SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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October 29th, 2010, 12:15 am

Not Waving but DrowningNobody heard him, the dead man, But still he lay moaning: I was much further out than you thought And not waving but drowning. Poor chap, he always loved larking And now he's dead It must have been too cold for him his heart gave way, They said. Oh, no no no, it was too cold always (Still the dead one lay moaning) I was much too far out all my life And not waving but drowning.- Stevie Smith
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November 8th, 2010, 7:05 pm

Dulce ey Decorum EstBent double, like old beggars under sacks, Knock-kneed, coughing like hags, we cursed through sludge, Till on the haunting flares we turned our backs And towards our distant rest began to trudge. Men marched asleep. Many had lost their boots But limped on, blood-shod. All went lame; all blind; Drunk with fatigue; deaf even to the hoots Of tired, outstripped Five-Nines that dropped behind.Gas! Gas! Quick, boys! ? An ecstasy of fumbling, Fitting the clumsy helmets just in time; But someone still was yelling out and stumbling, And flound'ring like a man in fire or lime . . . Dim, through the misty panes and thick green light, As under a green sea, I saw him drowning. In all my dreams, before my helpless sight, He plunges at me, guttering, choking, drowning. If in some smothering dreams you too could pace Behind the wagon that we flung him in, And watch the white eyes writhing in his face, His hanging face, like a devil's sick of sin; If you could hear, at every jolt, the blood Come gargling from the froth-corrupted lungs, Obscene as cancer, bitter as the cud Of vile, incurable sores on innocent tongues, My friend, you would not tell with such high zest To children ardent14 for some desperate glory, The old Lie; Dulce et Decorum est Pro patria mori.- Wilfrid Owen, 1918
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frenchX
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November 8th, 2010, 7:14 pm

Since it's a romantic day it seems here we go Les femmes sont sur la terre.Recueil : Les contemplations.Les femmes sont sur la terrePour tout idéaliser ;L'univers est un mystèreQue commente leur baiser.C'est l'amour qui, pour ceinture,A l'onde et le firmament,Et dont toute la nature,N'est, au fond, que l'ornement.Tout ce qui brille, offre à l'âmeSon parfum ou sa couleur ;Si Dieu n'avait fait la femme,Il n'aurait pas fait la fleur.A quoi bon vos étincelles,Bleus saphirs, sans les yeux doux ?Les diamants, sans les belles,Ne sont plus que des cailloux ;Et, dans les charmilles vertes,Les roses dorment debout,Et sont des bouches ouvertesPour ne rien dire du tout.Tout objet qui charme ou rêveTient des femmes sa clarté ;La perle blanche, sans Eve,Sans toi, ma fière beauté,Ressemblant, tout enlaidie,A mon amour qui te fuit,N'est plus que la maladieD'une bête dans la nuit.Victor Hugo(1802-1885)Will put the translation later on
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November 9th, 2010, 2:57 pm

Blaming of QuantsTo-day we have blaming of quants. Yesterday,We had daily clearing. And to-morrow morning,We shall have what to do after firing the MD. But to-day,To-day we have blaming of quants. Japan-NikkiGlistens like coral in all of the neighboring gardens, And to-day we have blaming of quants.This risk management tool is the lower sling swivel. And thisIs the upper sling swivel, whose use you will see,When you are given your slings. And this is the piling swivel,Which in your case you have not got. The branchesHold in the gardens their silent, eloquent gestures, Which in our case we have not got.This is the safety-catch, which is always releasedWith an easy flick of the thumb. And please do not let meSee anyone using his finger. You can do it quite easyIf you have any strength in your algorithm. The blossomsAre fragile and motionless, never letting anyone see Any of them using their finger.And this you can see is the bolt. The purpose of thisIs to open the breech, as you see. We can slide itRapidly backwards and forwards: we call thisQuantitatively Easing the spring. And rapidly backwards and forwardsThe early bees are assaulting and fumbling the flowers: They call it easing the Spring.They call it quantitatively easing the Spring: it is perfectly easyIf you have any strength in your algorithm: like the bolt,And the breech, and the clearing house, and the point of balance,Which in our case we have not got; and the almond-blossomSilent in all of the gardens and the bees going backwards and forwards, For to-day we have blaming of quants.- from Naming of Parts by Henry Reed
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ExSan
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November 11th, 2010, 10:49 pm

DESIDERATA DESIDERATA- written by Max Ehrmann in the 1920s -- Not "Found in Old St. Paul's Church"! -- see belowGo placidly amid the noise and the haste, and remember what peace there may be in silence.As far as possible, without surrender, be on good terms with all persons. Speak your truth quietly and clearly; and listen to others, even to the dull and the ignorant; they too have their story. Avoid loud and aggressive persons; they are vexatious to the spirit.If you compare yourself with others, you may become vain or bitter, for always there will be greater and lesser persons than yourself. Enjoy your achievements as well as your plans. Keep interested in your own career, however humble; it is a real possession in the changing fortunes of time.Exercise caution in your business affairs, for the world is full of trickery. But let this not blind you to what virtue there is; many persons strive for high ideals, and everywhere life is full of heroism. Be yourself. Especially do not feign affection. Neither be cynical about love, for in the face of all aridity and disenchantment, it is as perennial as the grass.Take kindly the counsel of the years, gracefully surrendering the things of youth. Nurture strength of spirit to shield you in sudden misfortune. But do not distress yourself with dark imaginings. Many fears are born of fatigue and loneliness.Beyond a wholesome discipline, be gentle with yourself. You are a child of the universe no less than the trees and the stars; you have a right to be here. And whether or not it is clear to you, no doubt the universe is unfolding as it should.Therefore be at peace with God, whatever you conceive Him to be. And whatever your labors and aspirations, in the noisy confusion of life, keep peace in your soul. With all its sham, drudgery, and broken dreams, it is still a beautiful world. Be cheerful. Strive to be happy.DESIDERATADESIDERATA:...Gian Franco Pagliaro...Escucha entonces la sabiduría del sabio:?Camina plácidamente entre el ruido y las prisas,y recuerda que la paz puede encontrarse en el silencio.Mantén buenas relaciones con todos en tanto te sea posible, pero sin transigir.Di tu verdad tranquila y claramente;Y escucha a los demás,incluso al torpe y al ignorante.Ellos también tienen su historia.Evita las personas ruidosas y agresivas,pues son vejaciones para el espíritu.Si te comparas con los demás,puedes volverte vanidoso y amargadoporque siempre habrá personas más grandes o más pequeñas que tú.Disfruta de tus logros, así como de tus planes.Interésate en tu propia carrera,por muy humilde que sea;es un verdadero tesoro en las cambiantes visicitudes del tiempo.Sé cauto en tus negocios,porque el mundo está lleno de engaños.Pero no por esto te ciegues a la virtud que puedas encontrar;mucha gente lucha por altos idealesy en todas partes la vida está llena de heroísmo.Sé tu mismo.Especialmente no finjas afectos.Tampoco seas cínico respecto al amor,porque frente a toda aridez y desencanto,el amor es tan perenne como la hierba.Acepta con cariño el consejo de los años,renunciando con elegancia a las cosas de juventud.Nutre la fuerza de tu espíritu para que te proteja en la inesperada desgracia,pero no te angusties con fantasías.Muchos temores nacen de la fatiga y la soledad.Más allá de una sana disciplina,sé amable contigo mismo.Eres una criatura del universo,al igual que los árboles y las estrellas;tienes derecho a estar aquí.Y, te resulte o no evidente,sin duda el universo se desenvuelve como debe.Por lo tanto, mantente en paz con Dios,de cualquier modo que Le concibas,y cualesquiera sean tus trabajos y aspiraciones,mantente en paz con tu almaen la ruidosa confusión de la vida.Aún con todas sus farsas, cargas y sueños rotos,éste sigue siendo un hermoso mundo.Ten cuidado y esfuérzate en ser feliz?.
 
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November 12th, 2010, 8:33 pm

Fire and IceSome say the world will end in fire,Some say in ice.From what I've tasted of desireI hold with those who favor fire.But if it had to perish twice,I think I know enough of hateTo say that for destruction iceIs also greatAnd would suffice. - Robert Frost
 
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November 15th, 2010, 6:12 pm

Obsession par BaudelaireGrands bois, vous m'effrayez comme des cathédrales;Vous hurlez comme l'orgue; et dans nos coeurs maudits,Chambres d'éternel deuil où vibrent de vieux râles,Répondent les échos de vos De profundis.Je te hais, Océan! tes bonds et tes tumultes,Mon esprit les retrouve en lui; ce rire amerDe l'homme vaincu, plein de sanglots et d'insultes,Je l'entends dans le rire énorme de la merComme tu me plairais, ô nuit! sans ces étoilesDont la lumière parle un langage connu!Car je cherche le vide, et le noir, et le nu!Mais les ténèbres sont elles-mêmes des toilesOù vivent, jaillissant de mon oeil par milliers,Des êtres disparus aux regards familiers. English translationGreat woods, you frighten me like cathedrals; You roar like the organ; and in our cursed hearts, Rooms of endless mourning where old death-rattles sound, Respond the echoes of your De profundis.I hate you, Ocean! your bounding and your tumult, My mind finds them within itself; that bitter laugh Of the vanquished man, full of sobs and insults, I hear it in the immense laughter of the sea.How I would like you, Night! without those stars Whose light speaks a language I know! For I seek emptiness, darkness, and nudity!But the darkness is itself a canvas Upon which live, springing from my eyes by thousands, Beings with understanding looks, who have vanished.
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November 15th, 2010, 7:55 pm

UN COUP DE DÉSJAMAIS QUAND BIEN MÊME LANCÉ DANS DES CIRCONSTANCES ÉTERNELLESDU FOND D'UN NAUFRAGESoit que l'Abîmeblanchi étale furieux sous une inclinaison planche désespérément d'aile la sienne par avance retombée d'un mal à dresser le vol et couvrant les jaillissements coupant au ras les bonds très à l'intérieur résume l'ombre enfouie dans la profondeur par cette voile alternative jusqu'adapter sa béante profondeur entant que la coque d'un bâtiment penché de l'un ou l'autre bord LE MAÎTRE hors d'anciens calculs où la manoeuvre avec l'âge oubliée surgi jadis il empoignait la barre inférant de cette configuration à ses pieds de l'horizon unanime que se prépare s'agite et mêle au poing qui l'étreindrait comme on menace un destin et les vents l'unique Nombre qui ne peut pas être un autre Esprit pour le jeter dans la tempête en reployer la division et passer fier hésite cadavre par le bras écarté du secret qu'il détientplutôt que de jouer en maniaque chenu la partie au nom des flots un envahit le chef coule en barbe soumise naufrage cela direct de l'homme sans nef n'importe où vaine ancestralement à n'ouvrir pas la main crispée par delà l'inutile tête legs en la disparition à quelqu'un ambigu l'ultérieur démon immémorialayant de contrées nulles induitle vieillard vers cette conjonction suprême avec la probabilité celui son ombre puérilecaressée et polie et rendue et lavée assouplie par la vague et soustraite aux durs os perdus entre les ais né d'un ébatla mer par l'aïeul tentant ou l'aïeul contre la mer une chance oiseuse Fiançailles dont le voile d'illusion rejailli leur hantise ainsi que le fantôme d'un geste chancellera s'affalera folie N'ABOLIRA COMME SI Une insinuation simple au silence enroulée avec ironie ou le mystère précipité hurlé dans quelque proche tourbillon d'hilarité et d'horreur voltige autour du gouffre sans le joncher ni fuir et en berce le vierge indice COMME SI plume solitaire éperdue sauf que la rencontre ou l'effleure une toque de minuit et immobilise au velours chiffonné par un esclaffement sonore cette blancheur rigide dérisoire en opposition au ciel trop pour ne pas marquer exigüment quiconque prince amer de l'écueil s'en coiffe comme de l'héroïque irrésistible mais contenu par sa petite raison virile en foudre soucieux expiatoire et pubère muet rire que SI La lucide et seigneuriale aigrette de vertige au front invisible scintille puis ombrage une stature mignonne ténébreuse debout en sa torsion de sirène le temps de souffleter par d'impatientes squames ultimes bifurquées un roc faux manoir tout de suite évaporé en brumes qui imposa une borne à l'infini C'ÉTAIT LE NOMBRE issu stellaire EXISTÂT-IL autrement qu'hallucination éparse d'agonie COMMENÇÂT-IL ET CESSÂT-IL sourdant que nié et clos quand apparu enfin par quelque profusion répandue en rareté SE CHIFFRÂT-IL évidence de la somme pour peu qu'une ILLUMINÂT-ILCE SERAIT pire non davantage ni moins indifféremment mais autant LE HASARD Choit la plume rythmique suspens du sinistre s'ensevelir aux écumes originelles naguères d'où sursauta son délire jusqu'à une cime flétrie par la neutralité identique du gouffre RIEN de la mémorable crise où se fût l'événement accompli en vue de tout résultat nul humain N'AURA EU LIEU une élévation ordinaire verse l'absence QUE LE LIEU inférieur clapotis quelconque comme pour disperser l'acte vide abruptement qui sinon par son mensonge eût fondé la perdition dans ces parages du vague en quoi toute réalité se dissout EXCEPTÉ à l'altitude PEUT-ÊTRE aussi loin qu'un endroit fusionne avec au-delà hors l'intérêt quant à lui signalé en général selon telle obliquité par telle déclivité de feux vers ce doit être le Septentrion aussi Nord UNE CONSTELLATION froide d'oubli et de désuétude pas tant qu'elle n'énumère sur quelque surface vacante et supérieure le heurt successif sidéralement d'un compte total en formation veillant doutant roulant brillant et méditant avant de s'arrêter à quelque point dernier qui le sacre Toute pensée émet un Coup de Dés A THROW OF THE DICENEVER EVEN WHEN TRULY CAST IN THE ETERNAL CIRCUMSTANCE OF A SHIPWRECK'S DEPTH Can be only the Abyssraging whitened stalled beneath the desperately sloping incline of its own wing through an advance falling back from ill to take flight and veiling the gushers restraining the surges gathered far within the shadow buried deep by that alternative sail almost matching its yawning depth to the wingspan like a hull of a vessel rocked from side to side THE MASTER beyond former calculations where the lost manoeuvre with the age rose implying that formerly he grasped the helm of this conflagration of the concerted horizon at his feet that readies itself moves and merges with the blow that grips it as one threatens fate and the winds the unique Number which cannot be another Spirit to hurl it into the storm relinquish the cleaving there and pass proudly hesitates a corpse pushed back by the arm from the secretrather than taking sides a hoary madman on behalf of the waves one overwhelms the head flows through the submissive beard straight shipwreck that of the man without a vessel empty no matter where ancestrally never to open the fist clenched beyond the helpless head a legacy in vanishing to someone ambiguous the immemorial ulterior demonhaving from non-existent regions ledthe old man towards this ultimate meeting with probability this his childlike shadecaressed and smoothed and rendered supple by the wave and shielded from hard bone lost between the planks born of a frolicthe sea through the old man or the old man against the sea making a vain attempt an Engagement whose dread the veil of illusion rejected as the phantom of a gesture will tremble collapse madness WILL NEVER ABOLISH AS IF A simple insinuation into silence entwined with irony or the mystery hurled howled in some close swirl of mirth and terror whirls round the abyss without scattering or dispersing and cradles the virgin index there AS IF a solitary plume overwhelmed untouched that a cap of midnight grazes or encounters and fixes in crumpled velvet with a sombre burst of laughter that rigid whiteness derisory in opposition to the heavens too much so not to signal closely any bitter prince of the reef heroically adorned with it indomitable but contained by his petty reason virile in lightning anxious expiatory and pubescent dumb laughter that IF The lucid and lordly crest of vertigo on the invisible brow sparkles then shades a slim dark tallness upright in its siren coiling at the moment of striking through impatient ultimate scales bifurcated a rock a deceptive manor suddenly evaporating in fog that imposed limits on the infinite IT WAS THE NUMBER stellar outcome WERE IT TO HAVE EXISTED other than as a fragmented agonised hallucination WERE IT TO HAVE BEGUN AND ENDED a surging that denied and closed when visible at last by some profusion spreading in sparseness WERE IT TO HAVE AMOUNTED to the fact of the total though as little as oneWERE IT TO HAVE LIGHTEDIT WOULD BE worse no more nor less indifferently but as much CHANCE Falls the plume rhythmic suspense of the disaster to bury itself in the original foam from which its delirium formerly leapt to the summit faded by the same neutrality of abyss NOTHING of the memorable crisis where the event matured accomplished in sight of all non-existent human outcomes WILL HAVE TAKEN PLACE a commonplace elevation pours out absence BUT THE PLACE some lapping below as if to scatter the empty act abruptly that otherwise by its falsity would have plumbed perdition in this region of waves in which all reality dissolves EXCEPT at the altitude PERHAPS as far as a place fuses with beyond outside the interest signalled regarding it in general in accord with such obliquity through such declination of fire towards what must be the Wain also North A CONSTELLATION cold with neglect and desuetude not so much though that it fails to enumerate on some vacant and superior surface the consecutive clash sidereally of a final account in formation attending doubting rolling shining and meditating before stopping at some last point that crowns it All Thought expresses a Throw of the Dice - Stephane Mallarmé ***Worth seeing in proper typographic form; here with commentary:Un coup de dés jamais n'abolira le hasard - Stephane Mallarmé
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ppauper
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November 20th, 2010, 9:14 am

QuoteOriginally posted by: trackstarUn coup de dés jamais n'abolira le hasard - Stephane Mallarmé like I said, risk management
 
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frenchX
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November 27th, 2010, 8:59 am

"Poetry is what gets lost in translation "Robert Frost.In one sentence he said everything.
 
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December 16th, 2010, 9:30 pm

Notes for Canto CXX I have tried to write ParadiseDo not move Let the wind speak that is paradise.Let the Gods forgive what I have madeLet those I love try to forgive what I have made.- Ezra Pound
 
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December 19th, 2010, 7:04 pm

Winter themes...The Snow ManOne must have a mind of winter To regard the frost and the boughs Of the pine-trees crusted with snow; And have been cold a long time To behold the junipers shagged with ice, The spruces rough in the distant glitter Of the January sun; and not to think Of any misery in the sound of the wind, In the sound of a few leaves, Which is the sound of the land Full of the same wind That is blowing in the same bare place For the listener, who listens in the snow, And, nothing himself, beholds Nothing that is not there and the nothing that is. - Wallace Stevens
 
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January 7th, 2011, 10:08 pm

Thirteen Ways of Looking at a BlackbirdI Among twenty snowy mountains, The only moving thing Was the eye of the blackbird. II I was of three minds, Like a tree In which there are three blackbirds. III The blackbird whirled in the autumn winds. It was a small part of the pantomime. IV A man and a woman Are one. A man and a woman and a blackbird Are one. V I do not know which to prefer, The beauty of inflections Or the beauty of innuendoes, The blackbird whistling Or just after. VI Icicles filled the long window With barbaric glass. The shadow of the blackbird Crossed it, to and fro. The mood Traced in the shadow An indecipherable cause. VII O thin men of Haddam, Why do you imagine golden birds? Do you not see how the blackbird Walks around the feet Of the women about you? VIII I know noble accents And lucid, inescapable rhythms; But I know, too, That the blackbird is involved In what I know. IX When the blackbird flew out of sight, It marked the edge Of one of many circles. X At the sight of blackbirds Flying in a green light, Even the bawds of euphony Would cry out sharply. XI He rode over Connecticut In a glass coach. Once, a fear pierced him, In that he mistook The shadow of his equipage For blackbirds. XII The river is moving. The blackbird must be flying. XIII It was evening all afternoon. It was snowing And it was going to snow. The blackbird sat In the cedar-limbs. - Wallace Stevens
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January 9th, 2011, 5:14 pm

The Hunting of the Snark: An Agony in Eight FitsFit the First: The Landing"Just the place for a Snark!" the Bellman cried, As he landed his crew with care; Supporting each man on the top of the tide By a finger entwined in his hair. "Just the place for a Snark! I have said it twice: That alone should encourage the crew. Just the place for a Snark! I have said it thrice: What I tell you three times is true." The crew was complete: it included a Boots -- A maker of Bonnets and Hoods -- A Barrister, brought to arrange their disputes -- And a Broker, to value their goods. A Billiard-marker, whose skill was immense, Might perhaps have won more than his share -- But a Banker, engaged at enormous expense, Had the whole of their cash in his care. - by Lewis Carroll(Excerpt - even Fit the First is quite a long and snarky tale!)
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February 1st, 2011, 4:16 pm

"Anois teacht an Earraigh beidh an lá dúl chun shíneadh, Is tar eis na féil Bríde ardóigh mé mo sheol.Go Coillte Mach rachad ní stopfaidh me choíche Go seasfaidh mé síos i lár Chondae Mhaigh Eo."
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