Search results

Nope, I'm not getting severance or anything. In fact, I owe them money. Have to pay back about $6000 in tuition reimbursement costs.

So I had my last day at work and at the exit interview, the lady wanted me to sign a piece of paper saying I'd respect my employer's intellectual property. I asked her if I had to sign that agreement, and she said something about how when I signed on, I signed a paper saying I'd agree to sign a...

I like Port's enthusiasm. His posts give me something to think about.

Is there a way to do this in R? I tried looping through a set of p and q values, but the arima() function chokes in certain combinations. Is there a smart method that will do this correctly? Or, alternatively, is there a way where I can catch exceptions and let the search process continue?

Sorry, I'm slow -- macro micro???

I actually like Vista. Why does this OS have such a bad rap? I got it this year and used it for the first time, and I thought it was a reasonable, cleaner version of XP. I haven't assessed the kernel, but I really like it.

Where can I find out what the various components that drive gold and silver are? So, for example, a lot of people say to buy gold or silver if there is weakness in the dollar. What other factors are there? When their returns differed a lot, it was because silver had different industrial uses...

PDT is super secretive, and supposedly they were one of the best prop operations around. I can't imagine they wanted to stay inside Morgan on their own -- it's as much a function of them wanting out as it is Morgan trying to make a buck by spinning them off. Has to be traders pissed off with...

Zero Hedge cited some neo-nazi nutcase, so I guess it's just alarmist rumors. I don't know how seriously to take that blog just yet.

I saw on a conspiracy web site a comment that the bank stress test results were leaked and that 16 of 19 banks were insolvent, and that these details get released on May 4th. I can't confirm this, but does anyone out there know of anything about leaked stress test results? Here's the...

Can you paste some of the content? I don't want to subscribe. That said, if they are spinning off PDT, that is a big deal. A really big deal.

I know you are actually being kind to him with these words as a kind of wake-up call.... but.... I might need to print your post out and paste it on my wall, because I'm also a delusional idiot sometimes. Thanks for the perspective.

That's the one. His face is a little weird, but I bet I can paste mine overtop. You can find me in the automated trading forums, provided the police have not removed me from the street corner.

At the end of the analysis when I lump those things into that stochastic lump, I'm trying to figure out whether or not I can combine them based on the idea that they are driven by the same stochastic trend, or random walk. In the case I am analyzing specifically, I went and did a PCA on the...

Entertain my lunacy and suppose WN1 and WN2 are "extra" random shocks over top of the random walks. In other words, they are two different processes altogether, with different variances [but WN1 has 0 mean, whereas the random walks have the drift mean.] Force yourself to consider that it's...

The other thing I was thinking about was the stochastic_lump in the previous post. If the two processes are secretly driven by the same random walk, but only scaled differently, we should still have stationarity guaranteed. Reality though, is that the random walk is not the same from the...

Long post, but kind of a simple question: I have two processes, x and y. I put them into a multivariate process, looking for a VAR(p), and find that there are no significant autocorrelations at all. Note though, that x and y are I(1), in that one differencing results in stationarity...

Say what you will about the guy who wrote Rich Dad Poor Dad, but he told me to get out of mutual funds and go into commodities. I did that and I was rewarded. Then I started learning more about the markets and realized mutual funds were the worst game in town. I figured, worst case, I...

I'm aware. I may need to stop eventually, but I'll try to stick to generalities if possible. There's clearly not much out there in terms of the evolution from scratch to profitable, at least not in an open fashion. The struggle ought to be documented qualitatively, at the very least.

lol. The book I am reading is Subway Car Urine Smell: The Life and Times of Surdo