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by Alan
Yesterday, 6:45 pm
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3056
Views: 104629

Re: Trump -- the last 100 days

To use Peggy Noonan's correct prediction of a week ago, I think this opening statement indeed pushes the  Impeachment Needle : Taylor opening statement My read. was Trump lying when he said there was no "quid pro quo". I'd say, technically, "no -- not lying". He likely wanted one initially, but cool...
by Alan
October 22nd, 2019, 7:03 pm
Forum: Technical Forum
Topic: GJR volatility model initial coefficients estimation
Replies: 3
Views: 194

Re: GJR volatility model initial coefficients estimation

You're welcome. Personally, for all GARCH stuff, I use FindMinimum in Mathematica and just minimize the (negative of the) log-likelihood function. If you are not using maximum likelihood estimation, that may be the source of your problems. You also need a trusted optimizer  -- I suggest you do not t...
by Alan
October 22nd, 2019, 2:56 pm
Forum: Technical Forum
Topic: GJR volatility model initial coefficients estimation
Replies: 3
Views: 194

Re: GJR volatility model initial coefficients estimation

Let's write the GJR-GARCH variance evolution as [$]v_{t+1} = \omega + \alpha \, \epsilon_t^2 + \beta \, v_t + \gamma \, I(\epsilon_t < 0) \, \epsilon_t^2[$], where the [$]\epsilon_t[$] are the log-returns of the data sample . Then, for equities like the S&P500 index, a decent starting point is [$] \...
by Alan
October 21st, 2019, 6:06 pm
Forum: General Forum
Topic: (The Math of) Stones Gambling Hall Cheating Allegations
Replies: 13
Views: 405

Re: (The Math of) Stones Gambling Hall Cheating Allegations

At least the statistics from S. Wilson's post sound overwhelming in favor of one side. Much worse for the jurys I think are all the the consumer product lawsuits where the jury has to decide if Product X causes Cancer Y based largely upon very weak statistics. For example, Does baby powder cause ova...
by Alan
October 10th, 2019, 12:40 am
Forum: Politics Forum
Topic: Trump -- the last 100 days
Replies: 3056
Views: 104629

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: 432

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: 3056
Views: 104629

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: 3056
Views: 104629

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: 3056
Views: 104629

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: 3056
Views: 104629

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: 51
Views: 1606

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: 3056
Views: 104629

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: 3056
Views: 104629

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: 3056
Views: 104629

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. ...
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