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Phorgy Phynance | phorgyphynance.wordpress.com Reviews
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The Ultimate Wireless Broadband Speed Limit | Phorgy Phynance
https://phorgyphynance.wordpress.com/2009/12/31/the-ultimate-wireless-broadband-speed-limit
The Ultimate Wireless Broadband Speed Limit. This is a follow-up to my previous posts. Physics of Wireless Broadband. As well as some of the comments those posts generated. First of all, I was pleased that loganb. Comment on 12/29, 9:27 PM EST) brought Shannon into the picture because information theory is important. As Rod pointed out. Instead, we want to think of a region of space containing multiple wireless broadband devices. What is the maximum “density of information” available in t...For example, ...
60 GHz Wireless – A Reality Check | Phorgy Phynance
https://phorgyphynance.wordpress.com/2013/01/21/60-ghz-wireless-a-reality-check
60 GHz Wireless – A Reality Check. The wireless revolution has been fascinating to watch. Radio (and micro) waves are transforming the way we live our lives. However, I’m increasingly seeing indications the hype may be getting ahead of itself and we’re beginning to have inflated expectations (c/o the hype cycle. About wireless broadband. In this post, I’d like to revisit some of my prior posts on the subject in light of something that has recently come to my attention: 60 GHz wireless. Regardless of wher...
Leveraged ETFs: Selling vs Hedging | Phorgy Phynance
https://phorgyphynance.wordpress.com/2012/10/02/leveraged-etfs-selling-vs-hedging
Leveraged ETFs: Selling vs Hedging. Leave a comment ». In this brief note, we’ll compare two similar leveraged ETF strategies. We begin by assuming a portfolio consists of an. Times leveraged bull ETF with daily return given by. Is the fee charged by the manager and some cash equivalent with daily return. The daily portfolio return is given by. We wish to reduce our exposure to the index. And the weight of cash increases by. The daily portfolio return is then. The daily return of this strategy is. Laquo;...
More fun with maximum likelihood estimation | Phorgy Phynance
https://phorgyphynance.wordpress.com/2012/10/20/more-fun-with-maximum-likelihood-estimation
More fun with maximum likelihood estimation. A while ago, I wrote a post. Fun with maximum likelihood estimation. Where I jotted down some notes. I ended the post with the following:. Note: The first time I worked through this exercise, I thought it was cute, but I would never compute. As above so the maximum likelihood estimation, as presented, is not meaningful to me. Hence, this is just a warm up for what comes next. Stay tuned…. To briefly review, the probability of observing. May be approximated by.
Discrete Stochastic Calculus | Phorgy Phynance
https://phorgyphynance.wordpress.com/2012/08/25/discrete-stochastic-calculus
Leave a comment ». This post is part of a series. Network Theory and Discrete Calculus. In the previous post. Of this series, we found that when Cartesian coordinates are placed on a binary tree, the commutative relations are given by. There are two distinct classes of discrete calculus depending on the relation between. The commutative relations reduce to. And in the continuum limit, i.e. In other words, when. Because of this, the discrete calculus on a binary tree with. Financial Modelling Using Discre...
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FAQ’s | One Honest Man
https://onehonestman.wordpress.com/faqs
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. Is Rocky available for speaking engagements? Yes, Rocky is a sought-after motivational speaker for corporate retreats, trade shows and Gambler’s Anonymous meetings. He also ghost writes offkey-note speeches on a pay-by-the-word basis. Can you tell us about Rocky’s family? Rocky’s father grew up in The Bronx, and served his country with pride as an anti-aircraft gunner during WWII. Trapped by the enemy wit...To nour...
Updating the “Magazine Cover” Indicator | One Honest Man
https://onehonestman.wordpress.com/2012/02/28/updating-the-magazine-cover-indicator
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. Updating the “Magazine Cover” Indicator. Updating the “Magazine Cover” Indicator. February 28, 2012. Rocky occasionally peruses his favorite magazine store for investment truths using the “ Magazine Cover Contrary Indicator. Hence, Rocky needed to develop his own contrary media indicator — independent of bulls, bears, and cleavage. 8221; However, he confesses that this “radio indicator” contributed to h...Investmen...
Mea Culpa / “My Bad” | One Honest Man
https://onehonestman.wordpress.com/mea-culpa
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. Mea Culpa / “My Bad”. In keeping with the traditions of disgraced politicians, sportscasters, and investment bankers, Rocky accepts “full responsibility”. For his flaws and foibles, inconsistencies, logical errors, misrepresentations, racial slurs, invective, lapses in judgement, inappropriate hand gestures, errors in grammar, hyperbole, and mismatched socks. Leave a Reply Cancel reply. Enter your comment here.
Rocky Humbert | One Honest Man
https://onehonestman.wordpress.com/author/onehonestman
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. Updating the “Magazine Cover” Indicator. February 28, 2012. Rocky occasionally peruses his favorite magazine store for investment truths using the “ Magazine Cover Contrary Indicator. 8221; Unfortunately, Rocky’s local store doesn’t sell Time, Newsweek or Business Week. Rocky’s local magazine store sells mostly lurid “periodicals,” “videos,” and cigars. 8221; However, he confesses that this “radio indicator&#...
Rocky’s Definitions | One Honest Man
https://onehonestman.wordpress.com/rockys-definitions
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. 8211; A good solid trading idea with a reasonable risk/reward. 8211; A Rocky I idea, however, the current entry price isn’t terribly attractive. 8211; A wildly speculative idea. 8211; An idea that Rocky is watching and thinking about. 8211; A investment that makes sense to Rocky, but the markets disagree. 8211; “Scale to Oblivion” – An irresponsible investing technique based on Zeno’s Paradox. The First Law of Rocky.
Disclaimer | One Honest Man
https://onehonestman.wordpress.com/disclaimer
Rocky Humbert ruminates on finance, politics, religion and barbeque. Mea Culpa / “My Bad”. THIS WEBSITE DOES NOT PROVIDE INVESTMENT ADVICE AND THE IDEAS AND STRATEGIES DISCUSSED MAY LOSE MONEY. This website exists solely as a forum for entertainment, to provoke discussion, share opinions, and observations. The contributors neither intend nor encourage ANYONE to make any investment in any market or security discussed. Join 23 other followers. Updating the “Magazine Cover” Indicator. The Best of Beethoven.
2008 October « Ali’s blog
https://alifinmath.wordpress.com/2008/10
Mostly quant stuff with occasional digressions. Dan Piponi’s blog. John Kozy’s blog. Quant Finance books forum. Richard Borcherds’ blog. Terry Tao’s blog. From broken hearts to Markov chains to Gaussian copulas to quant finance. The difference between physics and economics (and the limits of mathematics). The glass bead game. Archive for October, 2008. A YouTube Video Connected to My Last Post. On October 29, 2008. This YouTube video is related to my last post:. Stuck in the Middle. On October 29, 2008.
2009 January « Ali’s blog
https://alifinmath.wordpress.com/2009/01
Mostly quant stuff with occasional digressions. Dan Piponi’s blog. John Kozy’s blog. Quant Finance books forum. Richard Borcherds’ blog. Terry Tao’s blog. From broken hearts to Markov chains to Gaussian copulas to quant finance. The difference between physics and economics (and the limits of mathematics). The glass bead game. Archive for January, 2009. Barter Deals: Another Symptom of the Breakdown of Global Financial Markets. On January 27, 2009. Norman Finkletein And The Price for Speaking The Truth.
2007 December « Ali’s blog
https://alifinmath.wordpress.com/2007/12
Mostly quant stuff with occasional digressions. Dan Piponi’s blog. John Kozy’s blog. Quant Finance books forum. Richard Borcherds’ blog. Terry Tao’s blog. From broken hearts to Markov chains to Gaussian copulas to quant finance. The difference between physics and economics (and the limits of mathematics). The glass bead game. Archive for December, 2007. The changing structure of employment in the US — and its likely impact on quant work. On December 30, 2007. Below are some excerpts:. The flight overseas...
From broken hearts to Markov chains to Gaussian copulas to quant finance « Ali’s blog
https://alifinmath.wordpress.com/2009/05/01/from-broken-hearts-to-markov-chains-to-gaussian-copulas-to-quant-finance
Mostly quant stuff with occasional digressions. Dan Piponi’s blog. John Kozy’s blog. Quant Finance books forum. Richard Borcherds’ blog. Terry Tao’s blog. From broken hearts to Markov chains to Gaussian copulas to quant finance. The difference between physics and economics (and the limits of mathematics). The glass bead game. Laquo; The difference between physics and economics (and the limits of mathematics). From broken hearts to Markov chains to Gaussian copulas to quant finance. On May 1, 2009. Markov...
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Blog de Phorgus - Mon cul. - Skyrock.com
Mot de passe :. J'ai oublié mon mot de passe. Mise à jour :. Apparament tout ce que l'on recherche sur. J'ai voulu commencer mon blog avec quelque. Abonne-toi à mon blog! I'M BORED, I'M THE CHAIRMAN OF THE BOARD. Http:/ www.youtube.com/watch? J'AIME PAS LES GROUPES. C'est chiant tout le monde parle a personne. Personne écoute tout le monde. Je suis étudiant, je suis jeune je suis pauvre. Je parles aussi anglais. Enfête je suis Anglais. Mais bref. Viens me parler laisse un com etc. Ou poster avec :. N'oub...
Phorgy Phynance
Weighted Likelihood for Time-Varying Gaussian Parameter Estimation. Leave a comment ». In a previous article. We presented a weighted likelihood technique for estimating parameters. Of a probability density function. The motivation being that for time series, we may wish to weigh more recent data more heavily. In this article, we will apply the technique to a simple Gaussian density. In this case, the log likelihood is given by. That the maximum likelihood occurs when. February 3, 2013 at 4:33 pm. The mo...
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