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by Alan
May 10th, 2021, 7:54 pm
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Re: Party hardcore

Not sure how reliable, but here's a list: republican rockers

Here's another list, tilted toward metal.  :D  
by Alan
May 10th, 2021, 12:41 am
Forum: Politics Forum
Topic: Party hardcore
Replies: 14
Views: 588

Party hardcore

Classic Bill Maher, on which party can party harder:
by Alan
May 9th, 2021, 9:34 pm
Forum: Off Topic
Topic: Climate Change & Extinction
Replies: 30
Views: 67509

Re: Climate Change & Extinction

I wonder. Some points hold up, but also reminds of this famous 1968 prediction of imminent doom: The battle to feed all of humanity is over. In the 1970s hundreds of millions of people will starve to death in spite of any crash programs embarked upon now. At this late date nothing can prevent a subs...
by Alan
May 7th, 2021, 7:36 pm
Forum: Politics Forum
Topic: Random Republican WINGNUTS (or RRWs as they are affectionately known as)
Replies: 89
Views: 8735

Re: Random Republican WINGNUTS (or RRWs as they are affectionately known as)

You beat me to it. 

I will guess: just because the colors go nicely together (black ink on yellow background). Why do women wear red with black? 
by Alan
May 7th, 2021, 6:51 pm
Forum: Politics Forum
Topic: Random Republican WINGNUTS (or RRWs as they are affectionately known as)
Replies: 89
Views: 8735

Re: Random Republican WINGNUTS (or RRWs as they are affectionately known as)

In California, they say it has to be blue or black. If it's red, or god forbid, yellow, it doesn't count. So, this disenfranchises all the college kids who vote with their yellow sharpie. Good riddance, I say. You can definitely train for women's handwriting. The little curly hearts above the i's ar...
by Alan
May 7th, 2021, 5:02 pm
Forum: Politics Forum
Topic: Random Republican WINGNUTS (or RRWs as they are affectionately known as)
Replies: 89
Views: 8735

Re: Random Republican WINGNUTS (or RRWs as they are affectionately known as)

It looks like this recount isn't going to get completed.  One always hears about what a great job machine learning can do with image recognition. I believe it. Given that, you would think somebody could design a smart fast system to quickly verify signatures and recount mail-in ballots, which are th...
by Alan
May 7th, 2021, 1:57 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

My prediction on vaccine incentives. In the US, by mid-summer, as the vaccine glut develops and vaccination rates plateau around 70%, the Biden administration will try paying hold-outs to get vaccinated. The first offer will be $100. How high will they go?   :D
Here you go,  $100, as predicted
by Alan
May 6th, 2021, 7:20 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

The rapid vaccine development and distribution, at least in the US, has been one of the success stories of the pandemic. Now the Biden administration and the WTO is trying hard to wreck things by stealing the associated intellectual property.  I suspect a year from now, we'll see this misguided eff...
by Alan
May 6th, 2021, 5:35 pm
Forum: Off Topic
Topic: Stupid question of the day
Replies: 2561
Views: 203850

Re: Stupid question of the day

by Alan
May 6th, 2021, 3:42 pm
Forum: Trading Forum
Topic: End of bitcoin?
Replies: 828
Views: 121362

Re: End of bitcoin?

End of Bitcoin, Beginning of DOGECOIN.  Nothing like investing 180k on a joke. 
Highlights a bitcoin manipulation path. Drive some sketchy altcoin to the moon, swap for bitcoin, and cash out to fiat. 
by Alan
May 6th, 2021, 2:06 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

The rapid vaccine development and distribution, at least in the US, has been one of the success stories of the pandemic. Now the Biden administration and the WTO is trying hard to wreck things by stealing the associated intellectual property.  I suspect a year from now, we'll see this misguided effo...
by Alan
May 2nd, 2021, 2:40 pm
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 661

Re: Stock probability incorporating volatility

You're welcome.  There's something worth adding. As you'll see, in the linked paper, I  fit option prices to a Gaussian mixture model. This computationally intensive fit (as I show in my book) can be avoided (with a small loss of accuracy) for the equity risk premium estimates. For your problem, est...
by Alan
May 1st, 2021, 5:34 pm
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 661

Re: Stock probability incorporating volatility

Sorry, spotted a typo. That [$]\gamma[$] estimate is roughly what you find from post WWII data. If you go back further and take, say 1926 to date, then you will estimate a point [$]\gamma[$] that is somewhat lower. Generally, for any plausible data period, you'll estimate [$]\gamma \in (2,4)[$]. 
by Alan
May 1st, 2021, 5:12 pm
Forum: General Forum
Topic: Stock probability incorporating volatility
Replies: 6
Views: 661

Re: Stock probability incorporating volatility

You're thinking correctly that you should use options. But I wouldn't use IV's directly. Instead, from option prices, using the Breeden-Litzenberger formula, one can infer (up to some issues with the tails) the forward-looking Q-distribution. Then, the issue becomes: how to best transform from that ...
by Alan
April 29th, 2021, 2:42 pm
Forum: Politics Forum
Topic: The vaccines
Replies: 142
Views: 8130

Re: The vaccines

Yes, strong overlap between not wanting to have the vaccines and not wanting proof of vaccination and not wanting to wear masks. Makes it tricky. You have to make the vaccine appealing to a certain type. Maybe make it really painful so that only real men (and I include women here) will want it. Or ...