You are currently browsing the category archive for the ‘Blog’ category.

Jeff Darcy, Canned Platypus, Using WordPress to Generate Static Pages, here.

As you all know by now, I’ve changed the way I manage the content for this site. I now write posts in WordPress, then turn the results – after all of the database access, theme application, etc. – into static pages which are then served to you. One of my main reasons was increased security, which has been a problem with WordPress for years but which has generated a lot of interest recently because of the latest botnet. Therefore, I’ll describe what I’ve done so that maybe others can try something similar and maybe even improve on my recipe.

In order to understand what’s going on here, you have to know a bit about how a WordPress site is structured. It might surprise you to know that each post can be accessed no fewer than six different ways. Each post by itself is available either by its name or by its number. Post are combined on the main page, per-month lists, and per-category lists. Lastly, the category lists are also reachable either by name or by number. In fact, if a post is in multiple categories it will appear in more than six places. It’s important to preserve all of this structure, or else links will break. This is why I didn’t use a WordPress plugin to generate the static content, by the way. Even in the most cursory testing, every one I tried failed to maintain this structure properly. Most of the work I had to do was related to getting that structure just right, but first you have to generate all of the content so I’ll start there.

The basic idea for fetching the content is to crawl your own site with wget. Start with a normally working WordPress installation. Make sure you’ve set your WordPress options to use a name-based (rather than number-based) URL structure, and turned comments off on all posts. Then issue something like the following command.

wget -r -l inf -p -nc -D atyp.us http://pl.atyp.us/wordpress

Kaiser Fung, Numbers Rule Your World, Statistics as inverse probability, here.

In Charles Wheelan’s Naked Statistics (I’ll post a proper review when I finish the book), he offered readers the following:

If you flip a fair coin 1,000,000 times and get 1,000,000 heads in a row, the probability of getting a tail on the next flip is still 1/2. (p. 102)

I’m here to tell you why it isn’t 1/2. And it has to do with the difference between how a probabilist thinks and how a statistician thinks.

Rob Wile, CITI: These 10 Technologies Are Completely Changing The World, here. 3D printing, Genomics, yes, mobile payments, sure, E Cigarettes.  Pink I going out on a limb and shorting the E Cigarette idea, starting now. Unless of course it’s connected to Google Glass. Google Glass can do anything. Get Verhoven to reshoot Basic Instinct/Sharon Stone w Google Glass, maybe; with E Cigarette, not so much.

In a massive new research report, analysts at investment bank Citi take a close look at 10 technologies they say will disrupt the way we do business.

They’ve dipped into practically every sector you can think of: energy, entertainment, IT, manufacturing, and transportation among them.

Some of these technologies have been with us for awhile, but are poised to get better or cheaper.

Others have only recently surfaced, but will be ubiquitous in a matter of years.

Braden Lenz, Braden The Software Guy, C++ – Stooge Sort, here. Catches on fast, probably hasn’t even had time to read Snow Crash.

To continue our trend of implementing sorting algorithms, we will be implementing the stooge sort today. The stooge sort is a recursive exchange sort that sorts the first 2/3′s of the data structure then the final 2/3′s of the data structure and then the first 2/3′s of the data structure again. The algorithm works by swapping the value at the end and the value at the beginning if the value at the end is less than the value at the beginning. It then makes the three calls to the 2/3′s of the data structure. The stooge sort has a run time of O(n^(log3 / log1.5)) which makes it more inefficient than the other sorting algorithms we have seen so far like the bubble sort, the cocktail sort, the odd-even sort, thegnome sort, the selection sort, and the comb sort, but it is still more efficient (on average) than the stupid sort. Even though the stooge sort isn’t very efficient, it is still a good first step into the recursive class of sorting algorithms!

Nicholas Chirls, Thoughts from Brooklyn, NY, My Time at Lehman, here.

Around this same time in late 2008, I was living with five other guys from college, four of whom were in similar roles as myself. We created a running joke: “Would you rather have someone shit on your face, but then be able to spend the day however you please, or would you rather go to work today?” Eventually the answer for all of us was unequivocally, “Shit on the face.” So something I know now: When you’d rather have someone shit on your face than go to work, it’s probably time to leave.

And so a year after I started, after the largest bankruptcy in American history, after surviving six rounds of layoffs, I left Lehman (at that time Barcap) during the worst recession our nation had seen in decades. I had little idea of what I might do, of how I might earn the next paycheck, or of how I might eventually find a place to create real value in the world. And it turned out to be one of the happiest and most creative times of my life.

Jonah Weiner, Longform, Blog, here.

Irving Wladawsky-Berger, homepage, Beyond GDP- Measuring Value in a Service-oriented, Information-based, Digital Economy, here. I always suspected Pink I had unreported and subtle value that doesn’t reliably flow through to the more widely circulated GDP numbers.

In The Attention Economy: Measuring the Value of Free Digital Services on the Internet, a draft paper written by Brynjolfsson and MIT postdoctoral fellow JooHee Oh, they introduce a framework for quantifying the value of users’ attention to online applications with very low cash prices.  After doing the math and plugging in numbers, the annual welfare gain from all these free digital goods over the Internet averaged over the past ten years is roughly $300 billion or $1400 per person.

They applied the same model to calculate the attention value of television, another free good.  The value for television is higher, because people still spend significantly more hours watching television than on the Internet.  However, while the value added of television has leveled off and is starting to fall a bit, the attention value added by the Internet is still growing and expected to surpass that of television within the next decade.

Thiemann, et.al., plos one, The Structure of Boarders in a Small World, here. As the boys in Buffalo Springfield would say, “that’s a nice online open access peer-reviewed journal.”

http://www.plosone.org/article/fetchObject.action?uri=info:doi/10.1371/journal.pone.0015422.g002&representation=PNG_M” />

Brad DeLong, Grasping Reality with Both Invisible Hands, As Cosma Shalizi Says,”The Singularity is in Our Past”, here.

Look at the bleeding edge of urban North Atlantic or East Asian civilization, and you see a world fundamentally unlike any human past. Hunting, gathering, farming, herding, spinning and weaving, cleaning, digging, smelting metal and shaping wood, assembling structures–all of the “in the sweate of thy face shalt thou eate bread” things that typical humans have typically done since we became jumped-up monkeys on the East African veldt–are now the occupations of a small and dwindling proportion of humans. And where we do have farmers, herdsmen, manufacturing workers, construction workers, and miners, they are overwhelmingly controllers of machines and increasingly programmers of robots. They are no longer people who make or shape things–facture–with their hands–manu.

At the bleeding edge of the urban North Atlantic and East Asia today, few focus on making more of necessities. There are enough calories that it is not necessary that anybody need be hungry. There is nough shelter that it is not necessary that anybody need be wet. There is enough clothing that it is not necessary that anybody need be cold. And enough stuff to aid daily life that nobody need feel under the pressure of lack of something necessary. We are not in the realm of necessity.

What do modern people do? Increasingly, they push forward the corpus of technological and scientific knowledge. They educate each other. They doctor each other. They nurse each other. They care for the young and the old. They entertain each other. They provide other services for each other to take advantage of the benefits of specialization. And they engage in complicated symbolic interactions that have the emergent effect of distributing status and power and coordinating the seven-billion person division of labor of today’s economy. We have crossed a great divide between what we used to do in all previous human history and what we do now. Since we are not in the realm of necessity, we ought to be in the realm of freedom.

Max Dama, Max Dama on Automated Trading, June 2008 to May 2011, here.

In 2008 I was a sophomore at UC Berkeley, just starting to really dive into quant trading. I thought about
running my own automated trading programs from my dorm room. I started a website about automated trading
to document ideas and to hopefully meet some interesting people. It has become one of the commonly known
trading blogs and opened a lot of doors.
This script summarizes the content on my blog, Max Dama on Automated Trading (maxdama.com) from
2008-2011 by topic rather than by date posted. In a few months I will be joining a high frequency trading rm
and will be restricted from updating the site.
The purpose of this script is to give you the knowledge to get a job in the eld. That is a huge body of
information but I will give you enough to be a great asset to any quant group. I will give you advice on which
companies to join, how the interviews work, and what other skills you should develop before graduating.
This script also serves as the course notes for the Quantitative Trading Course I started and taught at UC
Berkeley for my last four semesters. It is an accredited student-led class with enrollment of around 15 each
semester. The content has evolved over the last 2 years but generally it has served as a place to meet other
people interested in quant trading on campus in addition to the lectures. As such, we play a couple of games {
Fix-it and a Pit Trading Simulation, which are included here.

Gus Lubin and Joshua Berlinger,  Business Insider, 13 Of The Greatest Idea Hunters Ever, here. Icky list includes both Erdos (ok and reasonable) and then inexplicably includes Jack Welch. Is this some irony play? Ewwwww Erdos and Jack Welch in the  same book.  Technical Foul on the bench at Business Insider. Or as Rasheed Wallace would say “Ball don’t Lie.”

That’s the message of The Idea Hunters, a new book by Andy Boynton of the Carroll School of Management at Boston College and Bill Fischer of IMD in Switzerland.

AD Wissner-Gross and CE Freer, Physical Review, Relativistic statistical arbitrage, here. Clearly this can be extended to show the optimal trading position varies with time ala DynaPie.  Check out the web page for Alex Wissner-Gross, here. Treasure. Look Kurzweil’s blog picked this up in 2010, here. I don’t know why it takes so long for me to see this stuff. Interesting that itis formulated as a static optimal point in the Kurzweil blog. Seems clear you need to move to maximize the period of time you have exclusive access to the cross, maybe I am missing something.
Recent advances in high-frequency financial trading have made light propagation delays between geographically
separated exchanges relevant. Here we show that there exist optimal locations from which to coordinate
the statistical arbitrage of pairs of spacelike separated securities, and calculate a representative map of such
locations on Earth. Furthermore, trading local securities along chains of such intermediate locations results in
a novel econophysical effect, in which the relativistic propagation of tradable information is effectively slowed
or stopped by arbitrage.

Gus Lubin, Alvin Roth and Lloyd Shapley Win The Nobel Prize For Economics, here.  It’s the dwarf tossing guy.

Roth, born in 1951 and affiliated with Harvard, wrote this fun paper on repugnant markets (featuring insights on dwarf tossing) and helped design systems for matching kidney donors with those in need of transplants and matching New York City students to public schools. He also blogs on the subject.

Al Roth, Game Theory, Experimental Economics, and Market Design Page, here.

Market Design, here.

Follow

Get every new post delivered to your Inbox.

Join 80 other followers