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by N
May 16th, 2007, 4:50 pm
Forum: Off Topic
Topic: Jerry Falwell, RIP
Replies: 91
Views: 75304

Jerry Falwell, RIP

Falwell said poor little purple Tinky Winky was a bad influence on kids. He was a sick dude.
by N
May 16th, 2007, 2:00 pm
Forum: Brainteaser Forum
Topic: So why is proving the Poincare conjecture so hard?
Replies: 6
Views: 73586

So why is proving the Poincare conjecture so hard?

<t>QuoteOriginally posted by: timedsSuppose you are a genius like Poincare and invent a new subject (topology). You bring in some objects of study that have remarkable applications (manifolds). You also invent - or massively popularise - some tools to study and distinguish these objects (homology, t...
by N
May 11th, 2007, 1:28 pm
Forum: Off Topic
Topic: Will jr now get number 3?
Replies: 28
Views: 72518

Will jr now get number 3?

QuoteOriginally posted by: ppauper>> ppauper 13964 >> DCFC 7922 >> Cuchulainn 7129 >> TraderJoe 6028 Quoteaka 3 Irishmen and a halfwit in the Top 4and TJ's not irish.....What's this stuff have to do with NASCAR??
by N
May 10th, 2007, 8:08 pm
Forum: Off Topic
Topic: Will jr now get number 3?
Replies: 28
Views: 72518

Will jr now get number 3?

What do you think?
by N
May 9th, 2007, 7:41 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: vixenQuoteIf you average over enough time to remove the time dependency, I agree with most. However, if you don't use the QM average the world approach, Cauchy dynamics is 100% deterministic scattering.We are not talking about time dependence or dynamics in the context ...
by N
May 9th, 2007, 6:34 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: vixenQuoteOriginally posted by: NQuoteOriginally posted by: vixenQuoteOriginally posted by: NQuoteOriginally posted by: vixenQuoteOriginally posted by: N4. I claim that the limit of the sum of random variables is always a normal distribution. I know this concept nowdays...
by N
May 9th, 2007, 5:44 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: vixenQuoteOriginally posted by: NQuoteOriginally posted by: vixenQuoteOriginally posted by: N4. I claim that the limit of the sum of random variables is always a normal distribution. I know this concept nowdays is a bit controversial. It wasn't when I studied OR 30 year...
by N
May 9th, 2007, 5:16 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: vixenQuoteOriginally posted by: N4. I claim that the limit of the sum of random variables is always a normal distribution. I know this concept nowdays is a bit controversial. It wasn't when I studied OR 30 years ago.Not true. Even for iid, this only applies to distribut...
by N
May 9th, 2007, 4:19 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: RezQuoteOriginally posted by: N(...) Things not random are deterministic.This is not correct. Things that can be random for one observer can be deterministic for another.It is a matter of information.KGreat. I knew we'd eventually get to Bell inequalities. Want to be Al...
by N
May 9th, 2007, 3:47 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: gardener3QuoteOriginally posted by: NQuoteOriginally posted by: outrunQuoteReturns are only random if the distribution is Gaussian (think of sums of returns - central limit theorem). Is there anyone around who believes returns have a Gaussian distribution? Therefore Ave...
by N
May 9th, 2007, 3:40 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: MCarreiraN,Now we have a chain of thought.Let's go though this in order:1. "Avellaneda's book is 100% correct if the returns are random."Why can't we say also "Avellaneda's book is a 100% correct model if the returns are modeled as random." ? In this way we are not maki...
by N
May 9th, 2007, 3:15 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: MCarreiraQuoteOriginally posted by: NQuoteOriginally posted by: MCarreiraN,QuoteOriginally posted by: NI thought the introduction was pretty good.I can't imagine you winning the hearts and minds of the traders in 1973 if your start talking about manifolds and do not giv...
by N
May 9th, 2007, 2:45 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: MCarreiraN,QuoteOriginally posted by: NI thought the introduction was pretty good.I can't imagine you winning the hearts and minds of the traders in 1973 if your start talking about manifolds and do not give them a formula for the price and a related formula for the hed...
by N
May 9th, 2007, 2:12 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>QuoteOriginally posted by: outrunQuoteReturns are only random if the distribution is Gaussian (think of sums of returns - central limit theorem). Is there anyone around who believes returns have a Gaussian distribution? Therefore Avellaneda's book is worthless.Your probably talking about independ...
by N
May 9th, 2007, 1:45 pm
Forum: Technical Forum
Topic: Brownian motion, does this phrase make sense?
Replies: 126
Views: 78319

Brownian motion, does this phrase make sense?

<t>MCarreira, Yes back to the important question... Avellaneda's book is 100% correct if the returns are random. Very incorrect if returns are deterministic. Things not random are deterministic.Returns are only random if the distribution is Gaussian (think of sums of returns - central limit theorm)....
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