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SageMath – Open-Source Mathematical Software System

sagemath.org

51–60 of 87 posts

Re: SageMath – Open-Source Mathematical Software System

#52

Hi - I am the guy who started Sage. If you have any questions I can try to answer them here.

Thanks a lot for your work, sage is awesome!

I think sage should advertise more that it can be viewed as a big library + modified but compatible python 2, i.e. all your weird file parsers just work. I am looking forward a lot to finally get python 3 compatibility, for that reason (write as much of my code as possibly to run on cpython as well, not just sage-python; possibility of using stuff where only python 3 bindings exist).

Re: SageMath – Open-Source Mathematical Software System

#53

Hi - I am the guy who started Sage. If you have any questions I can try to answer them here.

Thanks a lot for your work, sage is awesome! I think sage should advertise more that it can be viewed as a big library + modified but compatible python 2, i.e. all your weird file parsers just work. I am looking forward a lot to finally get python 3 compatibility, for that reason (write as much of my code as possibly to run on cpython as well, not just sage-python; possibility of using stuff where only python 3 bindi…

Python3 support for Sage is close.

Re: SageMath – Open-Source Mathematical Software System

#54

Hi - I am the guy who started Sage. If you have any questions I can try to answer them here.

Hi William! I'm a paying customer at CoCalc, and I'm grateful for the amazing tools, great community and amazing team you have built! Keep up the great work!

Re: SageMath – Open-Source Mathematical Software System

#55

Earlier quoted context omitted.

Mathematica has lots of drawbacks, chief among which : if you write Mathematica code, you're building on top of an expensive, closed-source bunch of opaque algorithm that are neither guaranteed to be correct (can't see what they do) nor to continue behaving the way they did when you wrote your code (you're at the mercy of Wolfram changing what the code does). As far as I'm concerned, this essentially precludes doing…

You can say that, but I know lot of scientists and mathematicians who extensively use Mathematica in their research.

Kip Thorne (pretty famous physicist) uses Mathematica for his work almost exclusively if i understand an interview they did with him correctly.

Re: SageMath – Open-Source Mathematical Software System

#56

Earlier quoted context omitted.

>Most math quants use is at the undergrad level, the finance industry in general is pretty backwards Do you have any idea what a quant is? I have a PhD in math, and am decently well versed in the math quants use, and it's nothing like undergrad math. Many of the people I got PhD's with became quants, and we've had plenty of discussions on the math they use. Quants build models using math far beyond what an undergrad…

Say I am enrolled in a CS PhD program but want to get hired as a quant. What math courses should I take to get the required background? Would I even be looked at if I had a CS PhD instead of a Math PhD?

Plenty of CS PhDs get hired as quants. Be sure to take as much math as possible. Google around to find which things you should take. If your school offers (graduate if possible) classes in financial modelling take some of those.

Quant jobs are making models of markets (or other financial items), using the best math and tools available. For practical performance these models need implemented, so you'll program. Developing these models is often done in math packages like Mathematica, then once nicely tested, ported to high performance code in C/C++/asm or sometimes even into FPGAs or ASICs.

Quant job are a mix between math and programming. The better you are at both, the more valuable you become. If you're really strong at one compared to the other, you'll drift that way. If you are terrible at either, you'll not get hired.

Re: SageMath – Open-Source Mathematical Software System

#57
post #46

Earlier quoted context omitted.

>Most math quants use is at the undergrad level, the finance industry in general is pretty backwards Do you have any idea what a quant is? I have a PhD in math, and am decently well versed in the math quants use, and it's nothing like undergrad math. Many of the people I got PhD's with became quants, and we've had plenty of discussions on the math they use. Quants build models using math far beyond what an undergrad…

There's a number of things to disentangle in that post. 1). The domain you posted is for sale and appears to be broken or slow. Given it uses aspx and a Microsoft stack that's ten years out of date I'd say it's perfectly representative of the state of the larger finance industry. 2). What is a quant. Depends on the job. I was hired as a quant for risk management then got switched to algos when the pm found out I have…

1) Irrelevant. Care to post all these quant jobs that can be done with undergrad math? I just posted a lot requiring a PhD.

2) >The first job was all discrete math, the second was optimizing x86 assembly.

I suspect you didn't have the math so ended up pushed to the programming side, right? If so, how can you judge what math a quant uses?

3) >Credential inflation is real.

Job requirements are real too. Keynes was not a quant, and his quote is irrelevant compared to simply addressing the point. If you're simply going to start quoting random people instead of addressing he issue then we'll be here forever.

4). > Most undergrads will never see the mathematics. True.

Didn't you just write "Most math quants use is at the undergrad level"? If it's undergrad level math, won't most undergrads see it? If most won't see it, perhaps it's taught more often in graduate level courses (which it is).

Just curious - since you worked as a quant, can you explain in your own words the importance and mechanism of Black-Scholes? And if that's too easy, how about explaining more recent generalizations?

Re: SageMath – Open-Source Mathematical Software System

#58
post #46

Earlier quoted context omitted.

There's a number of things to disentangle in that post. 1). The domain you posted is for sale and appears to be broken or slow. Given it uses aspx and a Microsoft stack that's ten years out of date I'd say it's perfectly representative of the state of the larger finance industry. 2). What is a quant. Depends on the job. I was hired as a quant for risk management then got switched to algos when the pm found out I have…

1) Irrelevant. Care to post all these quant jobs that can be done with undergrad math? I just posted a lot requiring a PhD. 2) >The first job was all discrete math, the second was optimizing x86 assembly. I suspect you didn't have the math so ended up pushed to the programming side, right? If so, how can you judge what math a quant uses? 3) >Credential inflation is real. Job requirements are real too. Keynes was not…

>I suspect you didn't have the math so ended up pushed to the programming side, right? If so, how can you judge what math a quant uses?

The compensation was 30% higher.

You're arguing in bad faith here so I'm done.

Re: SageMath – Open-Source Mathematical Software System

#59

Hi - I am the guy who started Sage. If you have any questions I can try to answer them here.

Hello! I am a mathematician as well as a programmer and have been very interested in Sage for many years, it has inspired me over the years to make various calculator type projects. You are going to love my new one which I am preparing to release, promise! Thanks so much for all your hard work I have followed your career.

I have almost completely finished a visualization block coding system which sits on top of Numpy, Scipy, and Sage designed to help kids who are learning math on youtube, to be able to create "problem set" style save files which can be shared to supplement math education videos, and to create animations for my upcoming youtube channel for math education. It also has a fully functional debugger and console, its like web inspector but for math, so I have named it Math Inspector.

I think it's really exciting what is happening in the world of math education and the way that the medium of video is being used for the first time to communicate the joy of mathematics to the world, especially to young people. It's revolutionary. My goal has been to create a tool which enables people to be able to interact with Sage without needing to even know python at all. I wish you the best!

Re: SageMath – Open-Source Mathematical Software System

#60
post #35

Earlier quoted context omitted.

The languages themselves. To evaluate most simple integrals in mathematica you just put them in and all the corner cases are assumed away for you. For sage and the axiom binding you need to make those assumptions explicit. Pretty much everything in mathematica assumes you're working on the real numbers, pretty much nothing in sage does: http://doc.sagemath.org/html/en/tutorial/tour_rings.html Most math quants use is…

>Most math quants use is at the undergrad level, the finance industry in general is pretty backwards Do you have any idea what a quant is? I have a PhD in math, and am decently well versed in the math quants use, and it's nothing like undergrad math. Many of the people I got PhD's with became quants, and we've had plenty of discussions on the math they use. Quants build models using math far beyond what an undergrad…

>tools such as martingales, stochastic calculus, Black-Scholes (and vast generalizations), Brownian motion, Stochastic differential Equations

These are all practically the same thing, i.e. the single field of stochastic processes. The "meat" of stochastic processes is the underlying topology, measure theory and probability upon which it's built, all of which an undergrad learns (e.g. I'd expect a good undergrad to be able to follow and understand the proof of Ito's lemma, and the proof of Ito's lemma is way more mathematically interesting and involved than that of Black-Scholes).

It also probably depends on whether the firm in question is HFT or not, and whether it trades options. It'd be perfectly possible to be a quant pricing futures at a HFT without even understanding stochastic calculus, as most of the logic ends up boiling down to just some variant of "oh shit, would you look at the size of that trade tick, better giddy up and follow it!".

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