Viewing profile — photon137

In my view, as an investor in Japan, these firms are the best entry points to getting access to business relationships (and key projects) across Asia. One can imagine these to be h…

Even if you're looking for causation, detrending is usually necessary to obtain consistent estimators (in statistical terms). For example, Granger causality works with two stationa…

Adding a common deterministic trend to two random time series does not make them correlated. Intuitively, you still cannot predict the deviation from the trend of one timeseries us…

What the author is trying to explain are the concepts of cointegration and stationarity. A useful introduction here: http://www.uta.edu/faculty/crowder/papers/drunk%20and%20dog....…

Peak-power output would be less for an inclined rail (vs the vertical shaft solution).

Using a cluster of Owin (self-hosted) servers with NancyFx on Mono to host REST APIs behind nginx for a distributed-computing solution on AWS. Also use EntityFramework on Npgsql+po…

Great universities. English as the primary language (great learning resources available for it all across the globe). Real economic mobility - you can really make it big if you're …

Tom Sargent, the econ Nobel Laureate, has a great website with examples in numpy/scipy solving some well-known micro/macro problems. http://quant-econ.net/

With Chrome rolling out AES GCM (and other browsers likely to follow suit) - this seems to be a really plausible future state of the world.

No you can just download the free isolated/integrated Visual Studio shells - PTVS works just fine. And, imho, it's the best Python IDE I've worked with (I mostly use pandas/numpy/s…

Yes, but what is a non-differentiable curve if you and I don't even have the same definition of a curve? What about a curve which is differentiable in one coordinate system but not…

Education here is not an overriding factor. The way a congenitally blind person "imagines" abstract representations of shapes is substantially different, primarily because the phys…

But the principal eigenvectors can change if scales are changed - and the directions in which they may then point can be completely different.

That's also true. But having the ability to hire people who can hit the ground running with production code is an advantage.

I've often wondered about using Go as an architectural choice - it's near-native fast, the syntax and semantics are good, it's GC'ed and runs on Linux (edit: my language of choice …

And he worked on Tintin (which they label as Tin Tin - which makes me cringe like anything!)

If anything needs to grab my attention, 6 seconds is probably overkill. Twitter did it with 140 chars - they're doing it with 3/6 secs whatever. Hell, C pointers have been doing it…

It's not an issue of installer checkboxes - it's an issue of abuse of trust. Would you feel the same way about the no-doc home-loans that were handed out just so that some brokers …

Extremely disappointed. If integrity in all aspects of a business is a lower priority than growth, then I don't suppose there is any difference between Wall Street and Silicon Vall…

Natural convection in a system heated from below - try and detect when the heat transfer switches from conduction to convection - maybe compare Nusselt numbers computed versus what…

This is just plain rhetoric and has nothing to do with real world trading. Anybody trading options who takes an outright view is doing it wrong (unless they have extremely good rea…

Suggestion: In practice, for stock-options, volatility is strike-dependent ie implied volatility has a skew (lower strikes have higher implied volatility - the leverage effect). Al…

Whenever you're talking about vanilla options, _always_ mention the exercise type - European or American (or Bermudan/whatever). Single-name stocks like Facebook, Google have excha…