Article/Paper - "Filtering in Finance"

[John Merchant]

Incredibly stupid to treat the market as a just stream of numbers to be analyzed for "signal".

 

[FredBloggs]

how many quants does it take to SCREW in a light bulb?


dunno, but they sure do SCREW my head in!!

(sorry, best i could do)

 

[jsimmons]

Quote from FredBloggs:

how many quants does it take to SCREW in a light bulb?


dunno, but they sure do SCREW my head in!!

(sorry, best i could do)

/self holds nose

 

[ktmexc20]

Quote from John Merchant:

... Fucking mathematicians. There are days I wish I wasn't one. Just led me ass-tray for years in the markets.

Sorry, I just find the need to poke fun... Maybe, your totally ignorant to practical application. I dunno. LOL.

..Or maybe just totally ignorant.



Ps... Hypo, being so deserved, is my only flame target.

 

[aPismoClam]

just dont understand how the markets got along for hundreds of years with out this stuff.

fortunately, when the models go schizo, they give us spikes to trade.

 

[John Merchant]

Mex. Well, I knew Kalman filtering well enough at one time to supervise the design of fire control and guidance systems using it. But this stock stuff, I dunno! I do get terribly hung up when people ignore the basic assumptions when they apply it, like the measurment and signal noise. I haven't read the paper yet, but the very fact that it exists tells me that the author cheated. Mike.

P.S.: Who is Hypo?

 

[OddTrader]

Quote from jsimmons:

Publish or perish.....

Probably the total number of similar papers/ articlcs that have been published so far by professors in maths/ physics/ finance/ etc. would exceed the total number of tradable isssues available on financial markets today.

 

[John Merchant]

To put a definitive end to this thread, let me say this. I just read the paper, and on page one he blows it. He describes both the "signal" and the measurement as noisy. The price is the price is the price. Nothing is "hidden". Just the kind of bullshit one might expect from an overintellectualized frog.

 

[Equalizer]

Quote from John Merchant:

To put a definitive end to this thread, let me say this. I just read the paper, and on page one he blows it. He describes both the "signal" and the measurement as noisy. The price is the price is the price. Nothing is "hidden". Just the kind of bullshit one might expect from an overintellectualized frog.

Now now John, there's no need for racism, unless of course you are "The Human Piranha"

 

[John Merchant]

Mais non! Je t'aime les francais! Surtout les femmes, et les champagnes, especialement les deux ensemble! Mais les hommes sont pines. Et cet auteur ci ne comprend pas les marches. Il encule des mouches.