Author Archives: Dylan Adlard

Diagnostics on the Cutting Edge, Software in the Stone Age: A Microbiology Story

The need to treat and control infectious diseases has challenged humanity for millennia, driving a series of remarkable advancements in diagnostic tools and techniques. One of the earliest known legal texts, the Code of Hammurabi, references the visual and tactile diagnosis of leprosy. For centuries, the distinct smell of infected wounds was used to identify gangrene, and in Ancient Greece and Rome, the balance of the four humors (blood, phlegm, black bile, and yellow bile) was a central theory in diagnosing infections.

The invention of the compound microscope in 1590 by Hans and Zacharias Janssen, and its refinements by Robert Hooke and Antonie van Leeuwenhoek, marked a turning point as it enabled the direct observation of microorganisms, thereby linking diseases to their microbial origins. Louis Pasteur’s introduction of liquid media aided Joseph Lister in identifying microbes as the source of surgical infections, whilst Robert Koch’s experiments with Bacillus anthracis firmly established the connection between specific microbes and diseases.

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Dockerized Colabfold for large-scale batch predictions

Alphafold is great, however it’s not suited for large batch predictions for 2 main reasons. Firstly, there is no native functionality for predicting structures off multiple fasta sequences (although a custom batch prediction script can be written pretty easily). Secondly, the multiple sequence alignment (MSA) step is heavy and running MSAs for, say, 10,000 sequences at a tractable speed requires some serious hardware.

Fortunately, an alternative to Alphafold has been released and is now widely used; Colabfold. For many, Colabfold’s primary strength is being cloud-based and that prediction requests can be submitted on Google Colab, thereby being extremely user-friendly by avoiding local installations. However, I would argue the greatest value Colabfold brings is a massive MSA speed up (40-60 fold) by replacing HHBlits and BLAST with MMseq2. This, and the fact batches of sequences can be natively processed facilitates a realistic option for predicting thousands of structures (this could still take days on a pair of v100s depending on sequence length etc, but its workable).

In my opinion the cleanest local installation and simplest usage of Colabfold is via Docker containers, for which both a Dockerfile and pre-built docker image have been released. Unfortunately, the Docker image does not come packaged with the necessary setup_databases.sh script, which is required to build a local sequence database. By default the MSAs are run on the Colabfold public server, which is a shared resource and can only process a total of a few thousand MSAs per day.

The following accordingly outlines preparatory steps for 100% local, batch predictions (setting up the database can in theory be done in 1 line via a mount, but I was getting a weird wget permissions error so have broken it up to first fetch the file on the local):

Pull the relevant colabfold docker image (container registry):

docker pull ghcr.io/sokrypton/colabfold:1.5.5-cuda12.2.2

Create a cache to store weights:

mkdir cache

Download the model weights:

docker run -ti --rm -v path/to/cache:/cache ghcr.io/sokrypton/colabfold:1.5.5-cuda12.2.2 python -m colabfold.download

Fetch the setup_databases.sh script

wget https://github.com/sokrypton/ColabFold/blob/main/setup_databases.sh 

Spin up a container. The container will exit as soon as the first command is run, so we need to be a bit hacky by running an infinite command in the background:

CONTAINER_ID=$(docker run -d ghcr.io/sokrypton/colabfold:1.5.5 cuda12.2.2 /bin/bash -c "tail -f /dev/null")

Copy the setup_databases.sh script to the relevant path in the container and create a databases directory:

docker cp ./setup_databases.sh $CONTAINER_ID:/usr/local/envs/colabfold/bin/ 
docker exec $CONTAINER_ID mkdir /databases

Run the setup script. This will download and prepare the databases (~2TB once extracted):

docker exec $CONTAINER_ID /usr/local/envs/colabfold/bin/setup_databases.sh /databases/ 

Copy the databases back to the host and clean up:

docker cp $CONTAINER_ID:/databases ./ 
docker stop $CONTAINER_ID
docker rm $CONTAINER_ID

You should now be at a stage where batch predictions can be run, for which I have provided a template script (uses a fasta file with multiple sequences) below. It’s worth noting that maximum search speeds can be achieved by loading the database into memory and pre-indexing, but this requires about 1TB of RAM, which I don’t have.

There are 2 key processes that I prefer to log separately, colabfold_search and colabfold_batch:

#!/bin/bash

# Define the paths for database, input FASTA, and outputs

db_path="path/to/database"
input_fasta="path/to/fasta/file.fasta"
output_path="path/to/output/directory"
log_path="path/to/logs/directory"
cache_path="path/to/weights/cache"

# Run Docker container to execute colabfold_search and colabfold_batch 

time docker run --gpus all -v "${db_path}:/database" -v "${input_fasta}:/input.fasta" -v "${output_path}:/predictions" -v "${log_path}:/logs" -v "${cache_path}:/cache"
 ghcr.io/sokrypton/colabfold:1.5.5-cuda12.2.2 /bin/bash -c "colabfold_search --mmseqs /usr/local/envs/colabfold/bin/mmseqs /input.fasta /database msas > /logs/search.log 2>&1 && colabfold_batch msas /predictions > /logs/batch.log 2>&1"

A Seq2Seq model for ETF forecasting

Owing to the misguided belief that I can achieve the impossible, I decided to build a model with the goal of beating the stock market.

Strap in, we’re about to get rich.

Machine learning is increasingly being employed by hedge funds to help mitigate risk and identify patterns and opportunities, whether this is for optimisation of algo trading strategies, fraud detection, high-frequency trading, or sentiment analysis. Arguably the most obvious, difficult, and naïve application of fintech ML is direct stock market forecasting – sounds like the perfect place to start.

Target

First things first, we need to decide on a stock to forecast. Volatility provides opportunities, but predictable volatility is even better. We need a security that swings in response to actual, reported events, and one whose trends roughly move somehow with other stocks – our hypothesis being that wider events in the market can be used to forecast a single security. SPDR GLD seems like a reasonable option – gold is such a popular hedge against global instability it’s price usually moves in the opposite direction to stocks such as DJIA or SP500 and moves with global disaster.

Gold price (/oz) in Pounds from 1980-2024

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