instrument metadata management as well as some of the UI design on the MC "QuoteManager" application as I think their approach is quite intuitive.
The system is designed in a modular fashion so it's trivial to add additional data sources (as well as alternative local storage mechanisms…if I ever start storing tick data I will have to move away from my current relational database storage mechanism). The interfaces for writing external data source modules are very simple right now:
A couple screenshots of the server interface:
There's also the client side of things, here's the interface for selecting data series in the backtester:
The client/server approach lets multiple clients use the same data stream. For example, if computations are distributed over multiple boxes and each client needs access to the same real time data, only a single connection to the external data source is required: the data is then distributed by the broker to every client that has requested that stream.
There is also the ability to push data into the local storage. One possible use for this is saving results from a backtest, then using that equity curve as a benchmark in a performance evaluation application.
I'm probably going to open source this project eventually, but right now I'm using a couple of proprietary libraries that prevent me from distributing it. It'll take a bit of work to "disentangle" those bits. In any case I'm striving to comment well and write in a good style so that opening up the code will be relatively painless.
I learned a ton writing the QDMS because it was an opportunity to use a bunch of interesting libraries and technologies that I had never touched before: ZeroMQ, Protocol Buffers, the Entity Framework, WPF, NLog, and Reactive Extensions. I was amazed at the performance of ZMQ: out of the box, in a simple test using a single socket and a single thread, it managed to transfer nearly 200 OHLC bars per millisecond.
There's still a bit of work to be done: one major issue is that there is no way to construct lower-frequency bars from higher-frequency data (e.g. daily bars made from 1-minute data), and only time-based bars are possible. The biggest missing piece however is generating continuous futures data. It's a much harder problem than it seems at first glance because it's necessary to incorporate a great deal of flexibility both in terms of the futures expiration rules and the rollover rules.
I haven't done any actual research in quite a while because I've been preoccupied with coding but I'll be back soon! I've been accumulating a giant backlog of ideas that are waiting to be tested. Hopefully my new tools will be good enough to give some special insights. In any case, I can't wait to get started.9 Comments »
Equity Curve Straightness Measures
Volatility- and drawdown-adjusted returns are the most commonly used values to judge the performance of a trader or a backtest. However, neither of those truly measures the consistency of the returns. Long periods of low-volatility, sideways movement in an equity curve are obviously undesirable, but do are not shown in the Sharpe or MAR ratios. Instead, we need to look at specialized consistency (or "straightness") metrics.
There are of course some "standard" straightness metrics. R-squared is the most popular, and it works pretty well. I like to raise it to the 4th power or so in order to magnify small differences and make it a bit more "readable". Another popular metric is the K-Ratio, of which there are at least 3 different versions floating around. The K-Ratio also takes returns into account, so it's not purely a straightness measure. I prefer the Zephyr version which is calculated as the slope of the equity curve divided by its standard error.
Let's see if we can construct some alternatives. To start out, we need a benchmark to measure straightness against. That is the "ideal line". It is the straight line that connects the first and last points of the equity curve. The further away the equity curve is from the ideal, the less desirable it is.
There are certain obvious principles we can derive from this simple analysis:
- We want to minimize the area of deviation from the ideal line.
- The further away we are from the ideal, the worse (non-linearly).
- Being below the ideal is worse than being above it.
- Being below the ideal for long periods of time is undesirable.
We can easily quantify these ideas into a useful measure of equity curve straightness by using numbers such as the total area of deviation from the ideal, the volatility of the deviation, the length of time spent below the ideal, etc.
An interesting heuristic to look at is the number of times the equity curve crosses the ideal line. The closer the equity tracks the ideal line, the more times it will cross it. This metric fails in idealized tests, but works well in real-world scenarios. It also tends to fail when there are few trades in the sample. Divide the number by the total number of observations in the sample to standardize it.
A similar metric is the average drawdown length. Perhaps it is even more useful because presumably long deviations below the ideal are more important than deviations above it, and the number of crosses does not differentiate between the two.
Some other numbers I think may be interesting: the ratio between the area of difference above and below the ideal, the volatility of the difference, the volatility of the difference below the ideal, average absolute deviation, and average absolute deviation below the ideal (both standardized to the magnitude of the curve).
I created a metric that arbitrarily and haphazardly combines some of the above concepts, and I'm calling it the QUSMA Equity Curve Straightness, Downward Deviation, and Stability Measure (QECSDDSM, pronounced /keɪks-du-sʌm/). It is intended purely as a straightness measure, and does not take into account returns or the slope of the equity curve. It is calculated as follows (see the excel file at the bottom to make sense of it):
Let's take a look at some extreme examples:
First of all, note that both the Sharpe ratio and the MAR ratio would select the "wrong" strategy if they were used naively: they both prefer Series 3 & 4 over Series 2. Both the K-Ratio and QECSDDSM correctly prefer the first two. Note that the number of crosses is a useless metric here because the most perfect line has very few of them, simply due to being "too straight". The ratio of the areas above and below the idealized line is not very useful in these scenarios because they are so extreme.
In general most of the numbers roughly agree with each other in terms of ordering the curves from best to worst, so the actual formulation of QECSDDSM doesn't really matter all that much.
Let's look at a slightly more realistic assortment of equity curves:
In this case the intuition behind the number of crosses metric becomes obvious. Interestingly QECSDDSM is the only metric to prefer Series 4 to Series 3, which I think is undesirable. Series 4 highlights a problem with the metrics that measure volatility or focus on the area below the ideal: simply having very few trades "gets around" them and produces an overly-high score. Again the Sharpe and MAR ratios produce an "incorrect" ranking by preferring Series 3 to Series 2. The difference mainly comes from the fact that the curve is not very volatile and does not spend a lot of time below the ideal. Some fine tuning of the parameters should smooth things out pretty easily, though.
Another potentially interesting approach to the issue would be to do some sort of regime change detection on the returns (here's one simple approach). A straight curve will obviously have fewer changes in the average of the returns.
Finally, here's an excel file that you can play around with.9 Comments »
Useful and Free C#/.NET Libraries for Traders
The .NET ecosystem is rich with excellent, free libraries that cover pretty much everything you need when writing trading software. So here's a collection of libraries I use in my applications, mostly focused on stats, math, and machine learning but also including time handling, data structures, and calendars:
Based on the Aforge.NET library, it offers tons of useful stuff for traders: matrices, descriptive statistics, probability distributions, optimization methods, regression, PCA, as well as a wide array of machine learning algorithms. I use it all the time.
Tons of useful math and stats functions, matrices & linear algebra (very fast), PCA, regression, unsupervised machine learning.
Math.NET Numerics
Probability distributions & random number generation, linear algebra, simple statistical analysis, various useful math functions.
Wintellect Power Collections
Various extremely useful data structures: double ended queue, dictionary with multiple values per key, red-black tree, ordered dictionary/list.
A port of quantlib to C#. Not just derivatives, there's a lot of useful stuff in here such as calendars with holidays for a very wide array of markets. There's also NQuantLib which I haven't tried.
Noda Time
Time handling done right. You need this.
Lets you use R from your .NET applications. Slow, buggy as hell, hard to work with, but some times it's very useful to have access to some of the more obscure/specialized R libraries.
Regression, some machine learning, PCA, optimization, and linear algebra, simple hypothesis testing.
There are several commercial options available as well, such as Extreme Optimization and NMath. I haven't used either of them so I can't comment on their quality.3 Comments »
New Paper: The IBS Effect: Mean Reversion in Equity ETFs
I finally finished the first draft of my IBS paper. The results are quite interesting and extremely relevant if you trade equity ETFs. You can read it here.
I investigate mean reversion in equity ETF prices at the daily frequency by employing a simple technical indicator, Internal Bar Strength (IBS). IBS is based on the position of the day's close in relation to the day's range. I use it to forecast close-to-close returns with statistically and economically significant results for most instruments. A simple strategy based on IBS generates an average alpha of over 30% p.a. before transaction costs. I show that equity index ETFs have had strong and consistent mean reverting tendencies since the 90s, and that these effects can be exploited as part of a profitable trading strategy. The IBS effect is stronger during times of high volatility, in bear markets, after high-range days, after high-volume days, and early in the week.
Feedback is highly appreciated, either in the comments below or by email to qusmablog at gmail dot com.
Some of the interesting things you'll find within:
Update: the comparison chart for the Australian ETF now correctly uses EWA instead of EWO (the Austrian ETF).20 Comments »
k-NN Candlestick Pattern Search Extensions: Combining Forecasts
The second, and probably final, followup to the Mining for Three Day Candlestick Patterns post. Previously, we improved performance by adding more data to the search. In this post we'll try to improve the system further by combining multiple predictors. The central question is how to combine the forecasts. I test averaging, weighted averaging, regression, and a voting scheme and compare them against a baseline one-predictor strategy.
Combining predictors is a standard tactic in machine learning, but the case of k-NN predictors is a bit of an outlier. Typical ensemble methods depend on generating variations in the data set in order to generate different and complementary predictors (as in the cases of boosting and bagging). This doesn't work very well with nearest neighbor predictors, however, because they tend to be insensitive to variations in the data set. So what can we vary? The choice of k, the choice of inputs, the choice of distance measure for the nearest neighbors, and some pre-processing options such as whether to adjust for volatility or not.
I am not going to make any variation in outputs as that's reserved for a post of its own. The idea is pretty simple: it's essentially a random forest with k-NN predictors instead of decision trees (here's an interesting paper on it).
So we're left with k, sum of absolute or sum of square distances, and volatility adjustment. I picked 10 combinations of these options:
The k values were picked at random and I'm sure it's possible to do better by optimizing them using cross validation.
The signals obviously overlap significantly, and have similar stats when used one-by-one:
The instrument traded is SPY. Additional data is taken from the following instruments for the pattern search: EWY, EWD, EWC, EWQ, EWU, EWA, EWP, EWH, EWL, EFA, EPP, EWM, EWI, EWG, EWO, IWM, QQQ, EWS, EWT, and EWJ. The thresholds in each case are adjusted to result in a similar length of time spent in the market. Position sizing is done based on the 10-day realized volatility of SPY, as described in this post: leverage is equal to 20% divided by 10-day realized annualized standard deviation, with a maximum leverage of 200%. Finally, an IBS filter is applied that allows long positions only when IBS < 0.5 and short positions only when IBS > 0.5.
The baseline is the PF3 predictor: k = 75, square distance measure, no volatility adjustment. Here's the equity curve:
The simplest approach is obviously to just average the 10 forecasts and then use the average value to generate trades. A long position is taken when the average forecast is greater than 15 basis points, and a short position when the average is smaller than -12.5 basis points. Here's what the equity curve looks like:
It's interesting to note that the dispersion of forecasts is inversely related to the accuracy of the average: the smaller the standard deviation of the forecasts, the more accurate they are. Unfortunately effect is marginal and thus not particularly useful for improving the strategy.
Weighted Averaging
A simple extension, that generates slightly better stats, is to weigh each forecast before averaging. There's a wide array of stats one can use here (Sharpe/Sortino/MAR ratios are obvious candidates); I picked the mean square error. The inverse of the MSE becomes the forecast's weight, so that smaller errors result in greater weights. The same thresholds as above are used to generate signals. The weights provide a slight improvement both in terms of Sharpe and MAR ratios. The equity curve:
Using a threshold for each forecast, (>5 basis points for a "long" vote, and <-10 basis points for a "short" vote), each predictor is assigned a long or short vote. The overlap between the votes is significant, between 88% and 97% for different estimators. How many votes should we require for a trade? It quickly becomes obvious that simple majority voting isn't enough, as only near-unanimous decisions provide worthwhile predictions. The average next-day return when there are between 1 and 8 long votes is 0.4 basis points. The average return after 9 or 10 long votes is 23 basis points.
The resulting equity curve looks like this:
Ordinary Least Squares
It's also possible to combine the forecasts using regression, with next-day returns as the dependent variable and the k-NN predictor forecasts as the independent ones.
The distribution of forecasts with OLS is very tightly clustered around 0, and for some reason higher forecasts are not associated with higher next-day returns (as they are for the 3 methods above). I don't really understand why this is the case. The thresholds for trades are 0.5 basis points for a long trade, and -0.5 basis points for a short trade.
An issue here is, of course, multicollinearity due to the similarity of the independent variables. This can lead to, among other problems, overfitting (which is usually characterized by very large absolute values of the coefficients). Using ridge regression solves that issue by limiting the absolute value of coefficients.
A potentially interesting idea would be to constrain the coefficients to positive values, which might lessen the overfitting effects and also make much more sense on an intuitive level (after all, we know all the forecasts are similarly accurate, so negative coefficients don't make much sense).
Ridge Regression
If multicollinearity is a significant problem, we can use ridge regression to solve it. It offer significant improvement over the OLS approach, but it still fares badly compared to the one-predictor case. The same thresholds as in the OLS approach are used. Here's the equity curve:
Here are the stats for the single-predictor base case and all the combination methods:
All of them other than the voting failed horribly. I'm not sure why, but it's good to know. The improvement provided by the voting system is sizable, however. Not only does the voting-based strategy achieve significantly higher risk-adjusted returns, it does it while spending 15% less time in the market. Those results are also easy to improve on by simply adding more predictors. The marginal gain from each new predictor will be diminishing, but there is definitely more value to wring out of it. And this is just with 3-day patterns: we can easily add 2 and 4 day patterns into the mix as well.
Other Possibilities
A wide array of machine learning methods can be used to combine predictions. Especially if the number of forecasts grew larger, techniques such as random forests or ANNs would be interesting to investigate. As long as simpler methods work very well I think there is little reason to increase the complexity (not to mention the opaqueness) of the strategy.8 Comments »
k-NN Candlestick Pattern Search Extensions: More Data
This is a followup to the Mining for Three Day Candlestick Patterns post. If you haven't read the original post, do so now because I'm not going to repeat the basic mechanics of the strategy. While the approach was somewhat fruitful, it also had some obvious problems: it only seems to work in bearish or high volatility market regimes, and it couldn't produce good short signals. The main idea I had to resolve these issues was simply to get more data.
That is easier said than done. Could we use mutual funds or index values to extend the dataset backwards? No, because the daily high/low values are inaccurate. The only alternative we are left with is using data from other instruments. So I picked a broad selection of equity ETFs to include: EWY, EWD, EWC, EWQ, EWU, EWA, EWP, EWH, EWL, EFA, EPP, EWM, EWI, EWG, EWO, IWM, QQQ, EWS, EWT, and EWJ.
The selection was comprehensive and unoptimized. I think you could do some sort of walk-forward optimization that picks the best combination of securities to include in the data set. I'm not sure how much that would help.
The additional data worked fantastically well, resolving both problems. The number of opportunities to trade increased significantly, long signals work very nicely under all market conditions, and predicting negative returns works far better. There was also an unexpected benefit: far less time is needed before the forecasts become usable. In the original implementation I waited 2000 days before starting to use the forecasts. With the extended data set this can be cut to 500, thus letting the backtest cover a longer period.
Performance-wise there were no problems, as the Accord .NET k-d tree implementation that I use is very quick. Finding the nearest 75 points in a data set of approximately 100,000, in 11 dimensions, takes less than 2 milliseconds on my overclocked 2500K.
The settings used in the search are simple: the length of the patterns is 3 days, the 75 closest ones are used to construct a forecast by averaging their next-day returns, and distance is calculated as the sum of squared distances in every dimension. Trades are taken when the forecast is above/below a certain threshold. They are then passed through a filter which only allows long positions when IBS < 0.5 and short positions only when IBS > 0.5.
It should be noted that using traditional measures of "fit" does not work very well with pattern matching. Adding the above instruments actually increases the RMSE, despite significantly increasing the trading performance of the forecasts.
A look at forecasts vs realized next-day returns:
An important aspect to note is that even marginally positive forecasts work very well. For example, with the extended dataset, forecasts between 5 and 10 basis points resulted in an average 21 bp return the next day. On the other hand, using SPY data only, the return for those forecasts was just 5 basis points. What this means is that there are many more trades to take, which is what allows the strategy to do well in all market environments. Here's the long-only equity curve:
A couple of charts to analyze the sensitivity of the long-only strategy's results to changes in inputs (IBS limit and minimum forecast limit):
The additional data also has the benefit of making shorting possible. The equity curve doesn't look as good, but it's still a giant improvement over zero predictive ability on the short side:
Finally, the long and short strategies combined, along with the stats:
The concept also seems to work for stocks. For example, I tested a long-only strategy on AAPL, using the same settings as above, both with and without the addition of MSFT data. The Microsoft data improved every aspect of the results, with surprisingly consistent performance over nearly 20 years:
It would be interesting to try to apply this on a more massive scale, by increasing the data set to something like all S&P 500 stocks. Some technical restrictions prevent me from doing that right now, but I'll come back to the idea in the future.12 Comments »
My Performance Analysis Tools
I have gotten a couple of emails asking me about the topic of analyzing performance, so I decided to detail the tools I use. Measuring performance and attributing success or failure to the right factors is an extremely important part of the trading process. Actually trading a strategy will often reveal aspects that don't come up in the research stage. Unexpected things happen, revealing previously hidden strengths or weaknesses. Strategies improve or deteriorate through time. Execution issues eat into returns. Patterns emerge that can be exploited to enhance returns or limit risk.
These situations, and performance evaluation in general, are a crucial part of the research/trading/performance loop:
A lack of attention to performance, and the underlying factors that drive it, will have a deleterious effect both on your long-term trading results and the things that you will discover in the research stage.
I'll demonstrate the tools using two strategies, one of which has been going well, and the other not: 1) a rather generic GTAA momentum/trend-following strategy that has been running for a bit over a year, and 2) an AAPL swing trading strategy that's been in "trial" mode for the last 6 months or so.
My performance analysis system, the QUSMA Portfolio and Trade Analytics Suite, is primarily based around the concept of a "trade". A trade is a unit that can contain any number of orders and cash transactions (dividends, taxes, etc.), which are somehow related. A pair trade would include both legs in a single trade, for example. The underlying data is imported using IB's flex queries which have a very simple and easy to handle XML structure.
Trades are assigned to a "strategy" and can also be assigned any number of tags. Some of the things that I use tags for are: trade direction (long/short/both), trade length, developed/developing country, asset class, etc. Notes with images can also be attached to trades, which is incredibly useful for reviews. Finally, the trades can be filtered on any number of criteria to produce reports, and compared against custom benchmarks.
There are some general principles that summarize my approach to performance measurement:
- Execution and commissions are extremely important.
- Separate timing from sizing.
- Statistics on trades in both dollar terms and % terms.
- Separate capital allocations to strategies from total capital.
- Statistics on returns both on capital allocated to a strategy (ROAC) and on total capital (ROTC).
- Always think probabilistically and in terms of expectations
- The more ways you can find to look at the data, the better.
Simple visual inspection is my starting point, and I think it's very important. The simple act of staring at charts often leads to new research ideas.
So let's get started with the graphs and stats. At the top, the standard dollar PnL (daily and close-to-close) and equity curves (both in terms of ROAC and ROTC), which are also plotted against a benchmark:
Next up are the trade statistics. Commissions are right up there, it's very important to keep in mind how much you are losing in those costs. A few basis points may not seem like much, but they can quickly eat up a significant portion of your profits. Note all the stats are given both in dollar and percentage terms, in order to separate timing effects from sizing effects.
Results by calendar month:
Probably the most important bit, statistics on daily returns, the standard ratios, and so forth. The MAR ratio is probably the most important number for me. The reason is simple: it determines my leverage constraints, and thus my returns. A high Sharpe ratio is meaningless if you can't lever up. Note how the simple, static benchmark portfolio has destroyed the GTAA approach:
Some simple benchmarking stuff:
Histograms of daily returns, and returns per trade. Again, it's important to look at both dollar and percentage results:
Also, holding period histogram:
Position sizing vs trade returns. Naive risk parity seems to be doing alright:
Trade length vs returns chart, the relationship here is pretty clear.
The movement capture stats measure how good the strategy is at capturing returns. GU is gross upside, or the gross positive returns during the period. UC% is the percentage of that movement that was captured by being long, UM% is the percentage of the movement that was missed by being flat, while UL% is the percentage of the movement that was lost due to being short. The calculations are repeated for downside movement.
Cumulative percent returns, by instrument. A similar chart with dollar PnL by instrument also exists.
Autocorrelation and partial autocorrelation stats based on daily returns:
Standard value at risk calculations, based on resampled historical data. I'll be adding the option to use parametric methods in the future.
Monte Carlo simulation. It simply uses historical data, either trades or daily returns (either ROAC or ROTC). Sampling can be done with replacement or without (the latter simply re-orders the existing equity curve). There is also an option to use N consecutive days/trades, which can capture volatility clustering and autocorrelation effects. The analysis returns confidence intervals for the equity curve, as well as the cumulative and point distributions of maximum drawdowns.
Finally, some simple stats and charts on execution. All of my trades are either at the close or the open, so those are the prices I benchmark against. Below are stats from the AAPL strategy's buy orders around the close.
I think that the biggest weakness in my toolset is the lack of interaction with backtesting results. These can be used in two main ways: 1) comparing theoretical results to real trading results, and 2) as an extended dataset for the risk management functions. Also, I don't do any stock picking, but if I did that would entail several additions, mainly performance attribution by country, sector, etc. as well as analyzing value/size/momentum factor exposures.
Leave a comment and tell us what you like to use: is the standard stuff enough for you, or do you use any obscure ratios or unique charts?2 Comments »


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Used with permission of Creighton University Online Ministries
"Lord, open my lips, and my mouth shall declare your praise."
Almighty ever-living God, grant us so to celebrate the mysteries of the Lord's Passion that we may merit to receive your pardon. Through our Lord Jesus Christ, your Son, who lives and reigns with you in the unity of the Holy Spirit, one God, for ever and ever.
The Readings:
Isaiah 49:1-6; Psalm 71:1-6, 15, 17; John 13:21-33, 36-38
Daily Meditation:
Let me receive your forgiveness and mercy. The second Servant song shapes our reflection today as we watch that amazing dinner scene on Tuesday of this passion week. We experience the pain of his knowing that he will be betrayed and denied. Yet, the hour he is about to face is the hour of his Glory. And he promises that where he is going, we will surely follow. Our desire is to celebrate the gift being offered us.
It is too little, he says, for you to be my servant, to raise up the tribes of Jacob, and restore the survivors of Israel. I will make you a light to the nations, that my salvation may reach to the ends of the earth. – Isaiah 49
Let us pray to Christ our Savior, who redeemed us by his death and resurrection: Lord, have mercy on us.
You went up to Jerusalem to suffer and so enter into your glory, – bring your Church to the Passover feast of heaven.
You were lifted high on the cross and pierced by the soldier's lance, – heal our wounds.
You made the cross the tree of life, – give its fruit to those reborn in baptism.
On the cross you forgave the repentant thief, – forgive us our sins.
Closing Prayer:
God of such unwavering love, how do I "celebrate" the passion and death of Jesus? I often want to look the other way and not watch, not stay with Jesus in his suffering. Give me the strength to see his love with honesty and compassion and to feel deeply your own forgiveness and mercy for me. Help me to understand how to "celebrate" this week. I want be able to bring my weaknesses and imperfections with me as I journey with Jesus this week, so aware of his love.
May the Lord bless us, protect us from all evil and bring us to everlasting life.
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My Sweet Sixteen – Song Choices (Thank the Mighty God Named Pandora) [Part 1]
by creamsikkle
These are some of the Songs that I have chosen out of, literally, hundreds; they are the songs that I feel most accurately portray the mood of the story at certain times. What of Whom the song speaks for can vary. It can be what a certain character is feeling after or during an event, or what one person feels towards another. It can also simply just fit the moment best. For example, When Tame, the main character from My Sweet Sixteen (I finally decided on her name! – this IS final.) plays the piano for her father, she plays the song Claire De Lune, and a series of scenes are shown, mostly consisting of nature scenery.
Anyway, here are the songs, and I would really appreciate it if everyone would go through and listen to these songs. If you can't understand what the artist is saying, look up the lyrics and follow along. Almost all of them can be found on YouTube, or online elsewhere. If you have trouble finding a version with good quality, or have difficulty locating a version at all, comment and I will leave a link in reply.
If there is an asterisk ( * ) next to the song, it means I have a specific vision, or 'music video' made up of a series of clips that tells a story as the music plays. It's in sync, and the lyrics are relevant. PLEASE NOTE – because I am a horrible author and updater, (and fail to do so even when I say I will more often…) I will create a PART 2 with all the songs marked with an asterisk, telling what exactly is happening during the song.
Please comment if you have any questions, or if you've got a good song you think I should listen to in regards to any sort of situation or controversy in the story. (For example, Suss, a song that explains the relationship of Paece and Hoth might be 'I LOVE YOU – BUT ONLY WHEN NO ONE CAN SEE US' whereas a song expressing Mac and Charlie might be….. 'EXCUSE ME WHILE I SLIDE MY HAND DOWN YOUR PANTS WHILE THE SMALL CHILDREN WATCH'…..if you…know what I mean XD. Anyway, enjoy, and as always, I PROMISE TO UPDATE MORE – and I'll try harder this time around… = __ =
*Northern Downpour – Panic! At The Disco
*Paradise – Coldplay
Love You Like A Love Song – Selena Gomez
*NaNaNa – My Chemical Romance
We Are Young – Fun
*Safe & Sound – Taylor Swift ft. The Civil Wars
Lisztomania – Phoenix
*1901 – Phoenix
Float On – Modest Mouse
The World At Large – Modest Mouse
3rd Planet – Modest Mouse
Black and Blue – Miike Snow
Song for No One – Miike Snow
Time to Pretend – MGMT
*Kids – MGMT
I Can't Stop – Flux Pavilion
*Safe and Sound – COVER by Thank You and Goodbye (amazing, but very different, I love this version just as much as the first.)
>> http://www.youtube.com/watch?v=-dJ5fuvEo7s << (here)
*Last to Know – Three Days Grace
I Just Wanna Run – The Downtown Fiction
*How Far We've Come – Matchbox 20
*Dear Prudence – The Beatles
Falling Up – DillonFrancis
>> http://soundcloud.com/dillonfrancis/dillon-francis-falling-up << (here)
*Mad World – Gary Jules
*I Don't Wanna Be in Love – Good Charlotte
The River – Good Charlotte
Crystal Clear – Opus Orange
*Mercy Street – Emy Reynolds + Opus Orange
In Your Shadow (I Can Shine) – Tokio Hotel
Boyfriend – Justin Bieber (Please don't shoot me, it has purpose, I swear)
Hallelujah – Jeff Buckley
>> http://www.youtube.com/watch?v=q4JqBrC-EAM << (here)
*Scar Tissue – Red Hot Chili Peppers
Can't Stop – Red Hot Chili Peppers
*FIRE – The Program (This is my best friends band – they can be found on facebook here>> https://www.facebook.com/pages/The-Program/120684314701207 << and you can listen to their new ep here>> http://theprogramband.bandcamp.com/album/shes-trying-to-kill-me << . Unfortunately, they have yet to record FIRE, so there is no way for you to experience the amazing eargasm until I record it and upload it.
Dare – Gorillaz
Feel Good Inc. – Gorillaz
Strawberry Fields Forever – The Beatles
Iris – The Goo Goo Dolls
Slide – The Goo Goo Dolls
*Hey Jude – The Beatles
I am the Walrus – The Beatles
Just Can't Get Enough – The Black Eyed Peas
*Aru Machi no Gunjou – Asian Kung Fu Generation
Yesterday – The Beatles
*Rolling in the Deep – ADELE
*My Same – ADELE
Back in Black – ACDC
Shoot to Thrill – ACDC
*Fell in Love With a Girl – The White Stripes
*Seven Nation Army – The White Stripes
*We're Going to Friends – The White Stripes
Pumped Up Kicks – Foster the People
*I'm in Here – Sia
*My Love – Sia
A Thousand Years – Christina Perri (I know this is from Twilight….God it really pains me to put this here, let's just say it's temporary)
*Lucy in the Sky with Diamonds – The Beatles
Bebop – The Black Eyed Peas
The Bad Touch – The Blood Hound Gang
First Day of My Life – Bright Eyes
*Young – Hollywood Undead
Hey Soul Sister – Train
*Drop of Jupiter – Train
Alligator – Tegan and Sara
Turn Me On – Nicki Minaj
Hatchet Girl – The Akira Complex ( An original Song by my friend, who is an amazing composer.)
(here) >> http://soundcloud.com/akira-complex/hatchet-girl-original-mix <<
Blister in the Sun – Violent Femmes
Breaking the Habit – Linkin Park
Fireflies – Owl City
Facedown – The Red Jump Suit Apparatus
I Don't Care – Fall Out Boy
I Write Sins Not Tragedies – Panic! At The Disco
Shadow of the Day – Linkin Park
All Over You – The Spill Canvas
[p.s. – My Exams are coming up, at the end of May and the beginning of June, so expect less updates around that time.]


text:
"Shaman," by Lou Rogers, my mother.
Memorial Day was the day my father was found in the river by a fisherman.
Those pins of fate around which lives turn -- his disappearance two weeks before was the first one in my life, though I was unaware, being a baby. My mother was 27, and how she managed I do not know. Though I believe she already dwelt largely in an internal world of tales and visions, and that she fled there.
I woke at 4 this morning with yet more clear a sense of the echoes down the many years of that first event in our tale. Things of great regret, yet perhaps necessary.
What do we do with these things, for our own healing and perhaps the helping of others?
I remember seeing great barges turned by tugs on the rivers of Pittsburgh, slow, slow and with so wide a wake. Turning a life seems as gradual, though with moments of sudden, forward clarity if one is fortunate and receptive. One thinks one is there, and one is not, yet. And the rocking of the waves stirred in the process, what currents and cross currents do they send out that wash through the lives of others in ways we cannot know.
I am convinced that this life is a dash in a continuum, that there are no throwaway beings, nary a flea, and so I think we have no choice but to pour all our misadventures into an alembic and strive to transmute them.
Will we never be who we might have been, or are we who we were meant to be, precisely because of our blunders and the patterns of mischance?
By Lou Rogers, my mother. Oil on canvas. I do not know the title.


text:
Photographing James Brown/
Sometimes a portrait session is fun, not just because the person you're photographing is delightful to be around, but because they've had to develop a sense of humor. James Brown was just such a person.
He was born with a name that would soon become famous, and he didn't even have to work for the fame. It just came with the name.
Here's my photo of James Brown, a favorite portrait, as of late. I'm thinking the photograph works because James' sense of humor and calm spirit shines through in the image.
Atlanta Corporate Portrait Photography


text: A while ago I blogged about the LowLUG MMM event, where LUG members built bignettes based on the theme "orange sentiment". This could be interpreted as the color, which is the color of the Dutch national team futball uniforms, and also refers to the House of Orange, or the Dutch royal family. Both sentiments are in view in MOCkingbird's Oranje Gevoel, with very different scenes in adjacent apartments. MOCkingbird has just posted several more pics of this MOC.


text:
So right at 5 p.m. you could find yours truly with her two wiggly children in line in front of the neighborhood ice cream store, anxiously awaiting our turn.
**** Adorable Pre-Story****
While in the car on the way to ice cream, I was energizing my back seat crowd.
"Who wants ice cream, raise your hand!"
"Me!!! Me!!!"
"Who wants ice cream, raise your hands higher!"
"Me!!! Me!!!"
Scarlet interrupted our sporting ritual and said, "Mom, this reminds me of church." (No, we don't regularly head out to ice cream on Sunday)
"Why, Scarlet?"
"Because in church, they ask us if we want something and everyone raises their hand like this," she said while demonstrating how we sustain in Sacrament meeting.
Too funny
****Back to Main Post ****
So there we are standing in line with the best of the best type of crowd for the next 30 minutes. And let me tell you, it was quite the 30 minutes. It all started going downhill when I noticed the four year old boy in front of us wouldn't stop coughing. I should say rather he couldn't stop hacking up a lung for about 10 minutes straight. I held my children as far of a distance as possible, and the thought crossed my mind '31 cent ice cream sure wouldn't be worth it if my kids got that cough.'
And that is when he threw up.
It wasn't like a stomach dump, more like a cough so hard he gagged many, many times. His mom calmly pulled him to the side to let him get it all out behind a nearby column. And, when he was done, she wiped off his mouth with her hand, left his throw up for the rest of us to admire right where it was, and got back in line! I am seriously considering begging the people in front of us take cuts. Of course, everyone behind us caught the same scene so nobody was taking our place. I tightened my reigns on Rhode and Scarlet but stayed put the whole time wondering what horrible disease I was probably infecting my children with at the moment. Again, at one point thought, 'If my kids come down with whooping cough tomorrow, 31 cent ice cream probably will not have been worth it.'
Two families to go and Scarlet decided she desperately needs to use the bathroom. There is no restroom in the Baskin Robbins and the restaurant we are standing immediately next to has one of those 'Restroom for customers only' signs that was larger than the name of their store. The very nice lady behind us offered to let us run down the strip mall to find a restroom while she held our spot. With Rhode in my arms and Scarlet trailing, we ran the entire length of the strip mall. Of the 10 doors, only 2 held actual businesses and both were already closed. The rest were big empty buildings. Stupid economy.
So we trudged back in line and Scarlet luckily got a second wind and was able to hold it. I then though, 'If Scarlet pees on the ground and soaks her clothes and shoes right as we walk in this store and I have to order ice cream for her while she screams out of embarrassment and wetness, 31 cent ice cream would so not be worth it."
Thankfully, that did not happen.
We got our scoops without any loss of bladder control and headed out the door. Now you couldn't eat inside the store but I figured we would just pull up some sidewalk and enjoy our cones. That is when the wind kicked in, big time. We could hardly keep our cones upright much less pause to enjoy them. So the ice cream outing got moved to my freshly detailed car.
I opened the passenger door for Scarlet and, before I even had time to remind her to be careful, her cone snapped in two and the entire scoop of ice cream splatted onto my freshly shampooed mat.
We recovered the ice cream and shut the doors to keep the gusting wind out when we realized it was really hot in the car. So, I turned on the car to run the A/C wondering how much it was costing me in gas to eat my 31 cent ice cream.
Cones were finished without any further problems and both parties were pretty satisfied with their treat. Unfortunately, I couldn't help but run a few numbers as I buckled my kids into their car seats. If they do get sick from the crazy puker and I have to take them both to the doctor, if I decided to get my now sticky car detailed again, if I totaled up the gas burned while we enjoyed our cones, plus included the time it took to actually procure them...
Suddenly my 31 cent cone costs me about $85 a scoop.
But the truly scary part is Carvel is having a free ice cream day tomorrow and I'm not totally convinced the Nielsens won't be making an appearance.


text:
Leaders today need some stick-with-it-ness.
Here are a few thoughts on the idea of stick-with-it-ness leadership. You could also call it "hang in there" leadership!
1. Start strong. Come out of the gates with a commitment to excellence. Finishing well means starting well. .
2. Move the needle daily. Small daily innovations and improvements turn into game changing and paradigm shifting contributions.
3. Find joy in the journey. Allow joy to bubble up in the everyday. Joy and happiness finds life in hope and faith, which leads to passion for moving the needle and making it happen.
4. Push through the mundane middle. The middle is the hardest. My 5 mile daily run is always the toughest at the mid mark. Stay disciplined and focused in the minutia and mundane of the middle.
5. Trust the process. The process will and should define you. So allow the process to be your friend and ally, not an enemy you're trying to avoid.
6. Keep your eyes on the prize. Take the long view! Mountain climbers don't just climb to climb, they climb to reach the summit.
7. Faithfulness matters. Faithfulness is the true measure of success. Your scorecard is based on what you did with what you were given.