Mathematics - 2019-10-31 (page 3 of 3)

Jacob McMichael

23:00

Have any of you guys heard of dwarf fortress?

Not sure what ebnf is

Shine On You Crazy Diamond

Extended Backus Naur Form

It's essentiall:

$A \mapsto aBC | A$

$B \mapsto cc$

Defining a language of strings that is acceptable in the language you're defining

A grammar is an intuitive and compact way to specify an infinite language.

Then there are programs called parser generators that take their own version of EBNF as input, and create part of a program that does the parsing for you.

Which is reading in and validating user input

Expecting a certain form, or erring when the form is not met

Jacob McMichael

Huh

Let me look at that

Shine On You Crazy Diamond

Yes, you can define even your own programming language

People usually create DSL's or domain specific languages for an app they're righting. The language then extends the capabilities of the app

*writing

Jacob McMichael

I don’t think I understand it man. Are you saying your combining all the languages into one by interpreting each different one into a mega one.

Shine On You Crazy Diamond

Me, what I'm doing is I need to determine whether stuff like $a_1$ is entered etc

but when you're designing something, you tend to generalize

so what if $a_{i + j}$ is entered and so on

I need some classes to represent expressions and variables

Then the Expr class will have a .variables() method that recursively determines all occuring variables

then I can do math on the expressions

At least variable substitution

But first I need to get the text into the form of an object hierarch

y

Jacob McMichael

23:11

Is it possible to conbine all the languages into one like google did with google translate but with programming languages or is that negating what each one was designed for

Shine On You Crazy Diamond

So I need to parse, and writing parsers is difficult by hand, while parser generators make it somewhat easier

Jacob McMichael

Variable substitution can be done in excel

Shine On You Crazy Diamond

@JacobMcMichael no it's not, because just to combine two languages would take weeks of manual work

That's nice that excel does it, but my app is standalone from excel

It's a full standalone PyQt5 app called BananaCats

It already does visual diagramming

Jacob McMichael

Wow let me look at that

What is the end goal?

Shine On You Crazy Diamond

The end goal is to make diagram chasing proofs about 10x funner / accessible

Jacob McMichael

23:13

I can’t find the app with a simple search

Shine On You Crazy Diamond

Drawing large diagrams for me on paper is cumbersome and I constantly have to redraw

It's not published yet

I have the source code available but it's probably for an older version

Are you a coder?

You would not believe how much geometry code goes into getting the diagrams to do that above

Also the app supports persistent undo redo

Even if you were to restart your machine

You can undo / redo from whereever you left off!

Jacob McMichael

Ok so step one puts symbol in a list

step 2 defines the symbol

step 3 puts it in the end list

Shine On You Crazy Diamond

?

What are you referring to?

Jacob McMichael

The diagram

Shine On You Crazy Diamond

Oh, it was for a question I had, that's just an old screenshot

but the language will be extendible through diagrams themselves

to define further logic

but internally, I take all text expressions and store them more intelligently than just strings

It's possible to do just string-based, but would probably perform poorly, and people would go wow that's kinda cheap etc

And it might be more difficult to code

Jacob McMichael

23:18

Yeah I mean I code enough to do what I need to to scrape and trim data for a database an a few automation codes. I want to learn more I haven’t actually sat down and read a whole book on python or vba like I need to

Shine On You Crazy Diamond

I could teach you Python

I never read a book on it

I just started coding on a project

Jacob McMichael

Shouldn’t I just learn from a book?

Shine On You Crazy Diamond

If you already know some programming, you don't have to

Jacob McMichael

Not disssing your teaching skills

Shine On You Crazy Diamond

it's just like any imperative language

like C, except syntax change

And you have auto garbage collecting

Jacob McMichael

23:20

There’s just a lot of commands I don’t have memorized I need to make a database of commands to refer to

Shine On You Crazy Diamond

everything is a reference to an object

And typing is not static

Yeah, it's called googling

when you google a specific coding task, usually it pops up on SO

Jacob McMichael

I know but googling has its limitiations honestly

Shine On You Crazy Diamond

as solved

Jacob McMichael

People don’t often talk about advanced stuff

Shine On You Crazy Diamond

Well, there are all the documentation to python and it's libs... on the web. Not in any book

What would you like to do in Python?

You have to have a goal first

Jacob McMichael

23:22

Or if they do it’s to fit a different purpose and you can barely recognize how you can adjust it to your purpose

I agree you have to have a goal

Shine On You Crazy Diamond

I can teach you how to parse something sense that's what I'm currently doing

Jacob McMichael

Basically I want to beat the stock market lol

Shine On You Crazy Diamond

Yes, will not work

They already did that

Jacob McMichael

It’s possible with advanced math models to do it

Shine On You Crazy Diamond

Bill Williams did that with HMM (Hidden Markov Model) introducing advanced algorithms into trading

That was 30 years ago, and so much more has been tried, all the working algorithms are proprietary.

Jacob McMichael

23:24

I had a sample size of 5 years of a data with 500 trades left after using a custom filter and it returned 1 -3 % a week

Shine On You Crazy Diamond

Sure you can apply advanced math, but if you always have that goal lingering, it will distract you from the math itself. You'll likely become attached to some math subject while studying for that goal, and then forget about the goal.

Jacob McMichael

Not amazing but it’s a start and I can get much more advanced and a much bigger sample size and go farther back in history. Even create fake history off of all the aviliable data

Shine On You Crazy Diamond

You sound like my friend Rhett

He was also talking about making up fake history

Jacob McMichael

I don’t sound like anyone I know

Shine On You Crazy Diamond

but those signals... there's nothing in them.

You have to trade based on news events tempered by those signals

Jacob McMichael

23:26

But this place would be where I would find some people I a can find stuff in common

But the news gets quantified by the past historical prices

Shine On You Crazy Diamond

Sure, that's true, but how exactly, is an open question

Jacob McMichael

All that stuff is possible and people are working on advanced correlations to sentimental data

Shine On You Crazy Diamond

Sure, but they've got a team of 1,000,000 software engineers, and you are a company of < 10?

So you'd have to beat Bill Williams' HMM (also a former mathematician with PhD)

Jacob McMichael

It’s easy BatchGetSymbols in Rstudio scrapes the data from yahoo finance you just have to plug and chug

Shine On You Crazy Diamond

but you'd have to not only do that, you have to beat a million other Bill Williams since 30 years ago

Jacob McMichael

23:29

A professor from Mexico made that program I want to send him some money when I get it figured out

Shine On You Crazy Diamond

It's an interesting research area

Jacob McMichael

I’m not gonna lie it’s hard

Ultradark

what's an intersecting researhc area?

Shine On You Crazy Diamond

Forex algorithms

Jacob McMichael

But there’s not as many people working on this as you think

Shine On You Crazy Diamond

23:30

There are too many people working on it and not seeing fruit. Pure math is different in that the math itself is the fruit.

Jacob McMichael

Most of the real mathmateticans that work on wall st won’t talk about the real math strategy’s that work they are contracted not to and they have no incentive to share info

Shine On You Crazy Diamond

That's true

Jacob McMichael

So that means if you can figure it out without them there’s no real compettion

Shine On You Crazy Diamond

Sure, except for comptutational resources

they're right near the trading head quarters

Ultradark

What's the best model at the moment?

Jacob McMichael

23:32

Like none of the retail investors really use advance math I know I didn’t for 4 years and I never heard of anyone else using it

Shine On You Crazy Diamond

so the speed of light in an optical fiber cable comes into play - that's how fast they're working

That's how fast their computer resources are making messages

Jacob McMichael

Buy low sell high on stocks with high standard deviation. That are far from their 2 month high ( so sold off)

Shine On You Crazy Diamond

So you want to take say < 10 PC's and make enough to turn that into 100 PC's and so on.. until you can afford their real estate and hardware.

It's possible, but then you have to ask yourself, would it be worth it?

Jacob McMichael

That’s only slightly above 55% win rate but it’s with a very specific mathematical filter that’s run on the data so even if I told you the numbers there’s no way to copy unless you set up the excel sheet to get that data

Shine On You Crazy Diamond

You could honestly study analysis, predictive analysis, probability, etc for 20 years and still fail at that game. Therefore just make the game math itself.

Jacob McMichael

23:35

That’s what I’m saying shine

I love math now lol

Shine On You Crazy Diamond

:>

Whatever gets you hooked

now you're ours :)

Jacob McMichael

Right haha

What textbook is next guys lol

Ultradark

Read Matsumura, Lurie, Grothendieck, Hartshorne

Jacob McMichael

Like try finding a stock that has a 42 day standard deviation of 2.05 (not actual data but an example) you would have to run that filter that day to get that data so there’s no way to copy people or fact check people even without setting it up

What is that

Copy that ultra dark what are they about I can look them up but why do you mention them

Ultradark

make sure to get the audio book version

Jacob McMichael

23:44

I don’t mind sending the code I use to you guys honestly I don’t know how to share that on here

It took me 2 1/2 months of working like a madman and 1000 google searches

Omg if you guys look at it and make a good strategy pls share with me so we can move on to robotics

We need money to fund the robot army ahaha

I can run 450 filters on 7500 stocks with some stretching back 30 years.

i just can’t do that much right now because my computer would take several hours to run any mouse click

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$Mathematics$ Mathematics