SERVING THE QUANTITATIVE FINANCE COMMUNITY

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by gardener3
August 31st, 2019, 4:44 pm
Forum: Economics Forum
Topic: Economic theory blogs/forums
Replies: 17
Views: 1131

Re: Economic theory blogs/forums

I thought econophysics died 10 year ago
by gardener3
August 31st, 2019, 4:43 pm
Forum: Economics Forum
Topic: Is economics a science?
Replies: 14
Views: 656

Re: Is economics a science?

It's not even wrong.
No, it's actually wrong
by gardener3
August 31st, 2019, 4:42 pm
Forum: Economics Forum
Topic: Fed Prepares for Further Quant Easing
Replies: 118
Views: 16231

Re: Fed Prepares for Further Quant Easing

Bill Dudley, former president of the NY Fed, has a thoughtful opinion piece on Bloomberg today where he argues that the Fed should not enable Trump’s reckless trade war and that given Trump’s vicious attacks on the institution and its chairman it would be appropriate for the Fed to take into accoun...
by gardener3
August 31st, 2019, 4:17 pm
Forum: General Forum
Topic: Quant based Momentum Trading Framework
Replies: 6
Views: 718

Re: Quant based Momentum Trading Framework

It is inattention to information that causes momentum, not the other way around
by gardener3
August 30th, 2019, 6:06 am
Forum: Off Topic
Topic: Where is everyone?
Replies: 10
Views: 564

Re: Where is everyone?

I have not been on here for a couple of years.  Now that I have more time on my hands, I was hoping to discuss negative interest rates with T4A, get into an argument with zerdna on mid-east politics and discuss the fall of western civilization with farmer.   Where is everyone? G3 who's T4A? gardene...
by gardener3
August 30th, 2019, 6:03 am
Forum: Off Topic
Topic: Where is everyone?
Replies: 10
Views: 564

Re: Where is everyone?

Hello G3 - nice to see you. Yes, things have changed since you were last here. Also AWOL - outrun, pauper, and daveangel (until recently - he showed up briefly a few weeks ago), among others. Farmer reported that he had built a hog hunting robot and provided a video here :  https://forum.wilmott.co...
by gardener3
August 28th, 2019, 8:11 pm
Forum: Off Topic
Topic: Where is everyone?
Replies: 10
Views: 564

Where is everyone?

I have not been on here for a couple of years.  Now that I have more time on my hands, I was hoping to discuss negative interest rates with T4A, get into an argument with zerdna on mid-east politics and discuss the fall of western civilization with farmer.  

Where is everyone?

G3
by gardener3
August 30th, 2014, 3:48 pm
Forum: Off Topic
Topic: The beheading
Replies: 214
Views: 8544

The beheading

<t>QuoteOriginally posted by: exneratunriskI do not know the historical facts and consequently I cannot assess the arrow of arguments here, but maybe it is worth looking a bit wider and deeper into the geopolitics?On the inavitabilty of war between the West and Islamic State Edit: in such situations...
by gardener3
February 19th, 2014, 7:35 pm
Forum: Trading Forum
Topic: Investment performance
Replies: 11
Views: 6154

Investment performance

QuoteOriginally posted by: UltravioletShe asked for an opinion of a professional trader, farmer.Farmer gave a reasonable response to a very stupid question. I wonder why... he must be going soft...
by gardener3
February 12th, 2014, 11:23 pm
Forum: Trading Forum
Topic: why are vix futures in contango?
Replies: 21
Views: 9705

why are vix futures in contango?

<t>It would be interesting to test your other hypothesis that the risk premiums in both markets are driven by the same dynamics. That is, whether VIX(t) - realized vol (t,T) is correlated with VixFuture(t,T) - VIX(T). If the part of the roll yield that is due to changes in VIX is eliminated you end ...
by gardener3
February 12th, 2014, 11:18 pm
Forum: Trading Forum
Topic: why are vix futures in contango?
Replies: 21
Views: 9705

why are vix futures in contango?

<t>QuoteOriginally posted by: AlanQuoteOriginally posted by: gardener3QuoteOriginally posted by: AlanQuoteOriginally posted by: gardener3QuoteOriginally posted by: AlanGood point, EBal, re Keynes. It raises the question I touched on in this thread. Namely, in very stressed markets (like the Financia...
by gardener3
February 12th, 2014, 1:31 am
Forum: Trading Forum
Topic: why are vix futures in contango?
Replies: 21
Views: 9705

why are vix futures in contango?

<t>QuoteOriginally posted by: AlanQuoteOriginally posted by: gardener3QuoteOriginally posted by: AlanGood point, EBal, re Keynes. It raises the question I touched on in this thread. Namely, in very stressed markets (like the Financial Crisis),we have nominal backwardation (the spot VIX is higher tha...
by gardener3
February 11th, 2014, 6:39 pm
Forum: Trading Forum
Topic: why are vix futures in contango?
Replies: 21
Views: 9705

why are vix futures in contango?

<t>QuoteOriginally posted by: AlanGood point, EBal, re Keynes. It raises the question I touched on in this thread. Namely, in very stressed markets (like the Financial Crisis),we have nominal backwardation (the spot VIX is higher than the futures and their term structure is downwardsloping. But, to ...
by gardener3
January 22nd, 2014, 2:02 pm
Forum: Off Topic
Topic: What is broken in science
Replies: 25
Views: 6216

What is broken in science

<t>QuoteOriginally posted by: UltravioletIMHO, the "Many Scientists Still Don't Understand Math" (and statistics) and "It's All About the Money" are the biggest problems. Science is dominated by mediocrity and quacks, who are interested only in draining money from naive tax payers. They wouldn't get...
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