someben

PDF & Markdown viewer with intentionally restricted navigation, so you can mash the buttons easily on a tablet while exercising.

Wow 2007 called and wants its Ornstein-Uhlenbeck back.

I added Discworld to TextCraft.

Adding right now.

Hmm, do you have a specific example? (Of the MUD and client?)

That would be slick. However I think Slack keeping up with nice clients on every platform imaginable is a nice way to piggyback.

Great thanks. I'll add links to the homepage.

I've been tempted to send a "look" or "inv(entory)" command to keep-alive a session. Hmm...

Will try to put together some benchmarks for the cooler sketches & summary stats. Doing mutual information across two millisecond streams could be pretty convincing!

Most important comment on this thread.

Thanks!

New Ruby module on Github to import & parse the treebank corpus: https://news.ycombinator.com/item?id=6395420

Check out the behavioral finance literature, like the Shleifer book: http://www.amazon.com/Inefficient-Markets-Introduction-Behav...

When people use derivatives to hedge their exposure to "bad things happening" and the market is not very liquid (i.e. BTC), arbitrage opportunities can persist. For example, if there is no buyer at an out-of-the-money option strike price I know is overpriced, then the market cannot correct itself even though I am "right." When these mis-pricings stick around for a while, the eventual corrections are often much more extreme. Derivatives reduce overall volatility when the spot market is mature and liquid, which is a far cry from MtGox right now.

Logistic regression and other parametric, non-regularized linear learners tend to do poorly with NLP forecasting -type modeling. (They usually overfit.)

That Twitter paper has been torn to shreds over the last couple of years. Here is me snarking: http://blog.someben.com/2011/05/sour-grapes-seven-reasons-wh...

What is your source for the ole' "derivatives reduce volatility in the spot market" assumption?

Or it would cannibalize their real business, reputation-wise. Imagine if Quicken started trading TurboTax data...

Out-of-sample backtest or it didn't happen. Out of a bunch of random search queries, chances are several of them will be "predictive" of futures moves in an index. Big whoop.

Kinda an obvious introduction to order books. Later I hope he gets into the rebate mechanism:

http://www.interactivebrokers.com/en/accounts/fees/NYSEstkfe...

Note that you get PAID for placing certain types of orders.