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by ISayMoo
Today, 12:04 am
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 308
Views: 6333

Re: Brexit - the last 50 days

"by a crouton" would, tho'.
by ISayMoo
Today, 12:02 am
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 308
Views: 6333

Re: Brexit - the last 50 days

Doesn't rhyme.
by ISayMoo
Yesterday, 5:35 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

BTW, you will probably be able to simplify and speed up the code more if you evolve log S instead of S.
by ISayMoo
Yesterday, 5:33 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

Nice! A good experiment would be to compare the respective functions wrt accuracy and performance and try to come up guidelines on 'best practices' (to use an awful phrase). It's the same algorithm, so the accuracy should be the same. You can calculate the sample variance if you want. BTW you use a...
by ISayMoo
August 16th, 2019, 10:01 pm
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 529

Re: Move over p-values...

Thanks!
by ISayMoo
August 16th, 2019, 9:01 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

for i in range (1,NSIM):         VOld = S_0         for j in range (0,NT):             dW = random.normalvariate(0,1)             VNew = VOld + (dt*(r-d)*VOld) + (sqrk * sig*VOld * dW)             VOld = VNew         sumPriceT += Payoff(VNew, K) price = math.exp(-r * T) * sumPriceT / NSIM print(pri...
by ISayMoo
August 16th, 2019, 8:33 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

As a Dutch patriot, you should be all over Python!
I was the first Dutch C++ patriot in 1989. BTW I hate petty nationalism. The Danes, Norsemen and Swedes make better compilers!.
You replaced nationalism by regionalism - or pan-scandinavism.
by ISayMoo
August 16th, 2019, 1:33 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

As a Dutch patriot, you should be all over Python!
by ISayMoo
August 15th, 2019, 5:58 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

by ISayMoo
August 15th, 2019, 5:58 pm
Forum: Programming and Software Forum
Topic: Python tricks
Replies: 176
Views: 17008

Re: Python tricks

One optimises a Python loop by removing the loop.
sum_x = 0
for x in xs:
  sum_x += x
to
sum_x = sum(xs)
by ISayMoo
August 14th, 2019, 2:49 pm
Forum: Off Topic
Topic: Forbidden energy states in the quantum mechanics of phosphorescent crystalline minerals.
Replies: 26
Views: 1073

Re: Forbidden energy states in the quantum mechanics of phosphorescent crystalline minerals.

Feynman didn't understand many things, judging from all the errors in his Lectures.
He was also an asshole to women: https://thebaffler.com/outbursts/surely ... an-mcneill
by ISayMoo
August 14th, 2019, 7:58 am
Forum: Politics Forum
Topic: Brexit - the last 50 days
Replies: 308
Views: 6333

Re: Brexit - the last 50 days

A populist PM from Eton, whodda thought.
by ISayMoo
August 14th, 2019, 7:57 am
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 529

Re: Move over p-values...

q-values look more Bayesian than p-values. Don't you need a prior probability that H0 is true to calculate a q-value?
by ISayMoo
August 13th, 2019, 7:14 pm
Forum: Numerical Methods Forum
Topic: Move over p-values...
Replies: 12
Views: 529

Re: Move over p-values...

That's more or less how I understand this work.
GZIP: On