February 26th, 2004, 1:52 pm
QuoteOriginally posted by: James"ok, lesson one...almost all arithmetic boils down to Lie Group computations. If you don't use Lie Groups, you will lose money in any book that contains correlation."me stupid. drink wine. listen lectures. vague understanding. thoughts/comprehension approaching minimum level of famous harvard graduate.pain, tears, no comprehension....go back to something simple. distribution of zeros on zeta function, for example. big OH. J function (formerly F function). much more comfy.seriously, lots of folks here (including myself) have long-standing suspicions of correlation (although we all use 'em, guilty!), even the most sophisticated continoues users of real-time corr (thinking of stat and index arb traders) so I'd be interested to know something about your research, although don't hold out to much hope for me having a clue, and certainly have no fear I could ever impliment a shread of it to make money.unfortunately, correlation is like F=MA...however, unlike all of the improvements to Physics, we have Copulas...trust me, Copulas are NOT like the finance/stat version of GR, QM, QFT, GFT in physics. They are completely lame and most people end up reverting to the "Gaussian Copula" which is sort of like some highfalutin Princeton guy saying...Hmmm..Let us assume the Newtoninan QFT, in which, by the way, F=MA, and all of the laws known to mankind for 400 years are valid.