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by Alan
October 10th, 2019, 12:40 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

Here's a thought.  The obvious best witness to testify before congress in this inquiry would be Ukraine Pres. Zelensky. I suspect both sides would like to hear from him.  I bet he would come. Probably he should be given some courtesy like not being sworn in or immunity or something similar.   Would ...
by Alan
October 9th, 2019, 11:22 pm
Forum: Numerical Methods Forum
Topic: Filling gaps in correlated bivariate data
Replies: 3
Views: 380

Re: Filling gaps in correlated bivariate data

Just a thought to get started. You could first do a simple (zero-intercept) regression using the regular session (log)-returns, say at whatever frequency is convenient: [$] R^{VIX}_t = \beta R^{SPX}_t + \epsilon_t[$]. Then, the predicted overnight returns, at the same frequency, could be [$] R^{VIX}...
by Alan
October 9th, 2019, 5:37 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

So, what will happen next?
retroactive House vote  -- or that ship has sailed?

I think I know how to settle this dispute:
 a battle of wits (you have to imagine Melania as the hostage  :D)
by Alan
October 9th, 2019, 4:54 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

In a not unexpected plot twist, Trump and his administration will simply ignore the impeachment inquiry. Because it doesn’t make him look good...

My take:
Trump to House democrats: F**k you
House democrats: "Wait ... can they do that!?"
by Alan
October 4th, 2019, 7:32 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

Nice editorial today by Peggy Noonan in WSJ. Since it's behind a paywall, here's an extended excerpt: " … Mr. Schiff’s weakness, at least in public, appears to be lack of judgment. You could see it last week in his questioning of the acting director of national intelligence. Joseph Maguire had been ...
by Alan
October 3rd, 2019, 8:00 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

You would have to be kind of nuts to write a document like this without consulting a lawyer. Fair enough. Certainly the lawyer gets kudos for arranging for  protective custody . But, what you don't want is for the lawyer to be a ghostwriter. p.s. Wow, I knew lawyers can get quite specialized -- asb...
by Alan
October 3rd, 2019, 2:42 pm
Forum: Politics Forum
Topic: You are rich, privately educated and intelligent. So why do you vote Socialist?
Replies: 45
Views: 961

Re: You are rich, privately educated and intelligent. So why do you vote Socialist?

If I have any philosophical leanings it's "You do what you want and leave me alone." In contrast to the Socialist "You do what I want, and we'll see how it turns out."
You will likely enjoy Adam Carolla (local-to-me comedian): Don't Make Things Worse 
I know I do.
by Alan
October 3rd, 2019, 2:11 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

Re a post in another thread where I linked to an NYT article "The Whistleblower knows how to write". Now, it turns out there may have been a lawyer involved in the writing of it: NYT: Schiff got early account ... The House staff member, following the committee’s procedures, suggested the (whistleblo...
by Alan
October 2nd, 2019, 2:46 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

Where I live (Newport Beach) is safe because Kim's friend Dennis Rodman lives here. Most at risk is probably Burbank (28th district), which is why A.S. is not going on break!  :D
by Alan
October 1st, 2019, 2:37 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

The Trump thread is going OT, I'm afraid.  OK, place your bets. The Whistleblower's name will be leaked in ___ days. I'll start:  3 days Trump's first reaction will be to call the CIA director and get him fired. But, cooler heads will tell him if he does that, the Senate vote may go the other way. ...
by Alan
September 27th, 2019, 4:11 pm
Forum: Numerical Methods Forum
Topic: Smoothing splines (clamped spline)
Replies: 35
Views: 2980

Re: Smoothing splines (clamped spline)

Thanks for the link. Yes, what I ended up doing is mixtures of normals.
by Alan
September 26th, 2019, 7:36 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3054
Views: 103046

Re: Trump -- the last 100 days

I can already hear Bill Maher on Friday: "Gee, I always hoped a comedian could take down the White House, but I thought it would be me!"
by Alan
September 25th, 2019, 7:37 pm
Forum: Off Topic
Topic: News from Outer Space
Replies: 1185
Views: 130984

Re: News from Outer Space

NASA image of the day: Saturn's moon Tethys. NASA said:
"Like a drop of dew hanging on a leaf, Tethys appears to be stuck to Saturn's A and F rings from this perspective in this 2014 image from the Casini mission":
Image
by Alan
September 23rd, 2019, 2:44 pm
Forum: Trading Forum
Topic: Early Exercise Risk Management for American Option
Replies: 9
Views: 740

Re: Early Exercise Risk Management for American Option

The issue seems to be whether (non-optimal) early exercise is, on balance, a risk or a bonus/windfall to an existent hedging plan. If it's a bonus, you don't need to alter the plan. If it's a risk, you're going to have to weigh it against other risks -- which also might lead you to not alter the pla...
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