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by Alan
May 15th, 2021, 3:58 pm
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 661

Re: Stock probability incorporating volatility

Thanks for your comments and careful reading. Re your numbered points: 1. I have a whole chapter dedicated to moment relations, cumulants, etc, in the forthcoming book. 2. I just use the Risk Free term as an observable at each time t, and my ERP(t,T) is a static estimate for various horizons T. I su...
by Alan
May 14th, 2021, 5:40 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

So true. Would make a good comic. Kid with sidewalk booth: "Lemonade 10 cents. CDC cards 25 cents". 
by Alan
May 14th, 2021, 5:22 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

Hehe. Actually, an embedded credit-card-style chip would have been a good idea for the CDC cards -- prevent forgeries.  :D 
by Alan
May 14th, 2021, 4:53 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

@Copenhagentolondon Re universities, here is an account of the mandatory political test that is now applied first for Univ. of California faculty applicants. This is from an excellent book, "The Breakdown of Higher Education" by John M. Ellis, which I highly recommend. Ellis is emeritus p...
by Alan
May 14th, 2021, 4:27 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 828
Views: 121363

Re: End of bitcoin?

Ransomware is part of an emerging and profitable criminal business that generated more than $400 million in income in 2020, according to Chainalysis. Hacking groups like DarkSide  through which criminal networks extort victims. Security researchers call their work ransomware-as-a-service. They make...
by Alan
May 11th, 2021, 7:44 pm
Forum: General Forum
Topic: CME Group Volatility Index (CVOL)
Replies: 2
Views: 270

Re: CME Group Volatility Index (CVOL)

Typo: should have written [$]\sigma_Q^2 T \times F^2[$] above.
by Alan
May 11th, 2021, 7:11 pm
Forum: General Forum
Topic: CME Group Volatility Index (CVOL)
Replies: 2
Views: 270

Re: CME Group Volatility Index (CVOL)

Thanks, was not aware. So, looks like they are trying to compute something like  [$] E^Q[ (S_T - F)^2] = \sigma_Q^2 \, F^2[$] by option replication (VIX-type methodology), where F is today's forward price for expiration T?  If so, there is always the caution that [$]\sigma_Q \not= \sigma_P[$], where...
by Alan
May 11th, 2021, 6:40 pm
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Re: Party hardcore

Good find. Was not aware either. Local girl I see. We have a winner.
Best I could locate was "Ginger Spice" in the UK, although more pop than rock. 
by Alan
May 11th, 2021, 6:31 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

Well, you were the one who raised nationalization. If you just want them to pay more tax, I'm sure Biden will deliver. 
by Alan
May 11th, 2021, 4:10 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

What about nationalising Pfizer? Yeah, that would have been the proposal if Bernie Sanders had been elected.  In any event, maybe Angela Merkel can shut down this IP confiscation idea.  Let's focus on the cash flow ("follow the money") and remove the emotional element. Big Pharma's resear...
by Alan
May 11th, 2021, 3:44 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

This is a good idea:
Uber, Lyft to Provide Free Rides to Covid-19 Vaccine Sites Until July 4
New transportation partnership comes as Biden administration explores ways to encourage people to get vaccinated
by Alan
May 11th, 2021, 2:51 pm
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Re: Party hardcore

Now if somebody can name just one republican woman in rock (not country), they win some kind of prize ... What about Country and Western? www.youtube.com/watch?v=vS-zEH8YmiM Haha. Speaking of blues bros, I'll give the prize for the name of one republican woman (or euro-equivalent) in rock or blues. 
by Alan
May 11th, 2021, 2:39 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 828
Views: 121363

Re: End of bitcoin?

Highlights a bitcoin manipulation path. Drive some sketchy altcoin to the moon, swap for bitcoin, and cash out to fiat.  Who needs fiat when there's over 7,800 different cryptos.  I can't wait to get my wallet and collect all of them so I can negotiate every time I make a purchase with a seller on ...
by Alan
May 11th, 2021, 3:38 am
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Re: Party hardcore

Now if somebody can name just one republican woman in rock (not country), they win some kind of prize ...
by Alan
May 10th, 2021, 8:13 pm
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Re: Party hardcore

Here's probably the best attitude