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Notes & Links.

Tuesday, May 25, 2010

Doing A One-Eighty

Y = SIN( - ( Θ + 90° ))

X = COS( - ( Θ + 90° ))

Θ Y X
-1.00 0.00
30° -0.87 -0.50
60° -0.50 -0.87
90° 0.00 -1.00
120° 0.50 -0.87
150° 0.87 -0.50
180° 1.00 0.00
210° 0.87 0.50
240° 0.50 0.87
270° 0.00 1.00
300° -0.50 0.87
330° -0.87 0.50
360° -1.00 0.00

Sunday, May 23, 2010

Magnetometer



How To Build A Magnetic Field Meter

Radio-Electronics Magazine

Friday, May 21, 2010

Scanning Kiosks

ScanFront 220/220P

Indus 5002C-TST

Scan & Go Express

Wednesday, May 19, 2010

BP Careerists' Inherited Lack Of Counter-Intelligence

Pessimists
Doubting Thomas's
Agency To Anticipate Malfunction
Troubleshooters
Negativity
False Sense Of Security
Antiestablishmentarianism
The Oppressed
Problem Solvers
Innovators
Checks And Balances
Opposition
Challengers
Competition
Resistance
Non Yes-Men
Non-Conformists
Under-Achievers
The Censored
Rebels
Revolters
Warners
Non-Complacents
Alarmists
Outsiders
Dispossessed
Have-Nots
Knock-It-Offs
Out-Sources

Monday, May 17, 2010

Misappropriated Accusals

Condoning The Geographically, Closest, Attentive Blamee Does Not Accurately Appoint Responsibility.
(i.e. See Children's Games Such As "Tag" Or "Pinning The Tail On The Donkey".)

Saturday, May 15, 2010

Malibu Ceramics

Tuesday, May 11, 2010

Why Americans Turn To Bloggers For Their News

Television Cue Card Readers Are Sold To The American Public As Journalists.

Tuesday, May 04, 2010

2008 U.S. Ad Spending And Rank

Procter & Gamble Co. 1 $4,838.1 million
Verizon Communications 2 $3,700.0 million
AT&T 3 $3,073.0 million
General Motors Co. 4 $2,901.1 million
Johnson & Johnson 5 $2,529.2 million
Unilever 6 $2,422.6 million
Walt Disney Co. 7 $2,217.6 million
Time Warner 8 $2,207.7 million
General Electric Co. 9 $2,019.3 million
Sears Holdings Corp. 10 $1,864.9 million
Ford Motor Co. 11 $1,856.0 million
GlaxoSmithKline 12 $1,827.0 million
Toyota Motor Corp. 13 $1,690.4 million
L'Oreal 14 $1,673.1 million
Walmart Stores 15 $1,659.8 million
Bank of America Corp. 16 $1,650.0 million
Anheuser-Busch InBev 17 $1,587.3 million
Sprint Nextel Corp. 18 $1,500.0 million
Sony Corp. 19 $1,464.9 million
JPMorgan Chase & Co. 20 $1,356.8 million
News Corp. 21 $1,337.8 million
J.C. Penney Co. 22 $1,314.0 million
PepsiCo 23 $1,293.9 million
Pfizer 24 $1,292.4 million
Kraft Foods 25 $1,272.1 million
Honda Motor Co. 26 $1,254.6 million
Macy's 27 $1,239.0 million
Target Corp. 28 $1,233.0 million
McDonald's Corp. 29 $1,201.0 million
Nissan Motor Co. 30 $1,199.3 million
U.S. Government 31 $1,195.6 million
Berkshire Hathaway 32 $1,186.1 million
Viacom 33 $1,178.6 million
General Mills 34 $1,174.3 million
Nestle 35 $1,138.8 million
Chrysler Group 36 $1,129.6 million
American Express Co. 37 $1,056.8 million
Mars Inc. 38 $1,037.6 million
Home Depot 39 $1,000.0 million
Citigroup 40 $970.7 million
Yum Brands 41 $960.8 million
Deutsche Telekom 42 $940.3 million
SABMiller (MillerCoors) 43 $934.0 million
Bristol-Myers Squibb Co. 44 $906.2 million
Kohl's Corp. 45 $890.0 million
Eli Lilly & Co. 46 $847.1 million
Bayer 47 $840.2 million
Kellogg Co. 48 $820.3 million
Microsoft Corp. 49 $802.3 million
Nike 50 $790.4 million
Lowe's Cos. 51 $789.0 million
SC Johnson 52 $774.7 million
Schering-Plough Corp. 53 $770.1 million
Estee Lauder Cos. 54 $770.0 million
Coca-Cola Co. 55 $752.1 million
Reckitt Benckiser 56 $725.8 million
Campbell Soup Co. 57 $711.1 million
LVMH Moet Hennessy Louis Vuitton 58 $687.3 million
Clorox Co. 59 $686.3 million
Comcast Corp. 60 $669.8 million
Capital One Financial Corp. 61 $654.1 million
Merck & Co. 62 $617.7 million
Wyeth 63 $614.0 million
Best Buy Co. 64 $596.0 million
State Farm Mutual Auto Insurance Co. 65 $576.1 million
AstraZeneca 66 $576.0 million
Visa 67 $549.1 million
Dell 68 $538.2 million
Diageo 69 $536.6 million
Kroger Co. 70 $532.0 million
Allstate Corp. 71 $526.2 million
Wells Fargo & Co. 72 $525.0 million
Hyundai Motor Co. 73 $512.8 million
Limited Brands 74 $502.0 million
Novartis 75 $494.7 million
FMR Corp. (Fidelity Investments) 76 $483.8 million
Boehringer Ingelheim 77 $482.1 million
Abbott Laboratories 78 $470.9 million
Progressive Corp. 79 $470.4 million
Wendy's/Arby's Group 80 $453.4 million
IBM Corp. 81 $445.7 million
DirecTV Group 82 $442.0 million
MasterCard 83 $437.5 million
Doctor's Associates (Subway) 84 $432.0 million
eBay 85 $429.1 million
Sanofi-Aventis 86 $422.8 million
Safeway 87 $420.2 million
Hewlett-Packard Co. 88 $412.1 million
Qwest Communications International 89 $411.0 million
Volkswagen 90 $407.2 million
Circuit City Stores 91 $404.6 million
Mattel 92 $403.4 million
Daimler 93 $401.3 million
Coty (JAB Investments) 94 $394.7 million
Burger King Holdings 95 $387.8 million
Fortune Brands 96 $386.0 million
Colgate-Palmolive Co. 97 $384.3 million
Lions Gate Entertainment Corp. 98 $375.4 million
ConAgra Foods 99 $352.4 million
Philips Electronics 100 $351.5 million

Now Transparency Is Opaque!

Samsung's S-Series Digital Camcorders And Digital Living Network Alliance (DLNA) Is About To Surpass Sony's Failed ImageStationSM In Implementing Camcorder WiFi.

AllShare Is Samsung's Proprietary Technology That Enables Business Users To Boost Productivity With The Ability To Connect A TV To Devices Such As Laptops, Desktops, Digital Cameras, Mobile Phones And More.

The Next Step Is To Skip The Add-Ons And Get It On The Web, Da!

Plan To Charge Prisoners $5-A-Day Fee

In The "Real World" The Ones With The Largest Debt To Society Pay The Most And Get Treated The Best.

On Selling Out & Sucking Up

Death Threats From Paparazzi Don't Confront Me As Neither Does The All Mighty Dollar.

Setting The Precedent

Just As Oil Tankers Get Free Oil From The BP Oil Spill, Wall Street Has To Explain Why It Profited From The Meltdown.

Largest Environmental Catastrophe

The Person(s) Responsible For The BP Oil Spill Should Be Shackled With Leg Irons And Have To Chew Their Legs Off To Get Free, As Other Life Forms Will Subsequently Have To Do.
People Build Bomb Shelters Don't They?
This Funnel, Hood, Iron Box, Channeler, Collector, Oil Capture Device Thingamajig Is Just Way Too Late!

Nomenclature

Anything Defined With A Symbol Was Originally Intended To Be Given A Word Once Accepted As A Legitimate Concept. (i.e. The Word "Derivative" Has Been Borrowed From The Mathematics Community By The Finance Community, Out Of Context.)

Most Concepts Are Named After The Peron Who Invented Them. (i.e. The Basic Unit Of Energy Or Work Was Discovered By The Physicist James Prescott Joule, Thus The Word "Joule")

Any Other Half-Witted Explanation Would Only Render Mockery.

Mr. Hammer Probably Got A Lot Of Dysfunction Once He Discovered The Most Popular Tool Used By Carpenters.

Errrrrr, Wrong Answer!

Government Is Something That Takes Everybody's Pride And Says It's Doing A Good Job!

Monday, May 03, 2010

The Research Process:

Defining the Problem.
Research Design.
Data Collection.
Analysis.
Report Writing & presentation.

A brief discussion on these steps is:

Problem audit and problem definition - What is the problem? What are the various aspects of the problem? What information is needed?

Conceptualization and operationalization - How exactly do we define the concepts involved? How do we translate these concepts into observable and measurable behaviours?

Hypothesis specification - What claim(s) do we want to test?

Research design specification - What type of methodology to use? - examples: questionnaire, survey

Question specification - What questions to ask? In what order?

Scale specification - How will preferences be rated?

Sampling design specification - What is the total population? What sample size is necessary for this population? What sampling method to use?- examples: Probability Sampling:- (cluster sampling, stratified sampling, simple random sampling, multistage sampling, systematic sampling) & Nonprobability sampling:- (Convenience Sampling,Judgement Sampling, Purposive Sampling, Quota Sampling, Snowball Sampling, etc. )

Data collection - Use mail, telephone, internet, mall intercepts

Codification and re-specification - Make adjustments to the raw data so it is compatible with statistical techniques and with the objectives of the research - examples: assigning numbers, consistency checks, substitutions, deletions, weighting, dummy variables, scale transformations, scale standardization

Statistical analysis - Perform various descriptive and inferential techniques (see below) on the raw data. Make inferences from the sample to the whole population. Test the results for statistical significance.

Interpret and integrate findings - What do the results mean? What conclusions can be drawn? How do these findings relate to similar research?

Write the research report - Report usually has headings such as: 1) executive summary; 2) objectives; 3) methodology; 4) main findings; 5) detailed charts and diagrams. Present the report to the client in a 10 minute presentation. Be prepared for questions.

The design step may involve a pilot study to in order to discover any hidden issues. The codification and analysis steps are typically performed by computer, using software such as DAP or PSPP. The data collection steps, can in some instances be automated, but often require significant manpower to undertake. Interpretation is a skill mastered only by experience.

Trading Platforms

JStock
TradeStation
OpenQuant
NinjaTrader
Capital IQ
Commodity Systems, Inc.
Morningstar, Inc.

Downloading Stock Quote Yahoo Data

Here’s a neat way to download stock data from Yahoo:

[http://finance.yahoo.com/d/quotes.csv?s=],

[a BUNCH of STOCK SYMBOLS separated by “+”, such as XOM+BBDb.TO+JNJ+MSFT],

[&f=a bunch of special tags, such as below]

Try It

special tags

a Ask a2 Average Daily Volume a5 Ask Size
b Bid b2 Ask (Real-time) b3 Bid (Real-time)
b4 Book Value b6 Bid Size c Change & Percent Change
c1 Change c3 Commission c6 Change (Real-time)
c8 After Hours Change (Real-time) d Dividend/Share d1 Last Trade Date
d2 Trade Date e Earnings/Share e1 Error Indication (returned for symbol changed / invalid)
e7 EPS Estimate Current Year e8 EPS Estimate Next Year e9 EPS Estimate Next Quarter
f6 Float Shares g Day’s Low h Day’s High
j 52-week Low k 52-week High g1 Holdings Gain Percent
g3 Annualized Gain g4 Holdings Gain g5 Holdings Gain Percent (Real-time)
g6 Holdings Gain (Real-time) i More Info i5 Order Book (Real-time)
j1 Market Capitalization j3 Market Cap (Real-time) j4 EBITDA
j5 Change From 52-week Low j6 Percent Change From 52-week Low k1 Last Trade (Real-time) With Time
k2 Change Percent (Real-time) k3 Last Trade Size k4 Change From 52-week High
k5 Percebt Change From 52-week High l Last Trade (With Time) l1 Last Trade (Price Only)
l2 High Limit l3 Low Limit m Day’s Range
m2 Day’s Range (Real-time) m3 50-day Moving Average m4 200-day Moving Average
m5 Change From 200-day Moving Average m6 Percent Change From 200-day Moving Average m7 Change From 50-day Moving Average
m8 Percent Change From 50-day Moving Average n Name n4 Notes
o Open p Previous Close p1 Price Paid
p2 Change in Percent p5 Price/Sales p6 Price/Book
q Ex-Dividend Date r P/E Ratio r1 Dividend Pay Date
r2 P/E Ratio (Real-time) r5 PEG Ratio r6 Price/EPS Estimate Current Year
r7 Price/EPS Estimate Next Year s Symbol s1 Shares Owned
s7 Short Ratio t1 Last Trade Time t6 Trade Links
t7 Ticker Trend t8 1 yr Target Price v Volume
v1 Holdings Value v7 Holdings Value (Real-time) w 52-week Range
w1 Day’s Value Change w4 Day’s Value Change (Real-time) x Stock Exchange
y Dividend Yield  

Sunday, May 02, 2010

NO?!?

Fix The Problem By Addressing The Problem!
BeCause.

α

ALPHA: population linear projection ceofficient - probability of a Type I error

β

BETA: population regression coefficient - in the CAPM, the correlation between the expected return of a stock or portfolio and the return of the market as a whole - probability of a Type II error

γ

GAMMA: autocovariance matrix for vector process - autocovariance for scalar process - the rate of change in the delta

δ

DELTA: change in value of variable - coefficient on time trend - the sensitivity to changes in the price of the underlying asset

ε

EPSILON: a white noise variable

ζ

ZETA: constant term in ARCH specification

η

ETA: AR (∞) coefficient

θ

THETA: matrix of MA coefficient - scalar MA (q) coefficient - sensitivity to the passage of time

κ

KAPPA: kernel

λ

LAMBDA: matrix of eigenvalues - Lagrange multiplier - the percentage change in option value per change in the underlying price

μ

MU: population mean

ν

NU: degrees of freedom

ξ

XI: matrix of derivatives

π

PI: product - the number 3.14159...

ρ

RHO: autocorrelation - autoregressive coefficient - sensitivity to the applicable interest rate

σ

SIGMA: summation - long-run variance-covariance matrix - population standard deviation

τ

TAU: time index

υ

UPSILON: scaling matrix to calculate asymptotic distributions

φ

PHI: matrix of autoregressive coefficients - scalar autoregressive coefficient

χ

CHI: a variable with a chi-square distribution

ψ

PSI: matrix of MA coefficient for vector MA (∞) process - moving average coefficient for scalar MA (∞) process

ω

OMEGA: variance-covariance matrix - frequency

Efficient-Market Hypothesis

"The Behavior Of Stock-Market Prices" By Eugene F. Fama

Copula

Here's what killed your 401(k)   David X. Li's Gaussian copula function as first published in 2000. Investors exploited it as a quick—and fatally flawed—way to assess risk. A shorter version appears on this month's cover of Wired.

Probability

Specifically, this is a joint default probability—the likelihood that any two members of the pool (A and B) will both default. It's what investors are looking for, and the rest of the formula provides the answer.

Survival times

The amount of time between now and when A and B can be expected to default. Li took the idea from a concept in actuarial science that charts what happens to someone's life expectancy when their spouse dies.

Equality

A dangerously precise concept, since it leaves no room for error. Clean equations help both quants and their managers forget that the real world contains a surprising amount of uncertainty, fuzziness, and precariousness.

Copula

This couples (hence the Latinate term copula) the individual probabilities associated with A and B to come up with a single number. Errors here massively increase the risk of the whole equation blowing up.

Distribution functions

The probabilities of how long A and B are likely to survive. Since these are not certainties, they can be dangerous: Small miscalculations may leave you facing much more risk than the formula indicates.

Gamma

The all-powerful correlation parameter, which reduces correlation to a single constant—something that should be highly improbable, if not impossible. This is the magic number that made Li's copula function irresistible.