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by alphaquantum
March 5th, 2011, 10:02 pm
Forum: Book And Research Paper Forum
Topic: Black Swan - Book Review by David Aldous
Replies: 0
Views: 23796

Black Swan - Book Review by David Aldous

The Black Swan: The Impact of the Highly ImprobableReviewed by David Aldous, AMS Notices March 2011LINK
by alphaquantum
November 11th, 2009, 3:01 am
Forum: Brainteaser Forum
Topic: the expected ratio of boys and girls
Replies: 17
Views: 40178

the expected ratio of boys and girls

<t>QuoteOriginally posted by: MatthewMOr you could be really silly and view it as an optional stopping time question. Take as your martingale the number of boys minus the number of girls...ya, this is a nice one. a stopped martingale is a martingale. I do not have the crack's book at hand, but one s...
by alphaquantum
November 11th, 2009, 12:42 am
Forum: Brainteaser Forum
Topic: the expected ratio of boys and girls
Replies: 17
Views: 40178

the expected ratio of boys and girls

if 50/50 boy or girl, then ratio boy/girl=1if Prob(boy)=p, then the above ratio is p/(1-p)
by alphaquantum
October 13th, 2009, 3:14 pm
Forum: General Forum
Topic: how high will gold go
Replies: 42
Views: 41432

how high will gold go

Great answer daveangel!
by alphaquantum
July 13th, 2009, 10:37 am
Forum: Trading Forum
Topic: 65% Accuracy in the FX Spot market
Replies: 16
Views: 40840

65% Accuracy in the FX Spot market

<t>QuoteOriginally posted by: hayesHow many data points do you have for the last year? Are you using intraday prices? If so then a small time window is not a problem, as long as you accept your rules may need more frequent optimisation than if you had used a longer time frame. (ie Your trading strat...
by alphaquantum
July 7th, 2009, 6:10 pm
Forum: Trading Forum
Topic: 65% Accuracy in the FX Spot market
Replies: 16
Views: 40840

65% Accuracy in the FX Spot market

one year is by far not enough. you have to back-test it properly. In general, you can tune up and improve your alg to have 99% power prediction on the past data. The point is how well it is gonna predict the future data. And right, knowing the direction does not mean profit.
by alphaquantum
July 7th, 2009, 3:18 pm
Forum: Brainteaser Forum
Topic: Triangle Problem
Replies: 9
Views: 39096

Triangle Problem

Right, b=6, S=54. My answer, b=36, S=54 is for triangle on (0,0) and (0,b)
by alphaquantum
July 7th, 2009, 2:58 pm
Forum: Brainteaser Forum
Topic: Triangle Problem
Replies: 9
Views: 39096

Triangle Problem

b=36, S = 54where's the catch?
by alphaquantum
May 14th, 2009, 3:17 pm
Forum: General Forum
Topic: Outrage of the Day: PhDs and Academics ...
Replies: 20
Views: 41629

Outrage of the Day: PhDs and Academics ...

what a moron! really, who the hell can take seriously his words?
by alphaquantum
April 27th, 2009, 11:43 am
Forum: Student Forum
Topic: Geometric BM , SDE
Replies: 5
Views: 40202

Geometric BM , SDE

find dln(X) by Ito. and yes, you missed 1/2.
by alphaquantum
April 19th, 2009, 2:10 am
Forum: General Forum
Topic: Any other recommanded novels for Quant?
Replies: 35
Views: 74370

Any other recommanded novels for Quant?

<t>KackToodles, agree as never before Predictors: I would not say i did not like the book, but nor I was impressed. I do not know, I found rather the opposite to glory. Usually I recommend this book to everyone who claims he/she found a new money making machine and is ready to bit the system. Outlie...
by alphaquantum
April 17th, 2009, 1:41 pm
Forum: General Forum
Topic: Any other recommanded novels for Quant?
Replies: 35
Views: 74370

Any other recommanded novels for Quant?

<t>The Predictors: How a Band of Maverick Physicists Used Chaos Theory to Trade Their Way to a Fortune on Wall Street by Thomas A. Bass LINKOutliers: The Story of Success by Malcolm Gladwell Amazon Link not finance but about randomnessguess everyone read already, but just in case. Freakonomics: A Ro...
by alphaquantum
April 15th, 2009, 11:52 pm
Forum: General Forum
Topic: R.Merton on Observations on the Science of Finance in the Practice of Finance
Replies: 1
Views: 40301

R.Merton on Observations on the Science of Finance in the Practice of Finance

<t>from MITWorld LINK Video, 1h30m... Merton uses deceptively simple graphs to show how risk propagated rapidly across financial networks, bringing down financial institutions. While he admits the crisis “is very big and complicated,” Merton boils a piece of it down to the use of put options, a deri...
by alphaquantum
April 12th, 2009, 10:55 pm
Forum: Trading Forum
Topic: S&P500 - technical analysis
Replies: 18
Views: 45349

S&P500 - technical analysis

<t>QuoteOriginally posted by: dpm25quantyst -- I cant help but agree, but am amazed how seriously people seem to take it.Are there any serious academic pieces that actually go back and systematically look at how succesful these 'patterns' etc have been in the past, eg establish confidence intervals ...
by alphaquantum
April 10th, 2009, 4:30 pm
Forum: Brainteaser Forum
Topic: How do you define convergence in L^2 space.
Replies: 10
Views: 42273

How do you define convergence in L^2 space.

<t>QuoteOriginally posted by: quantystHere's my take on the Brainteaser Forum:It is a forum whose boundaries are currently not precisely defined. Many of the existing questions/teasers can just as easily be school assignments. It's difficult to say which they are. But, in at least partial agreement ...
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