crntaylor

9 ms·

31.
by crntaylor 13y ago
This is really interesting - I didn't know about that snippet of Lisp history. So the expression we'd write today as (car (append '(a b c) '(d e f))) Would originally have been written in M-express
32.
by crntaylor 13y ago
It wasn't meant to be a criticism of your implementation - just a comparison of the two languages for this particular task. Haskell happens to be very concise for writing mathematical code. I love Python too, but for different reasons
33.
by crntaylor 13y ago
Ture, but notice how easy and natural it is in Haskell. You can do the same thing in Python, as noted in the comment by jordigh -- but it takes ~40 lines, as opposed to ~8 lines in Haskell. I'm willing to bet that it's even more v
34.
by crntaylor 13y ago
Yes -- see the source here: http://hackage.haskell.org/package/base-4.6.0.1/docs/src/GHC...
35.
by crntaylor 13y ago
Fair point! It's interesting to figure out what the complexity must be. There are certainly n additions to perform, and the numbers being added on the k'th step are of size O(phi^k) which will take O(log(phi^k)) = O(k log(phi)) to
36.
by crntaylor 13y ago
Indeed! In fact, it occurs to me that you can get something of a 'best of both worlds' solution between the elegant mathematical solution and the exactness of the recursive solution very easily in Haskell, by defining the field ex
37.
by crntaylor 13y ago
The Fibonacci example is flawed, in that the given definition, in terms of phi = (1 + sqrt 5) / 2.0, is inaccurate even for moderately-sized inputs. A standard, O(n) definition for computing fibonacci numbers is >> let fibs =
38.
by crntaylor 13y ago
Don't get too excited. The actual quotation is "Assuming Bitcoin becomes a major player in both e-commerce and money transfer *and* a significant store of value with a reputation close to silver, our fair value analysi
39.
by crntaylor 13y ago
I like the article. I think it's well written, an important subject, and the world would be better if more people read it and digested its message. I still wish it didn't repeat the myth that Coca-Cola invented the modern image of
40.
by crntaylor 13y ago
I expect that you will learn a lot, and much of it will be interesting. Some of it will even be applicable outside of finance. Almost certainly you will lose money (through fees and buying data, if nothing else). If you're okay with th
41.
by crntaylor 13y ago
That is not trading - that is investing.
42.
by crntaylor 13y ago
It sounds like previously you were losing money because your frequent trading generated a lot of transaction costs. Now you trade less frequently, you have removed a lot of drag on your returns. Essentially, all I am saying is that if your
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by crntaylor 13y ago
There are, broadly speaking, three kinds of quant funds that trade equities - 1. High frequency trading firms with sub-millisecond latency, who make their money from the bid-offer spread. You can't compete here. 2. Medium term traders
44.
by crntaylor 13y ago
A commodity is only worth what someone will pay for it. It would be impossible to offload 1M BTC at the market mid (currently $962) so it seems ridiculous to value Satoshi's bitcoin wallet at $1B. The market isn't sufficiently wel
45.
by crntaylor 13y ago
I can understand that you were excited to be the one to create the poll, but I think you did a very poor job of it. By the time you added the most recent names to the poll (22 minutes after creating it) at least one name already had 100+ vo
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by crntaylor 13y ago
> Imagine mathematicians or computer scientists re-proving real analysis theorems using floating point arithmetic... Mathematicians and computer scientists do prove theorems about floating point arithmetic! For example, the most wide
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by crntaylor 13y ago
I don't agree with this statement "It is not sufficient merely to prove a program correct; you have to test it too." It is sufficient to prove a program correct - as long as your proof is not faulty! The problem i
48.
by crntaylor 13y ago
It's not trying to recommend similar artists - it's recommending artists that you will like! I think Mogwai and Aphex Twin are pretty good recommendations for someone who likes the math rock/post rock that Don Cab play.
49.
by crntaylor 13y ago
Bar graph, for ease of comparison: http://imgur.com/J21Oi7Z
50.
by crntaylor 13y ago
I really enjoyed it. It's an odd experience, listening to an album that old and that well known for the first time, because almost inevitably you will have heard some of the songs before without realising where they were from. A couple
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12 Steps to Navier Stokes (Computational Fluid Dynamics in Python)(lorenabarba.com)
1 points by crntaylor 13y ago|0 comments
52.
by crntaylor 13y ago
Today I listened to the album The Rise and Fall of Ziggy Stardust for the first time. It was released in 1972. Is it really that bewildering to you that not everyone has seen everything that exists already?
53.
by crntaylor 13y ago
That's the joke - http://en.wikipedia.org/wiki/Millenium_Falcon#Depiction A reference to the Millenium Falcon completing the Kessel Run in "less than twelve parsecs"
54.
by crntaylor 13y ago
Valid point - you eventually want your revenue to be larger than your expenses (unless you plan to get acqui-hired...) Invalid point - you need Excel to figure that out. I think a good hacker is more likely to use some combination of R,
55.
by crntaylor 13y ago
Yes, that's more or less it. The system you implement still knows about linearity of differentiation, the product rule, chain rule etc but it's not a full blown CAS. It can't give you the symbolic derivative of a function (al
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by crntaylor 13y ago
This is interesting. I am generally very skeptical about taking derivatives of functions computed from real-world data for exactly this reason. What I normally end up doing is applying some form of kernel smoothing (e.g. nearest K points wi
57.
by crntaylor 13y ago
The typical approach is to provide overloaded versions of primitive functions (generally addition, multiplication, subtraction, division, powers, trig and hyperbolic trig functions, exponential and logarithm) for which you explicitly tell t
58.
by crntaylor 13y ago
True, but I don't think Strassen and other efficient algorithms are much used in practice. If you go poke around in the source code for BLAS or LAPACK you'll see that the matrix multiplication algorithm used is an O(N^3) algorithm
59.
by crntaylor 13y ago
The point is that when you're considering the Taylor series for a dual number argument, you don't lose any precision, because higher powers of the "imaginary" part of the dual number vanish. The example he gives is
60.
by crntaylor 13y ago
Very neat. Presumably there is a more efficient method for implementing Nth order automatic differentiation than encoding the dual numbers as NxN matrices, though? To multiply the matrices takes O(N^3) time, whereas by exploiting their know

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