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SageMath – Open-Source Mathematical Software System

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Re: SageMath – Open-Source Mathematical Software System

#71

Post by dagw »

ChrisLomont wrote: post #42
antt wrote: 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…

Quants build models using math far beyond what an undergrad learns, including tools such as martingales, stochastic calculus, Black-Scholes (and vast generalizations), Brownian motion, Stochastic differential Equations, numerical methods

You absolutely don't need a PhD to learn those things. Black-Scholes and Brownian motion was covered in my undergrad courses and the rest of the topics you mentioned where covered in my Masters degree. Certainly most of the quants I know in Europe only have a masters degree.

Re: SageMath – Open-Source Mathematical Software System

#72

Post by ChrisLomont »

dagw wrote: post #71
ChrisLomont wrote: post #42

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…

Quants build models using math far beyond what an undergrad learns, including tools such as martingales, stochastic calculus, Black-Scholes (and vast generalizations), Brownian motion, Stochastic differential Equations, numerical methods You absolutely don't need a PhD to learn those things. Black-Scholes and Brownian motion was covered in my undergrad courses and the rest of the topics you mentioned where covered in…

>You absolutely don't need a PhD to learn those things.

True. You can learn anything without a PhD. A PhD requirement reduces the cost to hire qualified people. Instead of having to pay to interview 1000 people to get 5 you can interview 20.

Companies recruit PhDs because they have amassed many techniques, and have modelling skills on average that are better than non-PhDs.

There's also quite a difference between seeing these topics in class, having been exposed to them, and being able to wield them at a fundamental level. This difference is also increased by having the rigor of a PhD program teach far more skills than a masters or undergrad teaches.

A good example is the Fourier transform. Many people have seen it and have a rough idea what it is. Very few of them truly understand it at a basic level and all it can do, it's generalizations, etc.

>covered in my Masters degree.

Bingo. The claim I was refuting above was that these things are rarely taught to undergrads.

Re: SageMath – Open-Source Mathematical Software System

#73

Post by enriquto »

williamstein wrote: post #28

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

I tend to use pari/gp, octave and gnuplot independently (and I am fairly proficient in all three). What would I gain by moving to Sage ?

Re: SageMath – Open-Source Mathematical Software System

#74

Post by ChrisLomont »

antt wrote: post #58
ChrisLomont wrote: post #57

Earlier quoted context omitted.

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.

>The compensation was 30% higher.

Then you weren't what most places call a quant. You were a programmer at a financial company with a toe in finance.

Did you use the math tools above or not? If you didn't how are you able to judge their efficacy?

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

Convenient considering above you routinely did not address your claims, reversed positions, and discounted jobs on a quant site because the tech stack was aspx.

I figured your position may have been borne from not knowing the other side and from career sour grapes.

Re: SageMath – Open-Source Mathematical Software System

#75

Post by JoeAltmaier »

ChrisLomont wrote: post #72
dagw wrote: post #71

Earlier quoted context omitted.

Quants build models using math far beyond what an undergrad learns, including tools such as martingales, stochastic calculus, Black-Scholes (and vast generalizations), Brownian motion, Stochastic differential Equations, numerical methods You absolutely don't need a PhD to learn those things. Black-Scholes and Brownian motion was covered in my undergrad courses and the rest of the topics you mentioned where covered in…

>You absolutely don't need a PhD to learn those things. True. You can learn anything without a PhD. A PhD requirement reduces the cost to hire qualified people. Instead of having to pay to interview 1000 people to get 5 you can interview 20. Companies recruit PhDs because they have amassed many techniques, and have modelling skills on average that are better than non-PhDs. There's also quite a difference between seei…

Wow that's so absolutely contradicted by my experience, I'm almost speechless.

Having a degree does diddly-squat to the requirement to interview. It can even (famously) be counter-productive. The only good indicator of what somebody knows, is to ask them to demonstrate facility.

Re: SageMath – Open-Source Mathematical Software System

#76

Post by 3rdAccount »

dbdjfjrjvebd wrote: post #67
3rdAccount wrote: post #37

Earlier quoted context omitted.

Don't other languages cause issues as well? If you wrote your python code in 2.7, it probably won't run in 3.6 without some modifications. Although, with Python everything is free and you can work anywhere without your boss needing to buy a license.

The main point is auditability. Closed source libraries can have errors that can't be audited by the scientific community.

That I would agree with. I probably won't peek under the hood and fix any bugs with numpy, but someone else probably will.

Re: SageMath – Open-Source Mathematical Software System

#77

Post by mmirate »

lvh wrote: post #4

Sage is wonderful. It has a huge number of uses but I mostly use it for cryptography. Sage has the best (certainly open source) support I know of for a myriad of things like group theory and elliptic curves. Here's a short example for how easy it is to play around with a tiny elliptic curve: sage: p = 19; p.is_prime() True sage: K = GF(p); K Finite Field of size 19 sage: E = EllipticCurve(K, [5, 9]); E Elliptic Curve…

Aren't both of those attacks all-but-negated by djb's Curve25519?

Re: SageMath – Open-Source Mathematical Software System

#78

Post by lvh »

mmirate wrote: post #77
lvh wrote: post #4

Sage is wonderful. It has a huge number of uses but I mostly use it for cryptography. Sage has the best (certainly open source) support I know of for a myriad of things like group theory and elliptic curves. Here's a short example for how easy it is to play around with a tiny elliptic curve: sage: p = 19; p.is_prime() True sage: K = GF(p); K Finite Field of size 19 sage: E = EllipticCurve(K, [5, 9]); E Elliptic Curve…

Aren't both of those attacks all-but-negated by djb's Curve25519?

Effectively, yes. Curve25519 has a few tricks that make this hard to do: it defines a curve compression format that mandates using 32-byte public keys and uses a single-coordinate ladder. It has the same property that points not on the curve are on the twist, but the twist is also secure. Curve25519's main innovation was to make the secure thing the default and the obvious thing to do: it was not the first twist-secure curve, it was not the first curve to have point compression that forces a point to be on the curve or the twist, plain old NIST P-256 had both of thsose. We also had a 1-coordinate ladder for Weierstrass prior to Curve25519, but it was far less used than effective point compression. But it is true that it is not incorrect to use P-256 without point compression which makes it easy to have these sorts of problems, and it is incorrect to do so in Curve25519, because the spec encompasses more than just the mathematical object of the curve.

Curve25519 and its sister curve Ed25519 are really good at what they were designed for. Unfortunately people also use them for things that they're not good at, and then you get bugs like the Monero double spend. Montgomery curves necessarily don't have cofactor 1 -- so that's an example of a bug that could only have occurred on X25519.

Re: SageMath – Open-Source Mathematical Software System

#79

Post by timokau »

roenxi wrote: post #40
williamstein wrote: post #28

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

So I used Sage a lot when I was an undergraduate, but now use anything else available because the Debian Archive never seems to have a working sagemath package (eg, I just typed "sagemath" into my terminal right now and got a crash on initilisation). Something seems a bit weird about that to me, because when I used it ~8 years ago Sage was great and none of the features I care about changed. Do can I get a meta-comme…

(I package sage for nix)

The problem is that sage actually depends on Octave, Maxima, R and many other packages. It parses binary output of many dependencies and often needs the exact version it expects because of that. It also has relatively brittle doctests testing everything an as a result often breaking on minor changes in dependencies.

If you have too much time, there is a very lengthy discussion on this on sage-packaging: https://groups.google.com/forum/#!topic/sage-packaging/ZJmJZ...

Re: SageMath – Open-Source Mathematical Software System

#80

Post by ced »

a-dub wrote: post #61
ChrisRackauckas wrote: post #45

Earlier quoted context omitted.

>I had high hopes for Julia, I have a test for it. How annoying is it to plot(sin(0:0.01:6*pi)) out of the box? For the extreme challenge question, how annoying is it to also open a new plot window and plot(cos(0:0.01:6:pi)) alongside it. I want to be able to pan around and inspect these complicated functions. Just use the plot command in Makie.jl? This is a nice first few commands to check the install.

In 0.6, I tried Plots.jl. It seemed pretty nice, but then if I tried to do a whos() to see what variables were in the workspace, it would go out to lunch for >20s. Not just the first time, every time I simply wanted to see what I had in RAM. This didn't seem very useful to me for interactive use. In 1.0, I tried Plots.jl again. I tried adding it using the package manager and it blew up trying to build. This is with n…

Sorry you had a bad experience. I found that 1.0 generally works, but there were so many changes in the language that several bugs have cropped up. 1.0.1 should fix a lot of them.
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