Albums | How I Actually Secure My Crypto: Real-World Hardware Wallet Practices
Posted by Spice on September 7, 2025
So I was thinking about my stash last night. Whoa! The feeling was oddly calm, then prickly—like the calm before you realize you left the front door open. My instinct said “double-check everything.” Seriously? Yes. Something felt off about how casually people toss around the word “cold storage” without explaining the little gotchas that eat your coins. Initially I thought a hardware wallet was plug-and-play and done, but then realized reality is messier and far more human.
Here’s the thing. Hardware wallets are the single best practical control for long-term private key security for most people. They keep your private keys offline, reduce phishing attack surface, and, when used properly, make theft far harder. But it’s not magic. You still have to manage backups, seed phrases, firmware, and your own habits—those are where most failures happen. I’ll walk through what I do, what tripped me up, and why small choices matter more than brand arguments. Oh, and by the way… I’m biased toward simplicity.
Short checklist first. Write your seed phrase on paper. Store copies in different locations. Use a metal backup if you can afford it. Keep firmware updated, but don’t update haphazardly during a big market move. Use a dedicated, offline computer for extreme paranoia (I know, extra work). And—this is very very important—never paste your seed into a website or app. Ever.
Why hardware wallets work — and where humans fail
Quick intuition: your private key is a secret number. That’s it. If a malicious actor gains that number, they spend your funds. Hardware wallets make extracting that number difficult by keeping it inside a tamper-resistant device. My first impressions were nearly reverent—like those devices are untouchable. Hmm… but they’re only as strong as your backup process. If you write the seed on a sticky note and leave it in a desk drawer, the hardware wallet’s protection is moot.
On one hand, hardware wallets greatly reduce remote attacks: phishing emails, malicious browser extensions, and compromised hot wallets. On the other hand, they don’t save you from social engineering, physical coercion, or a careless backup. Actually, wait—let me rephrase that: they dramatically lower risk vectors, though they don’t remove responsibility. For that reason, I separate threat models in my head: “remote theft” and “local compromise.” Defense strategies differ for each.
My approach is layered. Layer one: the device itself, protected by a strong PIN and kept physically secure. Layer two: a seed backup system that survives fire, flood, and time. Layer three: operational habits—how I connect, when I update, and who knows about my holdings. On top of that, I use passphrase features for accounts that need deniability (be careful—passphrases are easy to lose). My instinct said “one backup is enough.” That was wrong.
Practical backup tips. Paper backups are fine if you store them in separate, secure locations—think safe deposit box and a home safe, or with two trusted people who don’t talk to each other. Metal backups resist fire and water; they are worth the cost for serious holdings. If you have family inheritance plans, write clear instructions that avoid revealing the full seed to the wrong person (legal and privacy nuances matter here). I like redundancy: multiple copies, multiple media, and documented recovery steps kept offline.
Firmware updates are another landmine. The rule I follow: update when there is a clear security or compatibility need, not because someone on Twitter says “update now!” If the vendor releases a patch for a known exploit, update as soon as you can, but do it from the vendor’s official channel and verify signatures if possible. Don’t apply updates pulled from unofficial or suspicious links—your gut should tingle if somethin’ smells fishy.
On that note, always verify setup screens and transaction details on the device itself. Screen spoofing attacks are rare but real. If your wallet shows an address you didn’t expect, stop. Take a breath. Re-check the device display—confirm the address hash shown on the ledger. I use simple, deliberate steps when signing transactions: confirm purpose, verify amount, confirm destination. Slow down. The speed of crypto markets never justifies sloppy ops.
Okay, real talk: I once nearly lost access because I mis-copied one word of my seed phrase. Ugh. Felt awful. That experience taught me two things. First: check, then check again. Second: practice a recovery on a spare device once a year so you know the drill. Practice reduces panic and human error. Also, label your storage locations in a way only you understand—obscurity helps.
Choosing a device (and avoiding scams)
Lots of brands, lots of marketing. Don’t buy a used hardware wallet unless you know the chain of custody. If it’s opened, reset it before use. If you find a sale that’s too good, be suspicious. Hardware wallets are low-margin items—deep discounts can indicate tampering or counterfeit goods. Also, buy from an authorized retailer or directly from the manufacturer site to reduce risk.
One vendor ecosystem I reference sometimes is the ledger wallet family (link intentionally single and purposeful). I’m not endorsing one brand exclusively; I’m saying use trusted distribution channels and read community reports about any device you choose. Individual preferences and feature trade-offs matter: screen size, open-source firmware, and support for your coins are things I weigh personally.
For higher net worth or organization-level custody, consider multi-signature setups. Multi-sig splits control across devices or people so a single compromised device doesn’t drain the wallet. It’s more complex but adds real security. The trade-off is operational complexity; not everyone needs it. Decide based on your holdings and tolerance for administrative overhead.
FAQ: Quick answers to common worries
What if I lose my hardware wallet?
If you have the seed phrase, you can recover on a new device. If not, funds are effectively lost. So—backups first. Seriously. Keep them safe.
Can someone steal my coins remotely if they know my public address?
No—public addresses are, well, public. Knowledge of an address doesn’t enable spending. Theft requires access to the private key or successful social engineering that gets you to reveal your seed.
Are encrypted backups or cloud storage okay?
Encrypted cloud storage reduces some risk, but it introduces new attack surfaces (password reuse, cloud account compromise). I prefer offline backups for long-term holdings and only use cloud as an additional, low-value redundancy, encrypted with a strong, unique passphrase stored nowhere online.
Final thought. I’m biased, yes. Hardware wallets saved me from a sloppy mistake and taught me humility about security. My approach is pragmatic but cautious: reduce attack surface, build redundant backups, and rehearse recovery. This stuff is personal; make a plan that matches your risk and stick to it. You’ll sleep better. Or at least, slightly less anxious. Somethin’ to aim for.
Albums | Why Trading Event Markets Feels Different — and How Volume, Sentiment, and Outcomes Actually Tie Together
Posted by Spice on July 1, 2025
Whoa! I caught myself staring at a live order book last week. It was noisy, kinda beautiful in a messy way. Traders were piling into short-term event bets while long-term contracts barely moved, and something about that pattern nagged at me. My instinct said the signal was more about liquidity timing than conviction, though actually, wait—let me rephrase that: the surface action often masks structural flows that matter more for expected outcomes.
Seriously? Yes. Event markets are weird. They blend prediction, hedging, and pure speculation. On one hand they price beliefs; on the other hand they become short-term momentum engines when volume spikes. Initially I thought spikes always meant new information; then I realized that sometimes they’re just capital chasing clarity, and that distinction changes how you trade.
Here’s what bugs me about casual takes on volume. Traders shout “higher volume equals better price discovery” like it’s gospel. Hmm… that’s true sometimes. But volume quality matters—who’s trading, and why. Retail jitters create a different profile than institutional entries, and the outcome probabilities implied by the market can be distorted for hours or days because of that.
Short note: watch trade size distribution. Large discrete fills often precede durable shifts. Small, messy trades might just be noise. This is not a hard rule though; context flips it. For instance, a steady drip of mid-sized buys over several hours can be more revealing than one giant block trade if the latter is just an arbitrageur rebalancing.
Okay, so check this out—liquidity timing matters more than headline volume. When markets are thin, even modest bets move the implied probability a lot. That’s a double-edged sword for traders. You can seize alpha, or you can get squeezed when oxygen (liquidity) vanishes. I’m biased, but managing entry and exit sizes feels underrated compared to calling the right side of an event.
On to sentiment. People read threads and news headlines to calibrate outcomes. It’s natural. But sentiment and price diverge sometimes. Why? Because price encodes both belief and risk appetite. A bullish narrative might be loud, yet prices remain flat if risk capital is scarce. Conversely, muted narratives can coincide with big moves if a few players allocate aggressively.
Something felt off about much of the mainstream guidance on using sentiment as a signal. Traders are told to “follow the crowd,” which is fine—until the crowd is leveraged. Leverage changes the math. On leveraged flows, small changes in expected value or timing can trigger outsized rebalancing that changes the market’s trajectory fast. So think about leverage footprint, not just volume headline.
Let me walk through a working example. Consider an election-themed contract where a new poll drops at 10am. If volume doubles in the 15 minutes after the release, one theory is that the poll changed beliefs. Another theory: an algorithm detected increased volatility and pushed liquidity providers to widen spreads, which let price move more easily. Initially I bought the belief-change story. Then I watched spread widening and realized the move was partly mechanistic. Traders who ignored that nuance paid slippage.
Here’s a practical rule of thumb. When a market moves on news, check spreads and trade size breakdown before leaning in. If spreads widen and volume is concentrated, expect transient moves. If spreads tighten and volume diversifies across sizes, that looks like durable re-pricing. It’s not perfect. But that heuristic has saved traders from chasing short-lived spikes more than once.
Where to Look — Tools and Tells
Price, volume, spread, and trade size are the four basic axes. Watch them together. A classic scenario: price jumps, volume spikes, but spreads also blow out and a single counterparty clears most of the trades. That’s a red flag for transient liquidity. Another scenario: price moves with steady volume growth and tighter spreads; that’s a sign of consensus forming. The difference is subtle, though (and honestly sometimes slippery).
For traders seeking platforms and deeper metrics—one good place to start is the polymarket official site which surfaces market data and event histories in a usable way. Use platforms that let you slice trades by size and timestamp. If you can’t access granular execution data, be more conservative with position sizing because you’re effectively trading in the dark.
Risk management. Keep it simple. Use size limits relative to average daily volume. Set alerts on spread and sudden order-book thinning. I like to have a stop plan, though I’m not 100% rigid about exact exit points—context often calls for flexibility. (oh, and by the way… always prepare for the weird.)
One more thought on outcomes: markets that resolve on binary news (yes/no) behave differently than those that resolve on unfolding processes. Binary events concentrate liquidity around milestones. Continuous events see liquidity distributed over time and are more sensitive to narrative drift. So your trading playbook should adjust: short-term scalps around binaries; tempo and conviction plays for processes.
And a quick parenthetical tangent—if you’re watching a rumor cycle, remember that rumors can create a self-fulfilling momentum effect when enough players treat them as signals. That means your edge can vanish not because your information was wrong, but because too many people trade the same pattern. It happens all the time.
FAQ
How much volume should I look for before taking a position?
A rule: compare the recent trade volume to the market’s 24–72 hour average. If current volume is 2–3x the moving average and spreads are narrowing, it’s probably meaningful. If spikes occur with widening spreads, treat it as noisy unless you have reason to believe a structural player entered.
Can sentiment indicators replace on-chain or order-book analysis?
No. Sentiment complements other data. It helps you frame the narrative, but the mechanical signals—spreads, trade-size profile, liquidity depth—tell you how durable a move might be. Use both. Also, be humble; sometimes the market just flips for reasons you couldn’t foresee.
Is there a simple checklist before placing a trade?
Yes: confirm the move against spreads, check trade-size distribution, size positions relative to average volume, and have an exit plan for both favorable and unfavorable scenarios. And don’t forget slippage—it’s more real than egos let on.
All told, trading event markets feels like channeling both intuition and discipline. You need quick reads to spot edges, and slower analysis to avoid being fooled by noise. Initially I trusted my gut more than I should’ve; later I learned to interrogate that gut with data. On one hand the gut finds patterns fast; on the other hand, slow checks keep you from repeating basic mistakes.
So yeah—keep watching the four axes. Stay aware of who’s trading (big blocks vs many small buys). Respect spreads. Size carefully. And expect surprises, because events are messy. I’m not promising you’ll win every time. But you’ll make fewer dumb mistakes. That matters. Really.
Albums | Why Regulated Prediction Markets Like Kalshi Are Rewiring Event Contracts in the US
Posted by Spice on April 21, 2025
Whoa! The idea of betting on real-world events used to sound like late-night talk radio. My gut said: risky, shady, too close to gambling. Actually, wait—let me rephrase that: there was always value in aggregating market beliefs, but the legal fog made most attempts clumsy and fragile. On one hand, markets reveal collective probability in a way surveys never can; on the other hand, regulators and exchanges had to ask hard questions about consumer protection and systemic risk.
Okay, so check this out—regulated platforms have started to bridge that gap. Hmm… they’re doing it by packaging event contracts like financial instruments, with legal wrappers and surveillance. At first I thought liquidity would be the killer constraint, but then realized that clear rules and trust scale liquidity faster than raw speculation ever could. My instinct said the market wanted transparency and custody, not anonimity—somethin’ about visible rules makes traders show up.
What’s different this time?
Seriously? There are three big shifts. First, formal regulatory approval means institutional players can participate without legal hair loss. Second, better onboarding and identity processes reduce manipulation vectors, so the prices actually mean something. Third, product design has improved—contracts are narrower, outcomes are binary or clearly measurable, and settlements are transparent, which matters when tens of millions of dollars hinge on a clear definition.
I’ll be honest: the name that keeps coming up is kalshi, and for good reason. Their model shows how you can offer event contracts under an exchange license, and that changes the playbook for using markets as information tools. On the flip side, the model still has trade-offs: rigorous disclosure and KYC can be friction for casual users, and not every question fits a binary contract well.
Here’s what bugs me about common narratives. People say prediction markets are just gambling dressed up. That misses the point that price formation gives a fast, aggregative signal that polls and pundits miss. But yeah, the gambling analogy helps explain human behavior—markets capture incentives, and incentives bias decisions. Sometimes the incentives are helpful; sometimes they’re perverse.
Initially I thought that open, permissionless markets were the purer form of prediction aggregation. On reflection, though, regulated platforms solve for scale and credible settlement. On one hand there’s freedom; on the other, there is stability and mainstream adoption. Though actually—balance is tricky—too much regulation can crush niche, high-value use cases that depend on speed and low friction.
How event contracts actually work
In practice the product is simple. You trade a contract that pays $1 if an event happens, $0 otherwise. The market price approximates the probability the market assigns to that event. But real-world design needs to define outcomes precisely, set expiration and settlement procedures, and guard against gaming. Those operational choices are where regulated platforms earn their keep.
Market structure matters. Order books with taker/maker mechanics, clearing guarantees, and rules for dispute resolution reduce counterparty risk and allow larger participants to commit capital. Smaller exchanges without these features end up with thin order books and volatile, unreliable prices. So liquidity providers prefer venues where the rules are clear—and where there’s a credible settlement mechanism if things go sideways.
Check this out—contract phrasing is a surprisingly big deal. Ambiguous wording creates disputes and freezes capital. That matters when contracts cover things like election results, economic thresholds, or corporate events. The legal teams behind regulated offerings spend as much time on definitions as engineers spend on the UI. It’s tedious and very very important.
Who uses regulated event contracts?
Formal investors and hedgers are a natural fit. Corporates hedge event-driven risks. Traders use contracts as short-term instruments. Policy shops and researchers use prices as real-time indicators of probabilities. Ordinary people with opinions also participate, but platform trust and educational UX determine whether they stick around.
Something felt off about early platforms that prioritized novelty over compliance. They attracted noise traders and trolls. Regulated exchanges, by contrast, target participants who value accurate signals and enforceable settlement. That brings both higher-quality liquidity and more conservative behavior, which sometimes dampens volatility but improves reliability.
On balance, this means the prices you see on regulated venues are often better inputs for decision-making than social media pulse checks. Not always—markets can be wrong—but they’re systematically useful, especially when combined with other data. Hmm… market prices are not gospel, but they are a powerful piece of the puzzle.
Practical use cases and limitations
Use cases are surprisingly concrete. Corporates price macro uncertainty. Event-driven funds hedge binary corporate outcomes. Researchers track evolving beliefs about policy moves. And yes, journalists and analysts use these markets to calibrate coverage. But there are limits: outcomes that are subjective or manipulable poorly suit market settlement. If the measurement is fuzzy, the contract becomes a conflict magnet.
Another limit is market design itself—if tick sizes or fee structures punish small bets, you get less participation and distorted probabilities. Also, liquidity begets liquidity; without early commitments, prices can be jumpy. Institutions can fix that by providing initial capital, but only if they trust the venue’s rules and compliance. So trust is both the input and the output.
My instinct says adoption will grow where the value proposition is measurable and direct. For hedging payoffs or aggregating policy expectations, event contracts are already compelling. For casual entertainment, though, the frictions around KYC and funding make other products more attractive. I’m not 100% sure how consumer adoption will play out long-term, but the enterprise and research applications seem solid.
FAQ
Are regulated event contracts the same as gambling?
Short answer: no, not legally. Regulated platforms structure contracts as financial instruments with rules, oversight, and settlement guarantees. They can look like gambling in form, but the legal framework and market utility differentiate them. Still, behaviorally they share similarities, so platforms manage responsible use.
How reliable are the prices?
They’re as reliable as the market’s liquidity, definition clarity, and participant quality. Regulated venues improve reliability through rules, monitoring, and dispute resolution, so prices generally become better signals than unregulated alternatives. That said, prices remain probabilistic estimates, not certain predictions.
Can institutions trade these contracts?
Yes. Institutional participation is one of the main advantages of regulated markets—they provide custody, compliance, and capital efficiency. When institutions enter, liquidity and price quality tend to improve, creating a virtuous cycle.
Albums | Backtesting That Actually Helps You Trade Futures: Real-World Tips from Someone Who’s Been There
Posted by Spice on March 2, 2025
Okay, so check this out—I’ve spent more nights than I care to admit tweaking strategies while coffee went cold. Wow! Backtests can lie. They flatter you. They whisper promises that evaporate the first time market microstructure fights back.
Whoa! Seriously? Yep. My first instinct was to trust a shiny equity curve. Something felt off about the win streak, though. Initially I thought more parameters meant a smarter model, but then realized that overfitting looks exactly like skill until you take it live. Actually, wait—let me rephrase that: overfit models perform like geniuses in-sample and like tourists out-of-sample.
Here’s the thing. Good backtesting isn’t about making numbers look pretty. It’s about making realistic assumptions and breaking your own system before the market does. My gut says that if you haven’t stress-tested slippage and microstructure effects, you’re not ready. On one hand you can optimize till your eyes cross, though actually you lose robustness when you chase every last tick.
Why most backtests fail you
Short answer: data and assumptions. Long answer: it’s data quality, execution assumptions, and a sneaky bias called “survivorship and look-ahead”.
Data quality matters more than fancy indicators. Medium-frequency and high-frequency futures backtests require tick or at least one-second data to capture fills and slippage. If you’re using minute bars to simulate scalping, you’re telling yourself a bedtime story. My instinct said use better data—so I did. That helped.
Also, brokers don’t hand you mid-market prints for free. Order queuing, partial fills, exchange fees, and routing differences all affect outcomes. If your backtest assumes perfect fills at mid, you’re building a paper castle. Hmm…
Here are common killers: look-ahead bias, survivorship bias, improper session handling, unrealistic transaction-cost assumptions, and curve-fitting through too many parameters. Those are real. They bite. I’ve had strategies that looked unstoppable until I corrected session boundaries and dropped overnight jumps into the simulation—then they bled.
Practical checklist before you trust a backtest
Start with the checklist I actually use when vetting a system. Short items. Real checks. No fluff.
– Use high-quality historical tick or 1-second data where possible.
– Model realistic commissions, exchange fees, and slippage (include per-contract costs).
– Simulate order types and fills: market, limit, stop, partial fills, and queue position approximations.
– Split your data into in-sample, walk-forward, and out-of-sample periods with regime variety.
– Avoid multi-parameter brute-force optimization; prefer constrained, theory-driven tweaks.
I’m biased, but I also prefer walk-forward optimization over single-period curve fitting. Walk-forward forces your strategy to adapt or fail. It shows durability in different volatility regimes, which is what you really need when trading live.
Execution realism: the stuff people skip
Many traders skip execution realism because it’s annoying. That’s fine, but it will bite you. My strategy once showed 20% annual returns in backtest. Live, after slippage and partial fills, it was under 5%. Ouch.
Do these things:
– Add slippage models that vary by instrument liquidity and time-of-day.
– Simulate partial fills for large order sizes versus average trade size.
– Use market-replay or simulated fills based on real tape when possible (this is where platforms like NinjaTrader shine).
On that note—if you want an environment that supports high-fidelity replay and strategy analysis, check out ninjatrader. It’s not the only tool, but it’s widely used for a reason: tick replay, strategy analyzer, and tie-ins to data providers make it practical for futures testing. I’m not sponsored; it’s just what I’ve used and what I recommend to traders starting to take execution seriously.
Design for robustness, not peak equity
Think broader than a single equity curve. Short-term performance spikes often come with increased fragility. Medium-term stability matters more. If your system has a handful of parameters, test sensitivity; then purposely worsen assumptions to see if it survives.
Run Monte Carlo on trade sequences. Randomize slippage and commission within plausible bounds. Stress test with adverse market regimes—high volatility crushes many mean-reversion edges. My process: if the strategy survives a 1000-run Monte Carlo with parameter and execution noise, it has a fighting chance live.
Also—consider ensemble approaches. A single fragile algo is riskier than a small portfolio of uncorrelated edges. That doesn’t mean many copycat strategies; it means edges that rely on different assumptions and signals.
Walk-forward and parameter discipline
Walk-forward testing is underrated. It forces out-of-sample verification repeatedly. You optimize on a rolling window, then test forward, then roll the window. Doing this reveals whether a parameter set is stable or just lucky for that period.
Keep parameter sets small. Use economic intuition: why should a moving average length of 13 outperform 12? If you can’t explain a parameter, you’re guessing. My rule: every parameter must have a documented reason tied to market mechanics or behavioral observation. If not, it goes away.
And please—don’t optimize across holidays and thin sessions without handling them. Futures liquidity evaporates during certain windows and that changes the fill model.
Metrics that tell the truth
Stop worshipping CAGR alone. Look at:
– Expectancy per trade (realistic net of costs).
– Drawdown depth and recovery time.
– Profit factor and MAR ratio.
– Trade distribution: percent profitable, average win vs loss, tail risk.
Also track trade-level stats: slippage per entry, average execution delay, and fill rates. If your simulation has 100% fill rate for limit orders in fast markets, you’re lying to yourself—somethin’s off.
Market regimes and outlier events
Markets change. Sometimes fast. Test across low-vol regimes, high-vol regimes, liquidity squeezes, and flash events. Then ask: could this strategy have survived 2008-style volatility or the microstructure breakdowns we saw during certain days?
One approach is to bootstrap volatility clusters into your backtest, or splice historical periods with extreme behavior into normal runs. It’s messy. It’s worth it. My instinct says the world is non-stationary, so test for non-stationarity.
FAQ
How much historical data do I need?
Depends on your timeframe. For intraday futures, years of tick or 1-second data is ideal—covering different volatility regimes and calendar effects. For swing strategies, several market cycles (3–10 years) is a reasonable target. Don’t forget out-of-sample windows.
Can I trust simulated fills?
You can trust them if you model slippage realistically and validate with market replay or paper trading. Simulated fills are a starting point. Validate with small live sizes and refine the model. I’m not 100% sure I can predict every fill, but simulation plus phased rollouts reduce surprises.
How do I download a platform that supports detailed replay and backtesting?
There are several options, but if you want feature-rich replay and strategy analysis for futures, the downloader link I mentioned earlier is a practical first step to get set up. After you install, prioritize getting good tick data and learning the platform’s replay tools.
Alright—so what now? If you’re building a new strategy, start with strong data, model execution conservatively, use walk-forward and Monte Carlo tests, and validate live with small size before scaling. I’m telling you this from experience: the market will humble you quickly if you skip the hard parts. Take the time to break your system in simulation, and you’ll sleep easier when you press go.
Alternative | RUBBER connect with NIC HANSON’ via “REASON THAT YOU CAME HERE”
Posted by VMan on June 3, 2021
Philadelphia’s Rubber have been causing quite the stir in the industry lately, and their latest offering ‘Reason
That You Came Here’ is a track that is too good to ignore. Taking a trip into psychedelica, the funky duo adopt warped synths and electro-pop rhythms that play as a sultry backdrop for the alluring narrative. Sewing sound samples into the lyricism, they use peppered percussion to build up to a killer chorus that is shimmering with gorgeous falsetto harmonies, with a charming attitude akin to that of Anderson.Paak. Complimenting each other in their varying musical tastes, singer Andrew Loper and multi-instrumentalist/producer John Della Franco have struck gold with the track, which features a groove-laden verse from fellow Philadelphian Nic Hanson . “Reason That You Came Here is all about confidence and not giving a flying fuck” Rubber explains,
“It’s about anticipating that feeling of being in a room and having all the eyes on you, being the center of attention, and owning it. Being cooped up this past year has been an intense and tiring experience. For us and many other artists, the return of shows has been the one light at the end of this tunnel that we are desperate to catch a glimpse of. We just booked our first hometown show for June 10th at Sunflower Philly so that light is well within reach now. This song is the perfect capstone to this era of our career, live music is popping up again after this long pandemic winter, andwe will once again be the reason that you came here, to the show, for a night of connective, energetic, eclectic music”.
Hip-Hop | Rising Rapper COLL gives us a reason to stay up with new track “L8 Nights”
Posted by VMan on April 12, 2021
Norwich, UK based rising rapper, producer and songwriter COLL has released his first song of 2021 via “L8 Nights”. The highly motivating new track is the first taste of his forthcoming mixtape, Blue Magic 3. It’s clear to anyone who’s watching, COLL’s showing no signs of slowing down as he continuously topples the ever relentless release cycle, COLL takes it all in his stride, supplying fans with regular content and music. Check out his video for “L8 Nights” above now and keep your eyes peeled for his tape, which is dropping soon.
House, Techno | Will Vance’s “Slow Drive” Goes Deeper Than Imagined, Shares Exclusive Interview
Posted by VMan on March 10, 2017
Portland, Orgeon native Will Vance is on a roll lately with his recent creation of his EP for 2017 entitled Days Go By already making an impact with his first self titled release “Days Go By.” Will has gained the attention of many listeners, incorporating soothing atmospheric sounds with the smooth and creamy synth design that we’ve come to love. Will Vance is here to premiere his third track off of his EP entitled “Slow Drive.” Appropriately labeled, the tracks progression is nothing less than euphoric with his use of airy angelic vocal samples down to his rhythmic hi-hat patterns, this track is a perfect drive along song with it’s chilled out string leads and thumping drums, this producer is on his way to a successful start to 2017. “Slow Drive” is released out on Thnk Tnk Records a relatively diverse record label that pulls in styles from all genres, which gives Will the advantage of truly diving into his craft without having to be isolated to a specific sound.