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by Alan
Yesterday, 3:14 pm
Forum: Book And Research Paper Forum
Topic: Bond Index Replication
Replies: 3
Views: 423

Re: Bond Index Replication

Ran across this -- might be of some use. 
by Alan
Yesterday, 2:10 pm
Forum: Student Forum
Topic: Heston test suite
Replies: 18
Views: 4433

Re: Heston test suite

It's a great movie -- highly recommended. FUBAR is a running joke on one of the privates in Tom Hank's WWII platoon, who takes about 1/2 the movie to figure out what it means. 
by Alan
Yesterday, 12:09 am
Forum: Student Forum
Topic: Heston test suite
Replies: 18
Views: 4433

Re: Heston test suite

 But it got corrupted under some forum re-do, so is pretty unreadable.

aka FUBAR
Re-watching "Saving Private Ryan"? I was on Memorial Day. 
by Alan
June 5th, 2020, 10:26 pm
Forum: General Forum
Topic: Trend following and range trading
Replies: 3
Views: 382

Re: Trend following and range trading

There are interesting related subtleties in connection with option strategy replication by pure dynamic trading of the underlying. I am thinking of both portfolio insurance and the old paper by Carr and Jarrow:  "The stop-loss start-gain paradox and option valuation".  Basically, suppose  the underl...
by Alan
June 5th, 2020, 8:31 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

OK, go for it. Here's the Washington Post db of  fatal police shootings since 2015 , which was mentioned in the articles. Here's a link to FBI  crime arrest statistics , a sample  guide , a sample  table (which has ethnicity data).. There should be similar data for other years.  Obviously it requir...
by Alan
June 5th, 2020, 3:18 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

OK, go for it.

Here's the Washington Post db of fatal police shootings since 2015, which was mentioned in the articles.
Here's a link to FBI crime arrest statistics, a sample guide, a sample table (which has ethnicity data).. There should be similar data for other years. 
by Alan
June 4th, 2020, 9:30 pm
Forum: Student Forum
Topic: Heston test suite
Replies: 18
Views: 4433

Re: Heston test suite

I don't think that the reference prices on the blog are accurate to all digits stated. I tried a Julia implementation of the cos method, using arbitrary precision real and complex balls, and end up with 7.9588781132567682852132606076142930308986569372596 for strike 80. The error with the table is -...
by Alan
June 4th, 2020, 5:35 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

Just to address the last point - she is a reasonably famous and credentialed author and “intellectual” with a political philosophy that aligns with the WSJ, so no mystery there.
agreed, although one might say "aligns with typical WSJ editorial opinion", as distinguished from "the news".
by Alan
June 4th, 2020, 1:34 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

OK, guys -- here's a  link to the Mac Donald piece that will be valid for a few days -- fair use, IMO. I am genuinely interested in intelligent objections to it. It needs a rewrite. It's all over the place and misleading. It seems to be saying in the santy clause (last paragraph) that it's all Obam...
by Alan
June 4th, 2020, 4:18 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

One good (and generic) thing about racists is that they are unbelievably stupid: (from the Mac Donald piece linked above) The latest in a series of studies undercutting the claim of systemic police bias was published in August 2019 in the Proceedings of the National Academy of Sciences. The researc...
by Alan
June 3rd, 2020, 6:42 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

Re "how can we determine ..", as Justice Stewart famously said,
  "I know it when I see it."  :D
by Alan
June 3rd, 2020, 2:21 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

OK, guys -- here's a link to the Mac Donald piece that will be valid for a few days -- fair use, IMO. I am genuinely interested in intelligent objections to it.
by Alan
June 3rd, 2020, 3:28 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

 Ah - yes, the entirely unbiased view of Rupert Murdoch. I guess we should all just go home now. Honestly, you're not that dumb?
No, the article is by Heather Mac Donald. That tells me you didn't even read it. If you do, and have some argument against it beyond name calling, let's hear it.  
by Alan
June 3rd, 2020, 12:55 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3472
Views: 172682

Re: Trump -- the last 100 days

You are right. That has something to do with what is happening in the streets at this very moment. Judge: You're charge with 3 counts of looting. How do you plead? Defendant: Absolutely not guilty, your honor! Because of Trump's racism, I felt compelled to lift a few sneakers!  Lucky guy! he made i...
by Alan
June 3rd, 2020, 12:49 am
Forum: Technical Forum
Topic: Nabil Kahale's Smile Interpolation Paper
Replies: 1
Views: 878

Re: Nabil Kahale's Smile Interpolation Paper

Looked briefly, but got a headache. Your best bet might be to browse papers that cite it, and hope one of them helps you out.
GZIP: On