Re: [Jchat] Introducing J to Financial & Actuarial Students
Black Monday October 1987 > the DJIA fell 508 points and roughly 600 million shares were traded, both > records. > markets, left to their own devices, can and will break down into panic and > chaos. Donna Y dy...@sympatico.ca > On Aug 6, 2019, at 6:11 PM, Jose Mario Quintana > wrote: > > "That's not what it says." > > Really? Be that as it may, meanwhile you have not shown a single instance > of a technical strategy, of the kind entertained in that paper, able to > beat the market with a statistically significant level according to a > backtest, let alone one which can do so in real-time betting real money. > Have you? > > "It does suggest that EMH would have implications about the nature of > trading. But its central argument is that is the market were efficient that > we could expect the market to have problem solving properties which it > doesn't have." > > You are not trying to imply, based on the claims of that paper, that the > market is inefficient. Are you? What the paper says is, > > "To be clear, we are also not trying to determine if P = NP or, for that > matter, whether markets are efficient." > > > > > > > > > > > > > > On Mon, Aug 5, 2019 at 9:23 AM Raul Miller wrote: > >> On Sun, Aug 4, 2019 at 7:03 PM Jose Mario Quintana < >> jose.mario.quint...@gmail.com> wrote: >> >>> "So I'm not seeing the problem." >>> >>> The paper, of which you are fond, implies that there might (or there >> might >>> not) be at least one mighty ghost technical trading strategy which, in a >>> simulation, would have convincingly beaten a given market for a period of >>> time in the past, and one would probably never know depending on whether >>> P≠NP or not. >> >> >> >> >>> However, even if a mighty ghost makes a sudden apparition, there is no >>> assurance it would be able to beat the particular market (in which it was >>> backtested) in real-time betting real money because, for example, a >> phantom >>> concealed unregulated trading strategy might (or might not) start >> operating >>> ruining the actual mighty ghost trades. (Once again, "Past performance >> is >>> not [necessarily] indicative of future results.") Instead of invoking >>> ghosts and phantoms I prefer to cite an actual trading record, such as >> the >>> one from the very smart lady I mentioned, as likely concrete evidence >>> against the EMH (in a specific context). >> >> >> That's not what it says. >> >> It does suggest that EMH would have implications about the nature of >> trading. But its central argument is that is the market were efficient that >> we could expect the market to have problem solving properties which it >> doesn't have. >> >> -- >> Raul >> -- >> For information about J forums see http://www.jsoftware.com/forums.htm >> > -- > For information about J forums see http://www.jsoftware.com/forums.htm -- For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] Introducing J to Financial & Actuarial Students
"That's not what it says." Really? Be that as it may, meanwhile you have not shown a single instance of a technical strategy, of the kind entertained in that paper, able to beat the market with a statistically significant level according to a backtest, let alone one which can do so in real-time betting real money. Have you? "It does suggest that EMH would have implications about the nature of trading. But its central argument is that is the market were efficient that we could expect the market to have problem solving properties which it doesn't have." You are not trying to imply, based on the claims of that paper, that the market is inefficient. Are you? What the paper says is, "To be clear, we are also not trying to determine if P = NP or, for that matter, whether markets are efficient." On Mon, Aug 5, 2019 at 9:23 AM Raul Miller wrote: > On Sun, Aug 4, 2019 at 7:03 PM Jose Mario Quintana < > jose.mario.quint...@gmail.com> wrote: > > > "So I'm not seeing the problem." > > > > The paper, of which you are fond, implies that there might (or there > might > > not) be at least one mighty ghost technical trading strategy which, in a > > simulation, would have convincingly beaten a given market for a period of > > time in the past, and one would probably never know depending on whether > > P≠NP or not. > > > > > > However, even if a mighty ghost makes a sudden apparition, there is no > > assurance it would be able to beat the particular market (in which it was > > backtested) in real-time betting real money because, for example, a > phantom > > concealed unregulated trading strategy might (or might not) start > operating > > ruining the actual mighty ghost trades. (Once again, "Past performance > is > > not [necessarily] indicative of future results.") Instead of invoking > > ghosts and phantoms I prefer to cite an actual trading record, such as > the > > one from the very smart lady I mentioned, as likely concrete evidence > > against the EMH (in a specific context). > > > That's not what it says. > > It does suggest that EMH would have implications about the nature of > trading. But its central argument is that is the market were efficient that > we could expect the market to have problem solving properties which it > doesn't have. > > -- > Raul > -- > For information about J forums see http://www.jsoftware.com/forums.htm > -- For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
http://www.jsoftware.com/pipermail/programming/2011-June/023132.html
NB. The forum search page is superb, thanks Chris!
Le 2019-08-06 à 16:40, Devon McCormick a écrit :
> Must be a slow day:
>
>
> a.{~<.0.5+(+/%#)&>('PERFECT';'MIMD';'COMPACT';'COSMIC';'ICON';'HUGE';'IMPACT'
> JJJ
>
--
For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
Must be a slow day:
a.{~<.0.5+(+/%#)&>('PERFECT';'MIMD';'COMPACT';'COSMIC';'ICON';'HUGE';'IMPACT'
JJJ
On Tue, Aug 6, 2019 at 1:12 PM Nicholas Spies wrote:
> That's what I have assumed, also...
>
> On Tuesday, August 6, 2019, R.E. Boss wrote:
>
> > Heard (quite some time ago) that J is the next letter after H and I (Hui
> &
> > Iverson).
> > It's one of the stories I believe in.
> >
> >
> > R.E. Boss
> >
> >
> > > -Oorspronkelijk bericht-
> > > Van: Chat Namens Devon
> > > McCormick
> > > Verzonden: maandag 5 augustus 2019 22:36
> > > Aan: Chat forum
> > > Onderwerp: Re: [Jchat] What does "J" mean?
> > >
> > > In case you haven't guessed by now, "J" does not stand for something
> > else.
> > >
> > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat wrote:
> > >
> > > > I thought Roger Hui's explanation was the "official" explanation,
> > > > since I thought he was the one who gave the name to the language.
> > > >
> > > > Harvey
> > > >
> --
> > > > For information about J forums see
> > > http://www.jsoftware.com/forums.htm
> > > >
> > >
> > >
> > > --
> > >
> > > Devon McCormick, CFA
> > >
> > > Quantitative Consultant
> > > --
> > > For information about J forums see http://www.jsoftware.com/forums.htm
> > --
> > For information about J forums see http://www.jsoftware.com/forums.htm
> >
> --
> For information about J forums see http://www.jsoftware.com/forums.htm
>
--
Devon McCormick, CFA
Quantitative Consultant
--
For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
That's what I have assumed, also... On Tuesday, August 6, 2019, R.E. Boss wrote: > Heard (quite some time ago) that J is the next letter after H and I (Hui & > Iverson). > It's one of the stories I believe in. > > > R.E. Boss > > > > -Oorspronkelijk bericht- > > Van: Chat Namens Devon > > McCormick > > Verzonden: maandag 5 augustus 2019 22:36 > > Aan: Chat forum > > Onderwerp: Re: [Jchat] What does "J" mean? > > > > In case you haven't guessed by now, "J" does not stand for something > else. > > > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat wrote: > > > > > I thought Roger Hui's explanation was the "official" explanation, > > > since I thought he was the one who gave the name to the language. > > > > > > Harvey > > > -- > > > For information about J forums see > > http://www.jsoftware.com/forums.htm > > > > > > > > > -- > > > > Devon McCormick, CFA > > > > Quantitative Consultant > > -- > > For information about J forums see http://www.jsoftware.com/forums.htm > -- > For information about J forums see http://www.jsoftware.com/forums.htm > -- For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
a.{~p:inv&.q:815
--
Raul
On Tue, Aug 6, 2019 at 8:08 AM Don Guinn wrote:
>
> Also the average of KEN:
>
> a.{~<.0.5+(+/%#) a. i. 'KEN'
>
> J
>
>
>
> On Tue, Aug 6, 2019 at 5:44 AM Devon McCormick wrote:
>
> > It's the average of APL:
> >
> > a.{~<.0.5+(+/%#) a. i. 'APL'
> > J
> >
> > On Tue, Aug 6, 2019 at 7:26 AM Björn Helgason wrote:
> >
> > > It in the middle of Reykjavik.
> > >
> > > Stands for the religion of the vikings.
> > > On 6 Aug 2019 10:37, "R.E. Boss" wrote:
> > >
> > > > Heard (quite some time ago) that J is the next letter after H and I
> > (Hui
> > > &
> > > > Iverson).
> > > > It's one of the stories I believe in.
> > > >
> > > >
> > > > R.E. Boss
> > > >
> > > >
> > > > > -Oorspronkelijk bericht-
> > > > > Van: Chat Namens Devon
> > > > > McCormick
> > > > > Verzonden: maandag 5 augustus 2019 22:36
> > > > > Aan: Chat forum
> > > > > Onderwerp: Re: [Jchat] What does "J" mean?
> > > > >
> > > > > In case you haven't guessed by now, "J" does not stand for something
> > > > else.
> > > > >
> > > > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat
> > wrote:
> > > > >
> > > > > > I thought Roger Hui's explanation was the "official" explanation,
> > > > > > since I thought he was the one who gave the name to the language.
> > > > > >
> > > > > > Harvey
> > > > > >
> > > --
> > > > > > For information about J forums see
> > > > > http://www.jsoftware.com/forums.htm
> > > > > >
> > > > >
> > > > >
> > > > > --
> > > > >
> > > > > Devon McCormick, CFA
> > > > >
> > > > > Quantitative Consultant
> > > > >
> > --
> > > > > For information about J forums see
> > http://www.jsoftware.com/forums.htm
> > > > --
> > > > For information about J forums see http://www.jsoftware.com/forums.htm
> > > >
> > > --
> > > For information about J forums see http://www.jsoftware.com/forums.htm
> > >
> >
> >
> > --
> >
> > Devon McCormick, CFA
> >
> > Quantitative Consultant
> > --
> > For information about J forums see http://www.jsoftware.com/forums.htm
> >
> --
> For information about J forums see http://www.jsoftware.com/forums.htm
--
For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
Also the average of KEN:
a.{~<.0.5+(+/%#) a. i. 'KEN'
J
On Tue, Aug 6, 2019 at 5:44 AM Devon McCormick wrote:
> It's the average of APL:
>
> a.{~<.0.5+(+/%#) a. i. 'APL'
> J
>
> On Tue, Aug 6, 2019 at 7:26 AM Björn Helgason wrote:
>
> > It in the middle of Reykjavik.
> >
> > Stands for the religion of the vikings.
> > On 6 Aug 2019 10:37, "R.E. Boss" wrote:
> >
> > > Heard (quite some time ago) that J is the next letter after H and I
> (Hui
> > &
> > > Iverson).
> > > It's one of the stories I believe in.
> > >
> > >
> > > R.E. Boss
> > >
> > >
> > > > -Oorspronkelijk bericht-
> > > > Van: Chat Namens Devon
> > > > McCormick
> > > > Verzonden: maandag 5 augustus 2019 22:36
> > > > Aan: Chat forum
> > > > Onderwerp: Re: [Jchat] What does "J" mean?
> > > >
> > > > In case you haven't guessed by now, "J" does not stand for something
> > > else.
> > > >
> > > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat
> wrote:
> > > >
> > > > > I thought Roger Hui's explanation was the "official" explanation,
> > > > > since I thought he was the one who gave the name to the language.
> > > > >
> > > > > Harvey
> > > > >
> > --
> > > > > For information about J forums see
> > > > http://www.jsoftware.com/forums.htm
> > > > >
> > > >
> > > >
> > > > --
> > > >
> > > > Devon McCormick, CFA
> > > >
> > > > Quantitative Consultant
> > > >
> --
> > > > For information about J forums see
> http://www.jsoftware.com/forums.htm
> > > --
> > > For information about J forums see http://www.jsoftware.com/forums.htm
> > >
> > --
> > For information about J forums see http://www.jsoftware.com/forums.htm
> >
>
>
> --
>
> Devon McCormick, CFA
>
> Quantitative Consultant
> --
> For information about J forums see http://www.jsoftware.com/forums.htm
>
--
For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
It's the average of APL:
a.{~<.0.5+(+/%#) a. i. 'APL'
J
On Tue, Aug 6, 2019 at 7:26 AM Björn Helgason wrote:
> It in the middle of Reykjavik.
>
> Stands for the religion of the vikings.
> On 6 Aug 2019 10:37, "R.E. Boss" wrote:
>
> > Heard (quite some time ago) that J is the next letter after H and I (Hui
> &
> > Iverson).
> > It's one of the stories I believe in.
> >
> >
> > R.E. Boss
> >
> >
> > > -Oorspronkelijk bericht-
> > > Van: Chat Namens Devon
> > > McCormick
> > > Verzonden: maandag 5 augustus 2019 22:36
> > > Aan: Chat forum
> > > Onderwerp: Re: [Jchat] What does "J" mean?
> > >
> > > In case you haven't guessed by now, "J" does not stand for something
> > else.
> > >
> > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat wrote:
> > >
> > > > I thought Roger Hui's explanation was the "official" explanation,
> > > > since I thought he was the one who gave the name to the language.
> > > >
> > > > Harvey
> > > >
> --
> > > > For information about J forums see
> > > http://www.jsoftware.com/forums.htm
> > > >
> > >
> > >
> > > --
> > >
> > > Devon McCormick, CFA
> > >
> > > Quantitative Consultant
> > > --
> > > For information about J forums see http://www.jsoftware.com/forums.htm
> > --
> > For information about J forums see http://www.jsoftware.com/forums.htm
> >
> --
> For information about J forums see http://www.jsoftware.com/forums.htm
>
--
Devon McCormick, CFA
Quantitative Consultant
--
For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
It in the middle of Reykjavik. Stands for the religion of the vikings. On 6 Aug 2019 10:37, "R.E. Boss" wrote: > Heard (quite some time ago) that J is the next letter after H and I (Hui & > Iverson). > It's one of the stories I believe in. > > > R.E. Boss > > > > -Oorspronkelijk bericht- > > Van: Chat Namens Devon > > McCormick > > Verzonden: maandag 5 augustus 2019 22:36 > > Aan: Chat forum > > Onderwerp: Re: [Jchat] What does "J" mean? > > > > In case you haven't guessed by now, "J" does not stand for something > else. > > > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat wrote: > > > > > I thought Roger Hui's explanation was the "official" explanation, > > > since I thought he was the one who gave the name to the language. > > > > > > Harvey > > > -- > > > For information about J forums see > > http://www.jsoftware.com/forums.htm > > > > > > > > > -- > > > > Devon McCormick, CFA > > > > Quantitative Consultant > > -- > > For information about J forums see http://www.jsoftware.com/forums.htm > -- > For information about J forums see http://www.jsoftware.com/forums.htm > -- For information about J forums see http://www.jsoftware.com/forums.htm
Re: [Jchat] What does "J" mean?
Heard (quite some time ago) that J is the next letter after H and I (Hui & Iverson). It's one of the stories I believe in. R.E. Boss > -Oorspronkelijk bericht- > Van: Chat Namens Devon > McCormick > Verzonden: maandag 5 augustus 2019 22:36 > Aan: Chat forum > Onderwerp: Re: [Jchat] What does "J" mean? > > In case you haven't guessed by now, "J" does not stand for something else. > > On Mon, Aug 5, 2019 at 3:04 PM HH PackRat wrote: > > > I thought Roger Hui's explanation was the "official" explanation, > > since I thought he was the one who gave the name to the language. > > > > Harvey > > -- > > For information about J forums see > http://www.jsoftware.com/forums.htm > > > > > -- > > Devon McCormick, CFA > > Quantitative Consultant > -- > For information about J forums see http://www.jsoftware.com/forums.htm -- For information about J forums see http://www.jsoftware.com/forums.htm
