Friends I have started a different thread in trading forum titled: Application of Filtering Principles Towards Trading Stock Prices
Here is the link to my thread on trading forum:  https://forum.wilmott.com/viewtopic.php?f=38&t=102668

Friends, I have previously mentioned on the forum that I have devised my own trading algorithms based on filtering theory applied in a different and innovative way. I am sharing performance of my algorithm on Tesla stock for 40 days from 5th of April 2021 to 30th of May 2021. I have posted graphs that show profits from my trading strategy and the Tesla stock price for 40 days. Title of each of the 40 graphs is the date on that trading day. On the graphs trades are marked and a the blue "+" means entering a buy side of the trade while a red "o" means entering a sell side of the trade. Black lines are profits and green line marked with trades is Tesla stock mid-price. 

Friends I have told several times on this forum when I was a masters student at a US University some Jewish professors were slighted by my talent and creativity for mathematics. They had links to US defense and they also knew Billionaire Jewish Godfather of mind control. The Jewish professors persuaded the Billionaire Jewish Godfather that I had talent for mathematics in financial markets and I must be stopped and persecuted. Hence US mind control infrastructure started my mind control persecution. At that time my university officials were very enthusiastic about my persecution since they had realized that a Billionaire was interested in my mind control and they were getting written in good books of the Billionaire.
Before I continue I would ask people to never generalize what I have written about a small group of bad jews to all jews and not misunderstand me. Most jews are very good humans and they have earned their place in American society over a period of long time by contributing to almost every facet and dimension of American society. And they are thorough Americans. Some prominent jews are true role models for what a good human should be. And again most jews are thorough gentlemen and very good humans.
Billionaire Jewish Godfather has strong links with American defense and he is among the influential circle that affects the decisions of American defense. Among other things, they maintain relationships with serving officers in Army and when these officers retire they are given extremely lucrative jobs paying millions of dollars in Godfather and some other Jewish firms. This is one of the ways American defense remains under their influence. And many serving officers remain very faithful to Godfather and his cohort since they bitterly want to enter his paradise after retirement. I am not speaking about first Iraq war but second Iraq war was started on flimsy and concocted excuses under pressure from people who influence US defense. When faithful defense officials can go to the limit of causing millions of deaths by their actions, I am just a very little fry for them to take care to please the Godfather.
I want to tell friends that in my country there is a systematic US defense effort to retard talented people in computer science and mathematics. There are more than three hundred extremely talented people who are always kept under mind control. I am very very lucky to be able to speak under mind control and avoid being retarded. US defense gives several hundred million dollars to Pakistan Army generals and influential people to continue mind control of talented people. These influential people are told to be as good and honest in all matters as possible but only lobby for mind control of talented individuals. They are told to maintain as honest image in eyes of people as possible by doing whatever it takes but only do one wrong thing that is make efforts to continue and increase mind control. They are told we are not concerned what you do in other matters, we just want to retard these people and tens of millions of dollars are given to each influential person or general. When such large sums of money are given to people, they no longer have any nation, religion, humanity or ethics, they just want money regularly every year and are ready to do whatever it takes to continue mind control. In Pakistan army makes sure that a lot of food remains contaminated with mind control chemicals. To tell friends who are unaware that these are inert chemicals that remain inactive but get ionized when Electromagnetic waves are directed on the individual who has eaten food. After getting ionized these mind control chemicals bond with various neurotransmitters and these neurotransmitters are blocked in the brain cutting off several parts of the victim's brain making him unable to think properly and with a full mind. In Pakistan it is impossible to find good coffee since all coffee is drugged with mind control chemicals and army makes sure that every importer, distributor or manufacturer drugs the coffee with mind control chemicals before putting it to market. Large number of drinks and beverages including bottled water is drugged by beverage companies at manufacturing source upon insistence of Pakistan Army. Similarly soaps, many creams or shampoos have mind control chemicals that help making the EM waves resonance effective when these waves are guided on the victim. It is almost impossible to find a good soap in Pakistan and I have survived by using some medicated soaps, handmade soaps or some soaps that were manufactured several years ago and still remained on shelves and I have to find them. Tea used to be better but most brands of tea are getting drugged with mind control chemicals at manufacturing source recently. All of this is done and ensured by intelligence services of Pakistan army.  
All of this is done by American defense on behest of some bad jews in United States. I want to tell friends that I am not anti-semite or anything of the sort. I believe that it is perfectly a good thing to use Jewsih influence to stop any wrong happening to a jew or use jewish influence even if Israel is under threat of attack by any arab neighbor etc. These are all justified jewish concerns and if they use their influence to ensure the safety of Jews and protect their rightful interests, it is a perfectly valid and a good thing. But when some bad Jewish circles high-handedly goad American defense to retard Muslims in US and also make a systematic apparatus of mind control of talented Muslims in our countries, somebody has to speak up.
Mind control agencies tell other governments that they are controlling bad and evil neurotransmitters of bad people. This is a total and shameless lie. At times, they go to the limit of orchestrating hundreds of agents to control a single victim. US defense is so suave in doing sting operations. Why do they not plot with a few people to make the victim do something bad and get him with all the proof of evil and wrongdoing? Why do they not keep an eye on these evil people and nab them right before these supposedly evil people want to commit any crime with all the proof to put them behind bars forever.(They stole my phone twice and I could not preclude the possibility that they would use it for some terrorist threat or something else illegal since mind control agencies were bitter to find a way to validate my persecution but I raised a lot of hue and cry on forums so nothing happened). But please write my words in stone that American defense would never agree to freeing any mind control victims. They are very aware these are good, talented and law-abiding people who would excel in life if they are not kept in mind control. At this stage when thousands of people are in mind control, making them free means a fatal blow to the reputation of American defense when all the victims would start contributing to their societies and there would be anger against US defense to put all these people on mind control torture for years or decades. Please know if a mathematician or a Computer science expert is on mind control. they have some exceptional talent and special neurotransmitters and somebody has taken a slight in their talent.
I also want to tell Europeans that mind control in Europe is also done on extremely talented and intelligent individuals. Though institutions are relativley stonger in Europe and America than in our countries, human nature is the same. Us defnse gives upwards of 10 billion dollars each year in bribes all over the world and a large portion of these bribes go to European corrupt but influential people who are moved to make sure that innocent people continue to get targeted with mind control. Again these people are told to maintain their honesty and dignity in other affairs but make sure that mind control continues in their countries and they would be regularly reimbursed with tens of millions of dollars in bribes every year. I want to request Europeans if they do not beleive in me, please use your embassy in Pakistan to investigate and the embassy staff would tell you that only talented and innocent people are put on mind control in Pakistan. 
American defense has global reach and stops people all over the world from doing business with my small one person company. A few days ago when I emailed performance of my models to a guy in Singapore, he was very excited but all of a sudden stopped communicating at all. BTW Singapore is no exception to mind control. While going to Hong Kong in year 2001, I stopped in Singapore for three days and I still recall that earth slipped beneath my feet when I noticed that every drink I try one after another was drugged with mind control chemicals in their famous orchard mall.
I want to request friends to please free me from mind control. I might be somewhat creative but there are far more intelligent and smarter people in the world. Anything creative I would do, many people will catch and do far more smarter and intelligent things out of it. I keep a lot of my research open and otherwise give people enough ideas about it. It is science and advancement of science due to which we have been able to build modern civilization as humanity exists today. Without science any of this would never be possible. I am proud that I do science and believe in advancement and better understanding of science because this is the only thing without which humanity as we see today would never be possible. 
I have said something bad about some Jews but I would again like to tell people when I was at Northwestern where I transferred in Junior year, a very celebrated and busy Jewish professor spent more than an hour advising me to work very hard and not make a big deal about anything else other than my studies when he knew I was a new transfer. This happened when I went to his office to take help about a problem. He also lent me several books to study. He was one heck of a remarkable human being. I have no intention of generalizing anything I have said about some few bad jews to jews in general. 

Friends, my biweekly antipsychotic injection is due today.  As I have told friends previously that they drug antipsychotic injections and pills with mind control chemicals to control the victims. I am very sure that today they will have several tens of agents of Pakistan army moving around on motorcycles to approach the pharmacies in some area I go to buy the injections and ask them to sell me the particular injection. If friends do not keep a vigil, American defense wants to silence me forever. I will also request foreign embassies in Pakistan to keep a vigil and pressurize army to refrain from any such practice. I again want to warn friends that American defense wants to silence me forever and they would certainly try to drug the injection today with very potent mind control chemicals(they have far stronger chemicals that they do not use unless bitterly needed.) to silence me forever. 
I will try to get the injection in the evening. 

I got antipsychotic injection just a bit ago. I was careful to buy the injection and also bought my syringe and came to this pharmacy where I always ask the staff to inject me. I always buy the injection from different places but I always go to the same pharmacy close to our home to get injected. When the staff came they brought their own needle. I took his needle from him and asked him to use the same needle that is already on the syringe. He agreed and filled the syringe with injection. Meanwhile I placed the needle away from him on a table away from him thinking he would really use my needle. But later he walked ahead and put the needle I had placed on a different table on the syringe. When I asked him that I had insisted that he should use my needle, he said that it was too thick. I asked him to still use the thick needle but he said that he had thrown it in the garbage bin. I asked him to pick the needle and use it. He bowed down and just moved around the bin and said I found the needle and have put it on the syringe. I could not see carefully but I still think it was his needle. My mother was also there and was already asking what was wrong with the needle so I could not be stern about anything of the sort to make a big deal and had to get injected. Next time I would be very careful.

Another very strange thing about Wilmott website I noticed. I have forum open in several tabs on my browser and my computer was telling me (on one tab with wilmott forum) that it is not safe to enter any information since it is not secure at all while on another tab with forum it showed the sign that it was secure. I closed the tab that was unsecure and used the other tab to make this post. 
 

Friends, I have decided to make my programs for this Tesla Case Study application of filtering theory public. I will be posting my programs here in two to three days. here is the thread for that https://forum.wilmott.com/viewtopic.php?f=38&t=102668

Friends, mind control agents have been using sickening and suffocating gas for past several days. It becomes extremely difficult for me to breathe inside my room and many other places in the house. They have used potent gases several times before but they have never used the particular gas they are using and they started using it about 3-4 months ago and have been using it again and again intensively after  break of several days. I want to tell friends again that it is very painful to be forced to breathe in such an environment. when highly ionized gas goes inside the body, you can feel pungency and acidity in the nose, mouth, wind pipe and in the lungs and it is very painful and suffocating. Please ask these crooks of Pentagon to stop using highly ionized and suffocating gases on me. 

Friends, whatever I do, mind control agents do not stop using suffocating ionized gases on me. Again and again, they continue to use gases to torture me. Many times there is nothing but something simple like I do something right in my programs and all of a sudden they would release gas on me and I would start feeling suffocated. Sometimes when I eat or sometimes when I defecate, they love to release gases at such times. They also continue to fire lasers on me very regularly when I am sleeping  and it is difficult to cope with that. It is very painful that whatever I do, whatever I say, whatever I write, they continue using suffocating gases and painful lasers on me again and again. Please stop these mind control agents of American defense from continuing their inhuman practices so brazenly and shamelessly.

Friends, I am attempting a new method to solve the SDEs by completing the squares. I still do not have the final numbers and results but I am reasonably confident that I will get it to work. I hope to complete the work by another two to three days and post the results about success or failure. I am a bit excited about the new technique but I am not perfectly sure whether it will work. I will post the final results in two to three days. 

Friends there is good news and bad news. The bad news is that I could not succeed in the solving the problem with new method. The good news is that I have improved my cumulant solution for the SDE simulation program. I have rewritten most of the program. Now I have directly optimized the coefficients of Z-series of the SDE as opposed to finding the difference in the coefficients on every time step. It decreases the complexity of the problem and I was able to include six cumulants in my root search with Z-series that goes to fifth power. The new program is far more accurate and faster than the previous program and is perfect for time stepping of the order of 1/16 or 1/32. And the density perfectly fits the monte carlo density. In the previous program, we could see some error in shape of the density at density peak, but that is perfectly good in the new version as it fits six cumulants as opposed to four cumulants in the previous program. There is no need for exogenously specifying median of the density (as in the old program) and new median at every time step is found by super-fast root-search. Another benefit of the program is that it can be used for simulating the stochastic dt-integrals and dz-integrals of the SDE something we wanted to do since quite some time but now we have finally achieved this capability. For many lognormal or CEV type formulas, we can find dt-integrals for the time integral of stochastic volatility and dz-integral for correlation part and use them in the lognormal or CEV  formula to find the price of stochastic volatility options by remaining in just  a one-dimensional SDE framework. This would be extremely fast for optimizations to calibrate the SV surface.  I will be posting the new programs for stochastic integrals of SDEs and their application to option pricing very soon.

Friends, I have completed my work on new matlab program to simulate the SDEs. But I want to do several things before posting the new program. 
First I want to write a routine that will take first six cumulants of a stochastic variable as input and will give as output the Z-series representation of the stochastic variable. I want to use Cornish-Fisher approximation (with given cumulants) as initial seed and then do Newton root search to convert it in the form of a Z-Series that exactly fits the first six cumulants. 
Secondly I want to add another program for simulation of dt-integrals and dz-integrals of the SDE. This is simple but we may have to work in original coordinates and there are some other minor changes that I would have to make to get this part to work.
Once these two parts are complete, I will post my matlab programs on this forum for friends to download. Later we will come back to stochastic volatility option pricing formulas from dt-integrals and dz-integrals in one-dimensional framework.

Friends, one of the most difficult things for me in our house is where to sit to be able to get myself to work well (where to find an environment for me to get myself to work creatively). For past two days, I had been working on the dining table in our house and it was going well. And they fitted some strong gas close to where I work. After being able to work well for two days, they started giving me strong gas that is very discomforting, hard to breathe and suffocating. Due to gas, a few hours ago, I decided to sleep for a bit and then restart working. But when I woke up again and re-started working, they have started using the gas again so that I would not be able to work properly. I really wanted to get some work done in these few days since an antipsychotic injection is due in another two days(day after tomorrow) and then I would not be able to work properly. Please protest to the mind control agency to not use gases on innocent civilians who just want to work hard and contribute.

Friends, again there is some bad news and some more good news. The bad news is that it may not be easily possible to advance stochastic integrals of SDEs with method of matching cumulants. In theory method should work perfectly but there are a few practical problems. First of all, I was doing simulations of SDEs in Bessel coordinates but when I convert a Z-series (in powers of Z) representation of the SDE from Bessel Coordinates to original coordinates, many times the new Z-series in original does not faithfully represent the SDE variable in original coordinates. I have been converting it into original coordinates earlier by mapping Z-series  in Bessel coordinates to the Z-variable grid and then converting every grid point to original coordinates and it works perfectly well for all different SDEs around one and between one and zero for all typical parameters of the SDEs. However directly converting Z-series(in powers of Z) in Bessel coordinates to Z-series in original coordinates does not work very well usually. It might be possible to get a Z-series conversion into original coordinates if we were using larger number of powers of Z in Bessel representation as we are only using first five powers in our representation. But including larger powers in Z-series make the code too cumbersome.
Another problem is that higher cumulants increase very fast in original coordinates while in Bessel coordinates they remain relatively smaller. This results in our newton method to find roots for cumulant matching strategy converging very quickly for Bessel coordinates but diverging(or converging far less quickly) for original coordinates. 
In order to find the densities of stochastic integrals of SDEs my first line of attack was to simply convert into a Z-series in original variables and calculate cumulants and then match cumulants just as we did for the original SDE to find the density of stochastic integrals. But this does not seem practical anymore.
Now the good news. We have been working with different methods of simulating the SDEs for several years now (I posted code for higher order monte carlo simulations in 2018 as I recall) and I have gained a lot of insights into various methods of simulation of SDEs. Now when I was looking for alternative methods for simulation of densities of stochastic integral of SDEs, I thought again to use transition probabilities framework. And when I thought again, I was embarrassed at some of the unintelligent mistakes I had earlier made when I tried this before. And I am very sure with a corrected version of transition probabilities method and a long stepping of original SDE (of Delta t=1/16 years or 1/32 years at worst), we would be able to get very fast methods for simulating the densities of integrals of SDEs. 
Though the work with transition probabilities is very simple and should not take more than a few days, I got an antipsychotic injection today and I may not be able to work well after another day or two when the injection would start having an effect so it may be a little more while but still should not take long.
 Another request I want to make to friends. I was sitting in our car Garage to work today. It has space of two cars and there is only one car parked in the garage so there is enough space to place my plastic table and chairs and start working. It has walls (and a gate) on all sides but there is only a partial roof so it is open enough. The weather is on the colder side but not very cold now and it is nice to work here in the evening and at night. So when I started working in the garage, they released heavy gas in the garage that is trapped between the walls and the gate and I could feel something pungent in my breathing. Mind control agencies never stop using gases and lasers on me. Please ask mind control agencies to not use gases and lasers on me anymore. I am very thankful to American (and European) friends who complained to agencies about my inhuman treatment and tried to help me and it is because of their help that I have been able to do good research. But I am still requesting friends for this favor to please protest to American mind control agencies to not treat me in an inhuman way with gases and lasers like an animal.   

Friends, I have been trying to sleep for past three hours. Since I have chosen a new location to sleep, everything is not according to plans of mind control crooks (They have fitted lasers and other devices to take care of most sleep positions and postures) and therefore they are not allowing me to sleep with their targeting of lasers on my head. I was extremely sleepy when I went to bed but remained unable to sleep for past three hours and it has become a torture for me now. They are afraid when I would sleep at a different position that they have not covered with their lasers and other gadgets, some of my neurotransmitters would come back and I would become more creative that (evil jewish and pentagon nexus does not want to allow) therefore they chose the alternative to not let me have a good sleep and they continue to torture me to not let me sleep. I have written this post in the middle of early night in an attempt to tell people about evil tactics of crooks of pentagon and force pressure on them so they would let me sleep now.

Still unable to sleep after another more than two hours of desperate trying to sleep. When would insulting conservative crap of pentagon stop torturing innocent human beings because the crap (shit unable to do anything good but this crap of Pentagon is human due to its capability to have food and have sex) bitterly wants to enter the paradise of jewish godfather.

Friends, again there is some bad news and some more good news. The bad news is that it may not be easily possible to advance stochastic integrals of SDEs with method of matching cumulants. In theory method should work perfectly but there are a few practical problems. First of all, I was doing simulations of SDEs in Bessel coordinates but when I convert a Z-series (in powers of Z) representation of the SDE from Bessel Coordinates to original coordinates, many times the new Z-series in original does not faithfully represent the SDE variable in original coordinates. I have been converting it into original coordinates earlier by mapping Z-series  in Bessel coordinates to the Z-variable grid and then converting every grid point to original coordinates and it works perfectly well for all different SDEs around one and between one and zero for all typical parameters of the SDEs. However directly converting Z-series(in powers of Z) in Bessel coordinates to Z-series in original coordinates does not work very well usually. It might be possible to get a Z-series conversion into original coordinates if we were using larger number of powers of Z in Bessel representation as we are only using first five powers in our representation. But including larger powers in Z-series make the code too cumbersome.
Another problem is that higher cumulants increase very fast in original coordinates while in Bessel coordinates they remain relatively smaller. This results in our newton method to find roots for cumulant matching strategy converging very quickly for Bessel coordinates but diverging(or converging far less quickly) for original coordinates. 
In order to find the densities of stochastic integrals of SDEs my first line of attack was to simply convert into a Z-series in original variables and calculate cumulants and then match cumulants just as we did for the original SDE to find the density of stochastic integrals. But this does not seem practical anymore.
Now the good news. We have been working with different methods of simulating the SDEs for several years now (I posted code for higher order monte carlo simulations in 2018 as I recall) and I have gained a lot of insights into various methods of simulation of SDEs. Now when I was looking for alternative methods for simulation of densities of stochastic integral of SDEs, I thought again to use transition probabilities framework. And when I thought again, I was embarrassed at some of the unintelligent mistakes I had earlier made when I tried this before. And I am very sure with a corrected version of transition probabilities method and a long stepping of original SDE (of Delta t=1/16 years or 1/32 years at worst), we would be able to get very fast methods for simulating the densities of integrals of SDEs. 
Though the work with transition probabilities is very simple and should not take more than a few days, I got an antipsychotic injection today and I may not be able to work well after another day or two when the injection would start having an effect so it may be a little more while but still should not take long.
 Another request I want to make to friends. I was sitting in our car Garage to work today. It has space of two cars and there is only one car parked in the garage so there is enough space to place my plastic table and chairs and start working. It has walls (and a gate) on all sides but there is only a partial roof so it is open enough. The weather is on the colder side but not very cold now and it is nice to work here in the evening and at night. So when I started working in the garage, they released heavy gas in the garage that is trapped between the walls and the gate and I could feel something pungent in my breathing. Mind control agencies never stop using gases and lasers on me. Please ask mind control agencies to not use gases and lasers on me anymore. I am very thankful to American (and European) friends who complained to agencies about my inhuman treatment and tried to help me and it is because of their help that I have been able to do good research. But I am still requesting friends for this favor to please protest to American mind control agencies to not treat me in an inhuman way with gases and lasers like an animal.   

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I know a lot of friends like my research and really want me to continue posting my work on Wilmott. This is precisely what I want as well. My research over the years gave me hope and courage to fight those who wanted to persecute me using mind control. There were several points in time when I thought I had done so good research that I might be freed from mind control but unfortunately that was not supposed to happen. I had told friends that mind control agencies and allied infrastructure continued to approach and ask prospective people to not work with my small research company and after year 2010 (when I was making more than 100,000 USD per year), I have been able to make only $4500 in past eleven years. People do not want to get into trouble with secret agencies, and they do not like talk about "evil jews" and other stuff like that and therefore they do not like to be associated with victims like me. But when I was writing about my persecution and its motivations, money was not a factor that I considered relevant. Immediately important factor was to get rid of torture, and coercion that was forced on me. When torture and coercion never ended, I became bolder and despite all my respect for good jewish people, I started talking about motivation of "evil jews" which is even a bigger stigma associated with me especially because Americans are not ready to listen or get associated with anything that is against some subset of  jews even if it is a truth. Even prestigious institutions do not have the courage (or ability to escape the mob mentality) to let a stigma like associate with themselves despite my various attempts. Anyway all my efforts to end mind control torture or decrease it continue to bitterly fail. But I still have hope that once I have enough money, I might be able to escape a lot of coercion forced on me. I had told friends that I have written market trading programs and I even posted them on trading forum. For past two weeks, I continued to work with improving my market trading programs and my better versions are able to generate profits on large number of stocks besides Tesla that I have used as a base test in my previous program. At this point my hope is that I would be able to make better versions of my program and be able to trade and then make enough money to end the coercion that is forced on my life since past twenty three years. So I may remain busy with the same market trading research for another two to three weeks and might not be able to make frequent posts. But I want to tell friends that doing research on mathematics and probability theory is something very close to my heart and if I had not worked with this research in the past, I would not be able to find a proper direction in my life due to all the torture and coercion forced on me. I want to say that within two to three weeks, I would come back with the above unfinished problem and start posting regularly on my thread.