SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by bearish
Today, 2:06 am
Forum: Book And Research Paper Forum
Topic: The FLAW & HOW TO FIX CAPITALISM
Replies: 17
Views: 1491

Re: The FLAW & HOW TO FIX CAPITALISM

Where's uncle Milton when we need him? 
by bearish
Yesterday, 10:14 pm
Forum: Politics Forum
Topic: Time for BREXIT FAQ
Replies: 81
Views: 4319

Re: Time for BREXIT FAQ

I'm probably out of my depth here but, in general, there is certainly value to the act of popularizing scientific ideas. He's like the John Hull of evolution! Even his Oxford chair was awarded on that premise, as best as I can tell. Whether that should or should not give him a platform to express hi...
by bearish
Yesterday, 9:02 pm
Forum: Trading Forum
Topic: Early Exercise Risk Management for American Option
Replies: 6
Views: 290

Re: Early Exercise Risk Management for American Option

Well, Merton's original argument for the non-optimality of early exercise of an American call on a non-dividend paying stock was in part based on the "fact" that the present value of the strike price paid at maturity is strictly less than the strike price paid now. Flip that inequality around, and t...
by bearish
September 20th, 2019, 10:16 pm
Forum: Off Topic
Topic: The 2010 Post Permutation Poetry Perambulation
Replies: 30
Views: 23262

Re: The 2010 Post Permutation Poetry Perambulation

Going back half a dozen posts or so, I think we can view these lines in new light today:

Plans that either come to naught or half a page of scribbled lines
Hanging on in quiet desperation is the English way
by bearish
September 20th, 2019, 10:04 pm
Forum: Trading Forum
Topic: Early Exercise Risk Management for American Option
Replies: 6
Views: 290

Re: Early Exercise Risk Management for American Option

Consider covered call writing: buy the stock, sell a call. There will be a maximum return if the call is optimally exercised. If the call is exercised early (non-optimally), that maximum return will be obtained *sooner*, which is a good thing.  To take a trivial case, suppose there are no dividends...
by bearish
September 20th, 2019, 2:02 am
Forum: Off Topic
Topic: The Black Cube - Art Gallery
Replies: 497
Views: 106565

Re: The Black Cube - Art Gallery

Definitely something I grew up with. They were referred to as ice roses ("isroser"). The phrase "perfect fractal ferns" has a William Gibson ring to it. 
by bearish
September 18th, 2019, 5:11 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 5396

Re: Boris Johnson - the last 100 days

When the snow crust can carry a grown man on St Hans’ Eve, you know it’s going to be a late spring.

Norvege ... nul points!
by bearish
September 18th, 2019, 2:29 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2991
Views: 93140

Re: Trump -- the last 100 days

A touch of class. Trump's first response to the death of major league (bordering on legendary) journalist and author Cokie Roberts: “I never met her. She never treated me nicely”. She was inter alia  appointed by President George W. Bush  to his Council on Service and Civic Participation . So not e...
by bearish
September 18th, 2019, 1:31 am
Forum: Off Topic
Topic: norway
Replies: 375
Views: 37777

Re: norway

I think trackstar is right about the mushroom part, but not the truffles. Champinjong is a pidgin spelling form, somewhere between champignon (French) and sjampinjong (kind of Norwegian), meaning plain white button mushroom. The preceding "aroma" does indeed mean aroma. The composite term seems to m...
by bearish
September 17th, 2019, 6:46 pm
Forum: Politics Forum
Topic: UK and the EU: In or out?
Replies: 1937
Views: 69571

Re: UK and the EU: In or out?

We're getting off oil, aren't we?
That process will be easier if we can shut off the Saudi supply.
by bearish
September 17th, 2019, 12:54 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 5396

Re: Boris Johnson - the last 100 days

The Uncredible Hulk!
by bearish
September 17th, 2019, 1:42 am
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 5396

Re: Boris Johnson - the last 100 days

And if BoJo was humiliated in Luxembourg, as the Telegraph and others seem to agree on, maybe that was exactly what he had coming. He has been claiming great progress in negotiations with the EU despite, by all credible accounts, nothing has actually been done. Stupid is as stupid does...
by bearish
September 17th, 2019, 12:48 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 2991
Views: 93140

Re: Trump -- the last 100 days

So the treasonous felon occupying the White House is now instructing former aids Lewandowski, Dearborn and Porter to refuse to testify to Congress because, well because, they could like put him in prison. Oops. All right, nobody cares, but that's OK too. 
by bearish
September 16th, 2019, 11:56 pm
Forum: Politics Forum
Topic: Boris Johnson - the last 100 days
Replies: 164
Views: 5396

Re: Boris Johnson - the last 100 days

"Nothing travels faster than the speed of light with the possible exception of bad news, which obeys its own special laws." 
D. Adams
by bearish
September 16th, 2019, 11:52 pm
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 360
Views: 10536

Re: Brexit - the last 50 days

And the notion of a European professional sports team being well educated is awkward. While big money US college sports is rife with abuse, most American professional athletes actually do have a university degree, whereas finding a European pro football player with a degree is like finding a very u...
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