I'm finally preparing to fully install my systems onto cloud computing platforms. This includes deleting the static IP number I have for my server rack on the farm in NJ — which may cause a little disconnectivity over the next week, but should substantially reduce maintenance going forward.  

It appears that Microsoft's file replication service, NTFRS, decided to delete the copies of my charts and regression results from both my web servers. This is frustrating, but I am in the process of reproducing them. Some of them may end up “more up-to-date” than the post text refers to — but apart from being contextually jarring that's no big deal. (This is presumably why they replaced NTFRS with a completely new product in R2 version of the operating system.)

 

In a recent post, I discussed a simple model for the time series of the followers of our Twitter account, http://twitter.com/StatTraderCTA. A working paper discussing this topic is available on my Social Science Research Network Author Page. I was recently notified by SSRN that the paper is listed in the top ten downloads for the Economics Research Network — Estimation topic. The paper is available directly here.

 

The second draft of my working paper on the analysis of the relationship between the number of Twitter followers and the success of our intraday futures trading system is now available online; both here and at my Social Science Research Network Author Page. Below, is a chart of the number of followers as a function of time, together with the model developed in the working paper above.

In the chart the black line represents the number of followers, as measured through the Twitter API; the blue line is our fitted model, using the procedures as described in the paper above; and the shading represents the success variable (dark for right; light for wrong).

 

I just completed the first draft of an analysis of the relationship between the number of Twitter followers and the success of our intraday futures trading system. You can download it from my site by following the link above, or from my Social Science Research Network Author Page. In summary, we find a statistically weak but positive correlation between forecasting success and the change in the number of followers. I will post more details of this research later.

 

This post really has nothing to do with statistical trading, but I'm including as a record of what I implemented since I could find very little help with this topic on the internet.

The basic issue is to redirect a blog so that new users, old users, and, search engines all get redirected to the new site. The official way is the so called 301 Redirect status returned by a web server. However, that method requires administrative control of the web server — not something that most users of free blog services actually have.

Asecond method is the meta refresh method, in which we insert a META tag, such as the one below, into the HEAD section of the home page. This is something that can be done with a free web service and will instruct a browser client to redirect to a new page. The one I used was:

<meta content="0;url=http://blog.gillerinvestments.com" http-equiv="refresh"/>.

This method will send browsers to the new site and also allow search engines to find the new site, as Google et al. will read the meta tag and follow the link to the new site.

However, it has the drawback in that it directs solely to the blog front page. If a user has followed a search engine's results to a post on the old site, they will loose their position within the blog, and maybe won't be inclined or able to search again to locate the document they wanted to read.

I decided to deal with this by adding a JavaScript function to be loaded by the BODY tag's onload event. This can be used to implement a redirect because web browsers respond to assignment to the window.location object's href item by loading the new URL.

<script>
function redirect_it()
{
  window.location.href=(document.title=="Statistical Trader"?
    "http://blog.gillerinvestments.com":
    "http://blog.gillerinvestments.com/search.aspx?q="+
      escape(document.title.slice(20)));
}
</script>

This script is triggered by the onload event as follows

<body onload="redirect_it();">

What the function does is a little application specific. In my implementation, it takes the page's title data and passes it to the search function on my new blog site. As I loaded all of my previous posts into the new blog, that should find the page that a redirected user was looking at. It would be better to mangle the permalinks, but my new system (BlogEngine.NET) does not use compatible slugs. As a final wrinkle, it just goes to the front page if the user was just looking at the front page.

Hopefully, this will not lose too many readers since all they need to do is make one more click to get to new location of the page that they had actually wanted to look at.