And it sucks and needs months of editing to make it coherent–but you know what?  I DON’T CARE!  I did it and that’s a hell of lot more than I’ve ever done in the past, ever.

THANKS BE to http://www.nanowrimo.org, without whose inspiring and challenging deadline, I would have continue to just think about doing this “one of these days.”

I’ve always enjoyed a good diet Pepsi but I usually find myself ordering Diet Coke out of habit.

I received an email the other day from the American Family Association that has made me into a complete + total Pepsi Evangelist.

The American Family Association is one of those wingnut conservative groups that spends a lot of money fighting gay marriage.  I signed up out of simple curiosity, and out of a desire to get to know, and try to understand, the opposition, and people that frown on me and my life.

So the latest thing that’s gotten their panties all in a wad is Pepsi.  Now the AFA seems to think that because Pepsi does the following things, they are the pinnacle of all evil and must be STOPPED:

1. Asks their employees to take diversity training courses
2. Advertises in magazines like OUT
3. Gives money to charities like the Human Rights Campaign
4. Is a sponsor of the NYC Gay Pride Parade

Now, the HILARIOUS thing about all of this, is the AFA is asking people to boycott Pepsi. But if the above is their criteria, I got some news for them. They can’t just stop at Pepsi. Here is a list of just a SAMPLING of the companies that not only received 100% on last year’s HRC Corporate Equality Index, all of whom fit the bill based on the bullet points above (except perhaps for the parade sponsorship), but were also rated a “Best Place to Work” for LGBT employees:

• Anheuser-Busch Companies Inc. So Kiss your Budweiser goodbye!
• Campbell Soup Co. Too bad, they’re kinda helpful in tough economic times
• Coca-Cola Enterprises Inc. NO SODA FOR YOU
• Coors Brewing Co. NO BEER FOR YOU
  
• PepsiCo Inc. (duh)
• Walgreen Co. NO DRUGS FOR YOU

And that’s just a partial list of the Food category!  They also can’t buy camera or develop film (Eastman Kodak Co.), own a computer (Intel Corp., Microsoft Corp., Apple Inc., International Business Machines Corp. (IBM) , Hewlett-Packard Co., Dell Inc.), have a good calculator (Texas Instruments Inc.), ever fly in a plane (Boeing Co.) or pretty much do anything, EVER.

So back to Pepsi for a moment.

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I am in the midst of a trial of the TradeStation platform.  It is a wonderful system that allows you to quickly develop your own trading strategies, and then backtest them against historical data.  TradeStation will then create a Performance Report that shows you everything from your win/loss ratio to your Equity performance graph (showing how your initial capital grows/shrinks over time).

It seemed perfect for what I needed — except.  Except they don’t have historical options data.  They do have six months worth of historical options intraday data for NON-expired options.  But it doesn’t do you much good if you’re trying to backtest an option trading strategy based in front-month contracts only.

So, I am cobbling together a solution that is full of hacks and workarounds.  And I am discovering the beauty of using VBA macros in Excel in order to sew said hacks together.  John Walkenbach’s book at right is helping me do it.

I never really appreciated VBA.  Sure, I tried it in college during my days in the New Media Lab, and I knew many people utilized it for tactical matters, but as a former C#/.NET developer, I was far too “good” for anything as low as VBA.  But VBA is quick, dirty, simple, and plugable.  You can manipulate your data in the very spreadsheets that data sits in.  And it’s easy to get Excel — and that’s all you need to have to access their VBA editor, debugger and help documentation.  Not so for C#, which requires the highly computer-intensive, and wallet-draining, Visual Studio (although there is a free alternative).

But all of this hacking and sewing is really not what I want to be doing, educational though it may be.

Does anyone know of a good backtesting system with both the features and the historical data needed to do option backtesting?

I hadn’t even seen the dark waters of the Hudson river in early morning light, but I was already thinking about what it would be like to drown in it.

It the 2005 NYC Triathlon, and like everyone else who’s faced a swim in an open body of water at their first triathlon, I was freaking out.

The journey had begun back in 2004, a late winter night.  The week before, one of my gym instructors announced he was starting up a triathlon club.  He encouraged anyone interested to come to Toga bikes the following Tuesday.  I had seen the Dick and Ricky Hoyt videos.  I had seen the Julie Moss crawl.  I saw the Gatorade Chris Legh tale. I was a gym bunny, I was motivated, and I was single.  I thought I’d give it a go.

Toga Bikes

When I walked into the bike store the following week, my jaw clenched. I would have browsed around but I had no reason to buy anything. Everyone there was tight, taut, with shining shaved legs and round bulges of shoulders and biceps straining underarmour shirts or collared office gear.

I didn’t even own a bike. I didn’t even have the shoes. I just really liked spin class.
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