HFWR
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
Everything is relative to the speed of sound through warm tapioca... 
An oddball idea?
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Eh, I sprained my left knee at tae kwon do last April and haven't had a real workout since. I've been squabbling with Crippler Tripler Hospital's "automated appointment hotline" (triply oxymoronic) for an MRI. I probably won't be healed in time for an August TKD tournament. Spouse's absent for 12-hour workdays and she brings home the inevitable "Navy's going to hell in a handbasket" baggage.sgeeeee said:
However the brace has really helped reduce the effusion, my ACL is probably OK and my medial seems to be undamaged. The surf's been good and I can surf in a knee brace. I'm walking normally again and limping through the forms so I'll probably start kicking again in a couple weeks. If I'm not competing I'll have a chance to get good photos of the kid's performance. I hate learning that I'm mortal but it looks like I'll heal, and I'll probably get less grumpy over the next couple months.
So in a non-caustic & curious spirit, if Rodmail didn't inspire you to uncloak then what did?
I am really sorry that you are having some injury problems. I don't surf, (Phoenix is not known as one of the great surfing locations in the world) but I am involved in a lot of activities that are very physically demanding. It is frustrating and disheartening when injuries keep me from paricipating. And one awful trend I've noticed is that as I age My injuries seem to take more and more time to heal. I hope you are back to 100% soon.Nords said:
Maybe I'm just dense, but I don't understand your question. Uncloak?
REWahoo
Give me a museum and I'll fill it. (Picasso) Give
cute fuzzy bunny
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
By the way, since we now know who you are, I just sent you some nice flowers.
You might want to poke them with a stick a few times before bringing them in the house.
You might want to poke them with a stick a few times before bringing them in the house.
CFB,Cute Fuzzy Bunny said:By the way, since we now know who you are, I just sent you some nice flowers.
You might want to poke them with a stick a few times before bringing them in the house.
The flowers were nice. And thanks for the neat pet rattlesnake in the container. But why is there an alarm clock in it?
Oh. I get it.
Because of my various positions in professional organizations and projects, my email, office and home coordinates have been public knowledge for several years -- decades really. My picture and bio has been out there for a long time. By the time it occured to me that this might not be a good thing, it was too late. I probably get more spam and email nonsense than any 10 of you put together. I don't go out of my way to publicize my identity, but I don't worry too much about it either. The cat's been out of the bag for a long time.
As I read this thread, I saw that rodmail was talking about what is mathematically possible while everyone else was talking about what made sense to answer the questions they had. I thought he might be feeling like the reason people kept coming back with practical, focused answers that did not address the specific FFT ideas he was throwing out was because they didn't understand the math. I thought it might help if he knew his technical ideas were understood.
I have just begun building my own web site (actually DW is doing it) to handle some of the projects I'm involved in. We hope it will reduce some of our required email load by allowing us to direct the various people we collaborate with to the parts of the site that will have information they need, rather than answer the same questions hundreds of times. It's more of an experiment in web building than a useful site today, but I did think it would be useful to establish my math/technical credentials with rodmail.
CFB must have done a quick search and found an old picture. At that point, I didn't see any reason to hide my ugly face further.
Because of my various positions in professional organizations and projects, my email, office and home coordinates have been public knowledge for several years -- decades really. My picture and bio has been out there for a long time. By the time it occured to me that this might not be a good thing, it was too late. I probably get more spam and email nonsense than any 10 of you put together. I don't go out of my way to publicize my identity, but I don't worry too much about it either. The cat's been out of the bag for a long time.
As I read this thread, I saw that rodmail was talking about what is mathematically possible while everyone else was talking about what made sense to answer the questions they had. I thought he might be feeling like the reason people kept coming back with practical, focused answers that did not address the specific FFT ideas he was throwing out was because they didn't understand the math. I thought it might help if he knew his technical ideas were understood.
I have just begun building my own web site (actually DW is doing it) to handle some of the projects I'm involved in. We hope it will reduce some of our required email load by allowing us to direct the various people we collaborate with to the parts of the site that will have information they need, rather than answer the same questions hundreds of times. It's more of an experiment in web building than a useful site today, but I did think it would be useful to establish my math/technical credentials with rodmail.
CFB must have done a quick search and found an old picture. At that point, I didn't see any reason to hide my ugly face further.
REWahoo
Give me a museum and I'll fill it. (Picasso) Give
sgeeeee said:
True. Short of a bag over your head, there isn't much more you can do.
SGeeeeee, it looks like you and I graduated from the same little college of engineering from the same little podunk state university in Raleigh. Another one of our frequent posters graduated the same year as you did from the same little college of engineering. Always good to see successful products of your school.
REWahoo
Give me a museum and I'll fill it. (Picasso) Give
sgeeeee said:That's one of my 15 citrus trees behind me. It looks pretty healthy, doesn't it? Perhaps I'll have my next photo taken with my head hidden by the branches. That's so much more classy than a bag.
Well, you've tried the floppy hat, long hair, beard, moustache and sunglasses 8)...yeah, I guess hiding in the citrus branches is the logical next step.
Post that photo and we'll poll the forum as to whether or not you need to don the bag.
cute fuzzy bunny
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
REWahoo! said:True. Short of a bag over your head, there isn't much more you can do.
Had i known he was a hobbit, i'd have gone easier on him.
Not much of a search really. He linked to his website, his name was at the top, its not a common name, typed it into google image search and there it was. AIYEEEE!
Dory, another idea. Maybe this does not belong in this thread. Dunno.
A gentleman just posted to the main board about firecalc observations and a point he made is somewhat relevant to the discussion just completed here, re: what makes market-like data.
We have the 130 data points that are market like data (because they are the market and thus must be market-like), but the gentleman points out that there is an absence of independence in the 90 or so samples of 30 yrs segments because when you move 1 yr, 29 of the 30 samples are a repeat of the previous examination.
At some point, maybe in the thread, someone said something about shuffling sequences and maybe what I'm about to say is what was meant.
What makes the historical record market-like? Is it the discrete numbers of annual market performance? Or is it the order of their occurence?
If you were to use a random number generator to . . . not create numbers, but to select a year's performance from your array of 130, and thereby invent sequences of 130 out of the historical data record, can we then achieve a goal of increased sample size of market-like data?
The fact that the historical record seems to have some human behavior identified that prevents SWRs significantly > 4% is supported by your previous pointing out that success %'s collapse when SWRs very little greater than 4% are tried -- but will that still be true for other data that does not perhaps share the absence of independence of 29 points being repeated in the measurement?
My wording is not clear on this. And neither is my concept, I confess. Just thought it might be worth tossing out.
A gentleman just posted to the main board about firecalc observations and a point he made is somewhat relevant to the discussion just completed here, re: what makes market-like data.
We have the 130 data points that are market like data (because they are the market and thus must be market-like), but the gentleman points out that there is an absence of independence in the 90 or so samples of 30 yrs segments because when you move 1 yr, 29 of the 30 samples are a repeat of the previous examination.
At some point, maybe in the thread, someone said something about shuffling sequences and maybe what I'm about to say is what was meant.
What makes the historical record market-like? Is it the discrete numbers of annual market performance? Or is it the order of their occurence?
If you were to use a random number generator to . . . not create numbers, but to select a year's performance from your array of 130, and thereby invent sequences of 130 out of the historical data record, can we then achieve a goal of increased sample size of market-like data?
The fact that the historical record seems to have some human behavior identified that prevents SWRs significantly > 4% is supported by your previous pointing out that success %'s collapse when SWRs very little greater than 4% are tried -- but will that still be true for other data that does not perhaps share the absence of independence of 29 points being repeated in the measurement?
My wording is not clear on this. And neither is my concept, I confess. Just thought it might be worth tossing out.
cute fuzzy bunny
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
The simple problem with that approach (which firecalc doesnt invoke) is that you break all of the year to year correlations. What you're proposing is basically a monte carlo approach only with the 130 year data set as the range of possible 'plug in' return sets.
Yes, I know. The point being that what makes those numbers "market-like" is that human behavior created them. Was the human behavior that created them more defined by day to day stimuli to their decisions or year to year?
I don't know. I would somehow suspect that day to day responses are more overt than . . . not year to year, but surely every other year.
cute fuzzy bunny
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
Its easy. When things go bad, people are market averse for a time. Then they're not. When things are good, people are market friendly. Then they're not. There is no mathematically reproduceable mechanism to create these psychological streams, although there are plenty of fair examples of them in the historic data. Short good ones. Long good ones. Short bad ones. Long bad ones.
While its not a bad idea, I'm not sure it changes the results much, or gives you a significant difference from a run of the mill monte carlo situation.
While its not a bad idea, I'm not sure it changes the results much, or gives you a significant difference from a run of the mill monte carlo situation.
I don't know the ramification either. I am just sensitive to the notion pointed out that 29 of the 30 samples in successive calculations are not independent. Hmmm, the calculation is not statistical because it is a single calculation of the performance of human behavior over 130 yrs. Therefore the 29 of 30 samples not being independent . . . perhaps is less offensive.
Meaning that because it is not a statistical calculation, the lack of independence may mean less.
There is a desire/goal to have more samples. But the single sample present is not a sample, it is the universe.
Have to think on this more.
Meaning that because it is not a statistical calculation, the lack of independence may mean less.
There is a desire/goal to have more samples. But the single sample present is not a sample, it is the universe.
Have to think on this more.
wabmester
Thinks s/he gets paid by the post
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Just to show how fruitless I think this is, let me throw something random out there.
Somebody just published another book about the Great Depression. One of this guy's arguments is that the depression lasted as long as it did because people had lost faith in the government. People didn't know what the hell was going to happen. Things were so confused that people found it plausible that property rights might disappear and that the government might start seizing property and nationalizing businesses, so nobody was willing to invest.
How do you model *that* based on just looking at annual return data? All of the inputs that move markets are hidden variables.
Somebody just published another book about the Great Depression. One of this guy's arguments is that the depression lasted as long as it did because people had lost faith in the government. People didn't know what the hell was going to happen. Things were so confused that people found it plausible that property rights might disappear and that the government might start seizing property and nationalizing businesses, so nobody was willing to invest.
How do you model *that* based on just looking at annual return data? All of the inputs that move markets are hidden variables.
dory36
Early-Retirement.org Founder, Developer of FIRECal
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Well, 2007 is not going to be independent of 2006, and July is not going to be independent of June. If we tried to model what was going to happen in 2007 or in July, and we abandoned the conditions leading up to those times, we might be able to claim "independence" but we won't learn more -- we'll have shuffled the data and pretended to get more data points by using them in a different order, but by doing so, we will have given up what made the data meaningful in the first place.
Hey hey hey, watch your vocabulary on this family board.dory36 said:
We call that "applying an inverse fast Fourier transform to selected eigenvalues of the applicable differential equations, thereby revealing fundamental harmonic distribution correlations".
Now that I've explained that question it should be pretty easy to turn into PHP code over a couple of workdays. Can I take a look at the first run next Tuesday?
REWahoo
Give me a museum and I'll fill it. (Picasso) Give
Nords said:
Dory!!!! Make him stop!!!
unclemick
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
And the Norwegian widow translation is: ?
Hmmmm - perhaps there isn't one.
Oh well - what the heck - drum roll please:
PSST WELLESLEY!
heh heh heh heh - 4.53% current yield. And Wellington is 3.25% for the er ah younger crowd.
?Hmmmm - perhaps there isn't one.
Oh well - what the heck - drum roll please:
PSST WELLESLEY!
heh heh heh heh - 4.53% current yield. And Wellington is 3.25% for the er ah younger crowd.
dory36
Early-Retirement.org Founder, Developer of FIRECal
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- 1,841
unclemick2 said:And the Norwegian widow translation is:
4%.
unclemick
Give me a museum and I'll fill it. (Picasso) Give me a forum ...
Yeah - you rite!
heh heh
heh heh
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