The h Bar

vzn

18:01

what do you mean "posted the volatility of the options"?

barrycarter

@vzn Sorry, missed yours too (in another room). No, I just use Mathematica, and I'm now retired, so I don't trade at all. Algorithmic trading is more figuring out what to trade and when. I'm more into the numbers involved in trading.

vzn

@barrycarter do you mean, analyze financial statistics? metrics etc? "technical analysis"?

barrycarter

@vzn Sort of. Do you know what implied volatility is? The lognormal distribution that sort of stuff?

vzn

@barrycarter yes (roughly) have heard of it, but havent heard of many ppl analyzing this stuff for purposes other than trading...

barrycarter

@vzn I did have an algorithmic trading method at one point, and it probably still works. It involves NADEX binary options and FOREX positions. Nowadays, I just enjoy the statistical part of it.

vzn

18:06

@barrycarter cool, why quit trading? did try it myself also many yrs ago

barrycarter

@vzn Once I made enough money, I decided to play it safe. There's always a risk in trading.

vzn

nice, do you use black-scholes model?

barrycarter

@vzn Yes, although I know that it's not completely accurate.

vzn

are you working on any coding prjs lately?

barrycarter

@vzn Nothing in the quant sector, really. But tons of them, as you might've seen when you checked out the YAMC link.

vzn

18:11

YAMC?

barrycarter

@vzn The link of mine you looked at when I answered your request for coding projects?

vzn

@barrycarter ? dont recall that at moment

barrycarter

@vzn OK, I think I started this by replying to your message :) But let me check

Bernard Meurer

@vzn Do you know C++?

barrycarter

1 hour ago, by vzn

@barrycarter nice, just looked it up, looks solid/ innovative... do you have interest/ experience in algorithmic trading? have dabbled in this area myself... eg

The thing you said that looked solid coming up

vzn

18:14

@barrycarter was talking about quant connect

@kevinTahN was asking about coding prjs

barrycarter

@vzn Woops, sorry about that :) I confused you with @kevinTahN.

Yeah, same message, sorry.

vzn

@barrycarter np, some chats are hard to keep track

@BernardMeurer have dabbled in c++ many yrs ago, eg STL. did lots of c. prefer interpreted languages for my own ideas for many yrs now.

barrycarter

@vzn OK, yes, I'm working no many projects, none really quant related, though I do post answers to Quantitative Finance sometimes.

vzn

@barrycarter what kind of stuff? was browsing your blog, maybe a list there would be useful

barrycarter

@vzn At this exact instant, I'm trying to come up with a discrete to continuous explanation of constant acceleration in special relativity.

@vzn My blog is crap, try my git

vzn

18:18

@barrycarter lol git is just a bunch of code right?

barrycarter

@vzn I object to the term 'just', but yes :)

@vzn I haven't updated my blog in ages. It's more my "artsy" side of which I have none.

vzn

@barrycarter ok maybe put a url to git in your profile or blog, dont see it right now

barrycarter

@vzn It should be there buried somewhere or just...

github.com/barrycarter/bcapps

My git is crap too, but a different flavor of crap

Bernard Meurer

@vzn I'm working on a nice little algorithm in C++, arbitrary precision calculator for Euler's totient :)

Faheem Mitha

Here's a somewhat lame (and possibly more chemical) question. To what extent is it possible to deduce properties of an element just from the atomic makeup (protons/neutrons/elections) and quantum mechanics? First principles, in other words.

vzn

18:22

@BernardMeurer :) ... used bignums in Java once. yeah am using arbitrary precision arithmetic a lot in study of collatz... actually was banging on some spiffy new genetic algorithm code last nite, cant wait to let it grind away :)

Faheem Mitha

For example, could one reliably predict which elements would be radioactive without actually testing them?

vzn

@Bernard what drew you to number theory?

$Mathematics$ Number theory

Bernard Meurer

@vzn I used Boost's cpp_int type. The only thing I'm unhappy so far is having used Miller-Rabin for primality, it's fast but not 100% accurate

@Obliv Asked me to try and write an algo, I thought it was challenging and went for it

vzn

nice :)

Bernard Meurer

I love things that are hard to calculate :)

barrycarter

18:27

@BernardMeurer May I invite you to join the discussion at chat.stackexchange.com/rooms/36/mathematics

vzn

@BernardMeurer :D wrote a big post on empirical math/ number theory recently, lots of refs

Faheem Mitha

Hey, I thought this was the Physics room.

barrycarter

@FaheemMitha The mathematicians have staged a coup

Faheem Mitha

@barrycarter Damn. You should stage a counter-revolution.

barrycarter

@FaheemMitha (coughing politely) I'm a mathematician, sir.

Faheem Mitha

18:30

@barrycarter Good for you.

vzn

science + math got married what, a few thousand years ago?

Faheem Mitha

@vzn It's a fractious union.

barrycarter

@vzn Science is the child of math, so that would be incest.

vzn

lol who says its "fractious"?

Faheem Mitha

@barrycarter That's a disputatious statement.

vzn

18:31

@barrycarter ? who says science is the child of math? if any its maybe the other way around...

Faheem Mitha

Does anyone feel like addressing my question? It's an idle question of a moment, but don't let that stop you.

barrycarter

LOL :) I believe that all science is mathematical, but not all mathematics is scientific. Thus, science is a subset of mathematics.

Faheem Mitha

Feel free to use math.

barrycarter

@FaheemMitha Which question?

vzn

@barrycarter agreed these are subtle areas, but mathematics is generally scientific, how could one have a non scientific mathematics?

Faheem Mitha

18:33

@barrycarter Up a bit.

11 mins ago, by Faheem Mitha

Here's a somewhat lame (and possibly more chemical) question. To what extent is it possible to deduce properties of an element just from the atomic makeup (protons/neutrons/elections) and quantum mechanics? First principles, in other words.

barrycarter

Oh, I find your question dull, but interesting.

Faheem Mitha

@barrycarter You find it both dull and interesting?

Bernard Meurer

@vzn that post looks cool, I'll read it as soon as I'm home :)

barrycarter

@FaheemMitha I was semi quoting :)

John Rennie

@FaheemMitha radioactivity is down to the nuclear structure, and we are a long way from understanding that at the moment.

Faheem Mitha

18:35

@barrycarter I don't recognise the quote.

FenderLesPaul

@ChrisWhite do you have to teach at all?

Bernard Meurer

@FenderLesPaul Heya

Faheem Mitha

@JohnRennie Yes, but is the relationship deterministic? And you surprise me. I thought they had all this figured out.

barrycarter

@FaheemMitha "Shrewd, but dull". Does that help?

John Rennie

However if you're asking about the chemical properties of small molecules then we can calculate these from first principles to good accuracy.

Faheem Mitha

18:36

Sorry, "deterministic" isn't the right word.

Bernard Meurer

@barrycarter What happens in that room?

Faheem Mitha

@barrycarter No, but trying google.

barrycarter

@BernardMeurer At the moment, I'm trying to convert a discrete function into a continuous one.

Faheem Mitha

@JohnRennie Hmm. Why not elements then?

vzn

FM theres a huge difference between atoms/ molecules. the periodic table handles atoms "pretty well". molecules (on other hand) have massive complexity/ emergent behavior.

Bernard Meurer

18:37

@barrycarter Why?

barrycarter

@BernardMeurer Why does anyone do anything? :) I'm trying to derive constant acceleration formulas from SR.

Faheem Mitha

@vzn In that case, atoms should be better understood than molecules.

John Rennie

@FaheemMitha calculating the wavefunction of the electrons is pretty easy because the potential they move in is approximately central. And it's the electrons that determine the chemical properties.

vzn

@FaheemMitha that is roughly the case and yes, many aspects of atoms can be deduced/ derived from QM. some from simulations and not mere math...

Faheem Mitha

I remember when I was a child, I had a bit of mercury in a transparent plastic box. I was quite fascinated by the silvery metal.

Bernard Meurer

18:39

@barrycarter Idk about other people, I do things because: a) it's fun; b) I get money

John Rennie

But the nucleus is a many body problem with a very complex force acting (the strong force). It's a very hard calculation to do from first principles.

Faheem Mitha

@JohnRennie Chemical as opposed to atomic?

barrycarter

@BernardMeurer For me, it's fun and I don't get money.

Faheem Mitha

Could one predict from mercury's atomic structure that it would be a silvery liquid metal?

vzn

@JohnRennie that does not affect "chemical properties" of atoms too much. ie its localized "within" the atom mostly. most atomic properties related to electron cloud dynamics.

Faheem Mitha

18:40

@JohnRennie Even with computers?

John Rennie

@FaheemMitha even with computers

Bernard Meurer

@barrycarter I know nothing about maths though, maybe in a couple of years I'll be able to give you a hand

Faheem Mitha

@JohnRennie Bummer. More powerful computers are needed, apparently.

John Rennie

@vzn yes, but Faheem was asking about radioactivity as well as chemistry

vzn

@JohnRennie right, agreed radioactivity is still not so well understood, so one might separate chemistry into radioactive vs nonradioactive for purposes of this particular question

Faheem Mitha

18:42

@JohnRennie I was sorta thinking about basic properties of elements. Like appearance, state of matter, stuff like that.

E.g. mercury above.

First principles questions are always interesting, at least for the layman.

barrycarter

@BernardMeurer I'll hold you to that :P

Faheem Mitha

I used to know a little physics once, but my knowledge is basically stuck at the undergrad level.

Bernard Meurer

@barrycarter Hold me to not knowing maths or helping you in two years? :p

Faheem Mitha

So, you're saying that there is no computational procedure one could apply to the periodic table that would tell you which elements are radioactive?

John Rennie

@FaheemMitha correct

barrycarter

18:44

@BernardMeurer Both, I think. You are hereby banned from giving clever answers, as they will demonstrate your mathematical ability, contradicting your statement here.

Faheem Mitha

And I would have thought state of matter would not be so hard.

vzn

@FaheemMitha the radioactive elements are fairly predictable afaik, ie at specific locations of the periodic table, based on atomic mass etc

Faheem Mitha

@JohnRennie Is that an active area of research?

Bernard Meurer

@barrycarter Like I ever gave a clear answer!

apart from on SO, there I can dabble

John Rennie

@FaheemMitha indeed yes. I believe one of our moderators, dmckee, works/worked in nuclear structure research.

barrycarter

18:45

@BernardMeurer SO doesn't really count.

Bernard Meurer

SO is kind of cancer :(

Faheem Mitha

@JohnRennie Ok.

barrycarter

@BernardMeurer Agreed. The attempts to split it up into smaller forums has failed in so many ways.

Faheem Mitha

@vzn Do you have any details? I wouldn't understand them, but I could look.

@BernardMeurer Cancer?

vzn

@FaheemMitha there is probably some excellent ref on this but dont know one. actually most undergrad physics books would cover quite a bit of this.

& you could find qiute a bit by just googling. & wikipedia.

Faheem Mitha

18:47

@vzn Ok.

barrycarter

@FaheemMitha Something that grows uncontrollably and is harmful to life.

Faheem Mitha

@barrycarter SO is harmful to life?

barrycarter

@FaheemMitha Yes, yes it is.

Slereah

Well do any of you have a life :V

vzn

eg this pops up immediately

List of elements by stability of isotopes

This is a list of the chemical elements and their isotopes, listed in terms of stability. Atomic nuclei consist of protons and neutrons, which attract each other through the nuclear force, while protons repel each other via the electric force due to their positive charge. These two forces compete, leading to some combinations of neutrons and protons being more stable than others. Neutrons stabilize the nucleus, because they attract each other and protons, which helps offset the electrical repulsion between protons. As a result, as the number of protons increases, an increasing ratio of neutrons...

Faheem Mitha

18:48

@barrycarter Well, I've found it a helpful reference. I must have missed its life-endangering properties.

John Rennie

@FaheemMitha: see for example:

29

Q: Why is technetium unstable?

Is there a simple account of why technetium is unstable? From the Isotopes section of Wikipedia's article on Technetium: Technetium, with atomic number (denoted Z) 43, is the lowest-numbered element in the periodic table that is exclusively radioactive. The second-lightest, exclusively radio...

Faheem Mitha

@JohnRennie Sure, but I was talking about from first-principles calculation.

Bernard Meurer

@FaheemMitha Yes, cancer

@barrycarter Agreed

Faheem Mitha

@BernardMeurer Fine, cancer.

John Rennie

@FaheemMitha the point is that the first principles calculations are currently impossible to do

barrycarter

18:50

@FaheemMitha Oh, I meant answering SO questions was. Reading it is fine, like visiting a leper colony.

Faheem Mitha

Of course, the more interesting question would be calculating half-lives from theory.

@JohnRennie Ok. But it is possible in theory, right? I mean, all the necessary information is available?

@barrycarter lol. I don't think SO is that toxic.

Bernard Meurer

SO is lacks moderation, and not by the moderators fault, but because it got so uncontrollably large

barrycarter

@FaheemMitha The cancer rate is exponential. How long have you been one of the damned?

Faheem Mitha

I asked for a script there once, and I promptly got 5 downvotes. Apparently I pushed some kind of button. Mostly I just search for stuff.

@barrycarter I've been using SO for about 5 years. I admit I don't participate much at all.

barrycarter

@BernardMeurer The sub forums were supposed to reduce traffic, but traffic is still too high and some sub forums have no activity.

@FaheemMitha Good, good. That's why you are relatively healthy.

Faheem Mitha

18:53

@barrycarter sub forums meaning tags?

John Rennie

@FaheemMitha the problem is that the strong nuclear force is a side effect of QCD interactions between the quarks in protons and neutrons. To do the calculation completely from first principles would require using QCD, and that's far beyond the current state of the art.

We can just about calculate the structure of one proton with QCD.

Faheem Mitha

@JohnRennie I thought QCD was a working theory. Or are the calculations just too difficult?

John Rennie

So we can calculate nuclear structure as long as that nucleus is hydrogen :-)

barrycarter

@FaheemMitha No, I mean like Physics -- I vaguely remember a time where there weren't like 5 bajillion forums.

Faheem Mitha

@JohnRennie Are the issue theoretical or computational?

@barrycarter Well, they wouldn't be taking it away from SO, for the most part.

John Rennie

18:55

@FaheemMitha computational. QCD calculations are so complex that even our biggest computers have to use approximate approaches.

Faheem Mitha

@JohnRennie Ah. That's very interesting. I had no idea.

barrycarter

@FaheemMitha That's the idea, but then you have theoretical CS, and a whole bunch of others like 'code review' and stuff that overlap. Just like physics overlaps a bunch of other stuff too. Area 51 is a horrible idea.

Faheem Mitha

@barrycarter Hmm. SE isn't perfect, but all the available alternatives are worse. In some cases, much worse.

user54412

@FenderLesPaul I last taught 4 years ago, and I won't teach again unless/until I become a professor.

barrycarter

@FaheemMitha Agreed, but I believe SE can be better, much better.

Faheem Mitha

18:57

@barrycarter That's true of most things on this planet.

barrycarter

@FaheemMitha I mean, obvious changes to make it better, not just philosophically.

Faheem Mitha

@JohnRennie So there are research groups in computational QCD out there, beavering away trying to do atomic structure calculations?

Bernard Meurer

@ChrisWhite Hello my love

Faheem Mitha

Funny, I always thought the nucleus was well understood.

John Rennie

@FaheemMitha not atomic structure, that normally means the electronic structure.

nuclear structure.

Faheem Mitha

18:59

@JohnRennie Sorry, nuclear structure.

Slereah

*nucular

Nucular

►

user54412

@FaheemMitha It's not that we are missing any (relevant) first principles. We know how to do a calculation, just not an efficient enough one to be practical.

Faheem Mitha

@ChrisWhite Efficient, as in, it would take 50 years to finish a calculation?

user54412

Or maybe 1000. I don't know

Faheem Mitha

@barrycarter Such as?

barrycarter

19:10

Definitely longer than it takes the event itself to occur.

@FaheemMitha The first thing we do is... kill all the moderators!

@FaheemMitha And then re-glue similar forums together, suggesting the use of tags instead.

Faheem Mitha

@barrycarter heh. Not a fan of the aggressive close, then?

John Rennie

@barrycarter :: John flexes his new moderatorial muscles ::

barrycarter

@FaheemMitha No, I think that's the main reason Space Exploration and Astronomy and others were created.

Faheem Mitha

Moderators are people too, you know.

user54412

@FaheemMitha I can tell you that on the big national lab supercomputers, the biggest users are doing lattice QCD, or molecular dynamics, or fusion-related plasma physics.

Faheem Mitha

19:12

@ChrisWhite What is lattice QCD for?

Modelling with a finite-state machine?

John Rennie

@FaheemMitha have you Googled it?

barrycarter

@FaheemMitha There is some genetic evidence that they might not be.

@FaheemMitha But more importantly, the moderation standards aren't consistent across the boards.

And there's very little attempt at migration.

And the template reply to homework questions explains why the asker is a bad person and is two links away from alternative help sources.

And I've got this pain all down the left side of my diodes.

Faheem Mitha

@JohnRennie I looked at the WP page. Most of it doesn't mean much to me. Though I do know what Monte-Carlo means. One of my degrees is in statistics.

If I understand correctly, the idea is to discretize things.

John Rennie

@barrycarter how many of todays students will catch that allusion? :-)

barrycarter

@JohnRennie I did "shrewd but dull" earlier. I'm old dammit, old!

Faheem Mitha

19:15

@barrycarter I didn't get that reference either. And I googled it too. Which is a bit sad.

barrycarter

@FaheemMitha I know, but at least I am educating today's youth!

Faheem Mitha

@barrycarter I didn't get that one either.

user54412

I was always annoyed how Monte-Carlo is a term. I mean, let's just agree to call it what it is -- random sampling

2

barrycarter

I think Physics is probably the worst re closing questions, so I guess this is where to whine about reform.

@FaheemMitha Google is your friend. Not my friend, but your friend.

John Rennie

The best at closing questions, you mean.

2

user54412

19:17

^

Faheem Mitha

Either Hitchhikers Guide or some SF novel. Possibly Philip K. Dick.

user54412

@JohnRennie Especially you with your gold-badge close hammers :p

Faheem Mitha

@barrycarter Not really, no. I think they want to take over the world. I'm sure they want to appear to be everyone's friend.

As I said in another place, I'm developing a mild allergy to the word Google.

barrycarter

@JohnRennie Yes, there's a philosophical disagreement over what Physics is or should be.

@FaheemMitha Hitchhiker's. Marvin the Paranoid Android.

Faheem Mitha

@barrycarter Ah. Ok. That was my first guess.

Though quoting from Hitchhikers is a bit old-fashioned these days.

barrycarter

19:19

@FaheemMitha I agree actually. I've been trying to use more open source search engines, but I always end up googling.

John Rennie

@ChrisWhite to be fair I try to use the hammer only when there is an obvious duplicate. When the duplicate isn't in your face obvious I sometimes type in a fake close comment but don't actually vote to close.

Faheem Mitha

@ChrisWhite What did poor Monte and Carlo ever do to you?

user54412

Take all my money.

FenderLesPaul

@ChrisWhite oh ok

so I guess you'll mainly be in that new astro building?

@BernardMeurer hey dude!

what's new?

user54412

@FenderLesPaul Yep. Great view, worst internal layout I've ever seen.

Faheem Mitha

19:22

So, to back up, this lattice QCD is basically an attempt to discretize the physics process over a spacetime lattice? Sounds hairy.

barrycarter

@FaheemMitha Do not mock HHGTG!

Faheem Mitha

Numerical non-linear PDEs? Yikes

John Rennie

This is utterly wrong isn't it?

1

A: Would a world filled with water collapse?

Simple answer-It could take on water and sustain nearly spherical or ovoid (if it is acted upon by the tidal forces of its moon) only upto a certain limited height of the water above the surface beyond which its gravity could not hold the water any more and the extra water that you add just spill...

barrycarter

Run-on sentence too long.. parsing aborted.

Slereah

Aren't there already a bunch of worlds almost entirely filled with liquids

user54412

19:25

@FenderLesPaul I'd say you should visit my office, except I wont have one. They designed the building with the whole "open office plan" nonsense. There are no blackboards, and there is no place to go to have a conversation without disturbing 15 other people.

user54412

@JohnRennie yes

John Rennie

@ChrisWhite I wonder if it's worth typing a contradictory answer ...

user54412

be my guest

user54412

I've got to head into the office now

3075

I have a dumb question: why the vector part of the vector form of coulombs law written like $\frac{(r_2 - r_1)}{|r_2 - r_1|^3}$ with a cube in the denominator?

it can't be simplified because of the absolute value right? but why is that there?

John Rennie

19:31

My old college, Peterhouse Cambridge, have just won this year's University Challenge!

3075

oh crap

Faheem Mitha

@JohnRennie I went to Trinity once. You're English then?

3075

i figured it out, because its absorbing the unit vector in the expression wow i'm dumb.

barrycarter

@3075 That sort of thing happens a lot with gravity vectors too. By the time you unit-ize the vector and multiply by quantity...

John Rennie

@FaheemMitha half Irish (Northern Ireland), one quarter Welsh and one quarter English - a bit of a mongrel really.

Slereah

19:41

@3075 It's the simplest way to get the direction vector

Faheem Mitha

@JohnRennie Oh.

My definition of English is someone who has lived in England all (or most of) his or her life. I realise that's not the same definition everyone else uses.

Bernard Meurer

@FenderLesPaul What's up?

3075

@Slereah yeah

FrancescoS

Hi guys! Does anyone have any ideas to answer? physics.stackexchange.com/questions/249713/…

Slereah

For SU(2) the trick is to have the symmetric and antisymmetric part

For SU(3) that gets complicated

SU(3) it's antisymmetric, symmetric traceless and trace, but the factors are hard to find

FrancescoS

19:46

Thanks, but I need to do it in a more general way. How would you resolve the example I gave ?

Slereah

Ahahah

WELL

That was kind of the topic I had for my master thesis

and...

Do you know what book contains informations on the topic?

That's right.

The worst book.

John Rennie

@FaheemMitha and I was born in the Sudan - my father was working there at the time.

Slereah

nbi.dk/GroupTheory/chapters/draft.pdf

The worst fucking book

John Rennie

@FaheemMitha but yes, I would consider myself English

Slereah

Also more generally, look up Young tableaux

FrancescoS

19:51

Slereah thanks you. I know how to decompose tensor product into irreps using young tableaux, the problem is to write the procedure in a very synthetic way

Thanks for the chapter, I will give a look ;)

Slereah

Careful tho

It uses the worst notation

FrancescoS

in the case of 3x3 = 3* + 6 $ \pi^a\pi^b = \frac{1}{2}\left(\pi^a\pi^b + \pi^b\pi^a\right) + \frac{1}{2}\left( \pi^a\pi^b-\pi^b\pi^a \right) $, how can I identify the clebsh gordan coefficients?

Slereah

yeah that's kind of a big problem I had

It's not a trivial thing

I forget how

FrancescoS

So, you can understand me ;)

user116211

@Slereah: Have you asked your query at HSM?

Slereah

19:55

Oh no we figured it out here

Faheem Mitha

@JohnRennie Ok.

Slereah

Apparently sometimes OCR will interpret ff as $\text{f}\Gamma$

for some reason

user116211

@Slereah Who? John?

user116211

@Slereah oh.

Slereah

So I'm guessing at some point, the original book was OCRd to get digitized and then reprinted

FrancescoS

19:58

Slereah, can you suggest a book like that one on nbi.dk.. with the correct notation?

Slereah

Not a clue

It's not too difficult to understand, but it is impracticle to write down

user116211

@Slereah Then you were reading an old digitised book?

Slereah

Hell if I know

I don't recall which book it is

user116211

;_;

Slereah

@FrancescoS look at chapter 4 especially

FrancescoS

20:08

@Slereah thanks

Slereah

What are you doing that requires SU(3)?

Effective field theory for QCD?

FrancescoS

yes, I am working on EFTs. It is my Master Thesis

Slereah

Ahah

I did that too

Doing boring meson cross section calculations

FrancescoS

That's not just cross sections computation ;) The good thing is that I don't need to do any boring calculations. Probably, trying to generalize it will be useless

Slereah

snore

Apparently $\eta + \eta \rightarrow \eta + \eta$ is not v. likely

Dunno why

FrancescoS

20:22

Thanks Slereah is it yours master thesis results?

Slereah

yeah

Physics Meta

20:49

0

Q: Should we explicitly tell people that enumerated lists of questions are usually a bad idea?

I find that most (all) posts that include an enumerated list of sub-questions are bad. Outwardly, this is because they're too broad: a good answer would have to go through too much material. Often, the OP has encountered several manifestations of some underlying lack of knowledge and hasn't taken...

discussion

Physics Meta

21:25

0

Q: Can we have recent comments back on a user's profile?

One of the nice things about this site was going to a highly knowledgeable user's page and taking a look at their recent comments. This has been extremely useful to me in most cases because the comments might make a point or post a link connected with some answer/question that I hadn't thought ab...

feature-request comments

barrycarter

I need to write a squid rule to block myself from this chat :)

Joe Stavitsky

does f=ma hold for electric force?

barrycarter

@JoeStavitsky Well, yes, if you're applying an electric force to a mass.

Joe Stavitsky

@barrycarter, ty, that was the only piece I was missing.

barrycarter

@JoeStavitsky Glad I could help.

Can't we already see a user's recent comments? Or am I misunderstanding?

dmckee

21:57

@ChrisWhite I've mostly used to mean one of the class of simulations that use random sampling to approximate an integral. That is "Monte Carlo" is a program and "random sampling" is the technique.

Of course you do hear people say "just Monte Carlo it", which is a usage that doesn't make the distinction, so it might be just me.

Faheem Mitha

@dmckee Does computational physics use MCMC much?

dmckee

@FaheemMitha I'm not that much of a computationalist. I'm a particle experimentor by training and we make very heavy use of Monte Carlos to help understand the instruments.

On a side note, few particle types that I spent any time with use the "Markov Chain" prefix, and while I can see the meaning, it never seemed important to me.

I'm not even sure which fields use it habitually.

alarge

Basically all uses of Monte Carlo in physics that I know of are MCMC. I can't think of a nontrivial problem where this would not be the case. Obviously @dmckee amd I have different backgrounds.

dmckee

@alarge Oh, most of our are of that category too. We just don't name them so. In fact, I'd been using and writing them for a few years before I ever saw the phrase or the abbreviation.

Heck the category is insanely broad. It's be hard to do much with random sampling without wandering in to the category.

alarge

Ah indeed, I misinterpreted what you said earlier.

dmckee

22:12

The difference in naming convention makes for a bit of a disconnect when searching out papers and talking computer science types, too, so the field might benefit from using a more standard nomenclature.

vzn

22:39

@barrycarter interesting list, a text index/ summary would be nice :D

barrycarter

@vzn Yes, yes it would. Would you care to create one? It would really help me out.

vzn

@barrycarter uh, no thx, have a list of my stuff, dont feel like making a list of your stuff :|

barrycarter

@vzn Sadly, neither do I :)

@vzn But, if there's something you're particularly interested in, let me know and I'll try to point the way

vzn

@barrycarter what languages do you use? what general areas are the prjs?

curious about your quant experience also. did you work for a firm, or self employed?

barrycarter

@vzn The subdirs give some idea: astronomy, mathematics, quantitative analysis, open data stuff, games (strategy type), stats, that sort of thing. Almost all Perl.

@vzn Self-taught quant. I'm a computer programmer, but never worked for a financial firm.

My investing was entirely independent.

vzn

22:44

@barrycarter did you have very complicated taxes with the quant work? think its one of the "downsides"...

was most of it in currency exchange? options? etc?

barrycarter

@vzn YES! H&R Block does my taxes, and FOREX options can be a nightmare (for them, not me). It turns out FOREX earnings must be divided among two forms (depending on something), even though the tax rate is exactly the same. Plus the FIFO rule, etc.

@vzn FOREX and FOREX options, exclusively. I've dabbled before that, but that was before home computers were popular.

vzn

what year did you stop investing?

self-taught in this area is very impressive (esp "successful profit"), what resources did you use?

barrycarter

@vzn Stopped investing in late 2010.

@vzn It's not really that impressive. I can explain my "strategy" in detail, and you'll see it's really very simple. Basically, sell covered calls.

vzn

← use perl heavily early 2000s & switched to ruby

barrycarter

@vzn I really like ruby too, but I'm so familiar with Perl, it's always faster just to use it.

vzn

22:48

@barrycarter covered calls on currency rates?

barrycarter

@vzn Yes, covered calls on FOREX. It works well because you get more leverage when going long a currency, so you make more premium percentage wise.

Plus, you can get forex (I'm going to stop capitalizing it, it looks weird) calls that expire within a day instead of a week or a month. Even within hours now.

vzn

around dotcom frenzy there were pure-perl contract jobs, got an interview once! was a bit dumbstruck at the luck, didnt get job, & perl has vanished somewhat from marketable "primary" skills...

barrycarter

@vzn I remember when RHIC (now RHT) paid premium for Perl developers. You took this 20 question test and suddenly they offered you $45/hour for a Perl job (which wasn't hay in those days)

vzn

have analyzed stocks a lot myself, have found maybe some small )( edges, but not sure if they are actually tradeable (due to "fill friction")...

barrycarter

@vzn Well, I sort of got lucky. I bet that USDCAD would increase (or at least not decrease too much) when it was trading at less that 1.0000 ... and selling covered calls in a slowly increasing market works really well.

vzn

22:52

RH = Robert Half? interviewed w them few times yrs ago

barrycarter

@vzn Like I said, there's nothing magic about my strategy. I'd be happy to tell you what I did, and how you can do it today PROVIDED THAT 1) you understand I take no responsibility if you lose all your money or more, and 2) you need to have some idea of an instrument you feel won't go crazy in the next few months/years.

@vzn Yes, them. Contract employment was big back then (may still be for all I know)

vzn

@barrycarter thx; is it currency specific? prefer buy/ sell stocks myself (not options).

@barrycarter contracting probably has cooled since then due to variety of factors eg outsourcing etc, but still some firms around

barrycarter

@vzn Well, you need something that gives you leverage. And yes, options are a vital part of it. A covered call pays you a certain percentage of the underlying value. And, if you're holding the underlying for 1/5th of its total value, that's a 5x gain.

vzn

@barrycarter yeah ok. makes sense.

barrycarter

Same with futures, although I've never played with those. The futures options aren't available as short term.

vzn

22:55

guess options or "option-like objects" exist on almost any financial instrument...

barrycarter

@vzn Yes, but not with the same diversity of expiration dates.

CBOE introduced weekly options and I think they're STILL fairly unpopular.

And no daily options.

vzn

did you learn/ base your strategy out of a book or something?

barrycarter

@vzn LOL :) No, I made it up. I've known about covered calls for a long time, but I realized how to make them ever more profitable.

Perhaps more accurately, forex became more popular at the time and it has high leverage.

Number theory

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$Mathematics$ Number theory