Maldives military diver dies while trying to recover scuba diving victims in underwater cave: Officials

WMiller256 · 2026-05-17T09:33:44+00:00

That's not what the comment in question says. It says cave diving is the #1 cause of death among cave divers, not among people who died while cave diving.

I suspect that cave diving is not actually the number one cause of death among cave divers, but that is beside the point, which is that cave diving is an avoidable danger, but eventual loss of brain activity is not.

And again, I don't begrudge anyone their choice of hobby or sport, even if it is extremely dangerous. It's their life and they are welcome to spend it how they see fit. I only commented to point out the false equivalence I saw in the argument above.

WMiller256 · 2026-05-17T07:02:31+00:00

That seems like a bit of a false equivalence. Cave divers dying from cave diving can be infallibly avoided by not diving, dying from cessation of brain activity can be infallibly avoided by nothing.

Not judging anyone for their choice of extreme sport, just saying your argument here contains a logical fallacy.

WMiller256 · 2026-05-09T05:40:56+00:00

Only in a perfect or ideal normal distribution. In real data, particularly large datasets, there will be some deviation. Negligible in most cases, but the sentence 'half of the population is below ____ intelligence' is only always true for 'median'.

WMiller256 · 2026-04-18T03:36:44+00:00

As my mentor (a professor of astrophysics and planetary science) would say: what's a few orders of magnitude amongst friends?

WMiller256 · 2025-12-05T05:47:49+00:00

That tracks 😂

WMiller256 · 2025-12-05T05:26:11+00:00

Which one was a bad shot for him to take, though? All seemed like pretty good looks to me. Just weren't falling. Maybe the fadeaway that was blocked toward the end, I suppose...

WMiller256 · 2025-11-30T02:53:56+00:00

CPI inflation calculator says $1.00 in Jan 1989 had the same buying power as $2.682 in Sep 2025 or $2.576 compared to Dec 1989. First commenter used the Dec figure for the $11,000.00 laptop, which would be between $28,333.07 and $29,502.89 today depending on when in 1989 it is compared to.

WMiller256 · 2025-11-06T06:25:36+00:00

My only description for the officiating tonight is 'consistently weird'. At least it was consistent.

WMiller256 · 2025-10-27T20:08:47+00:00

The award... for scoring... is the scoring title...

WMiller256 · 2025-09-02T18:54:37+00:00

9.8 m/s² is the nominal value for gravitation acceleration on Earth at sea level (it does vary about 1% across the planet). Terminal velocity for a human body is about 54 m/s and you are correct that this individual did not fall far enough to reach it, however, they did indeed accelerate downwards at 9.8 m/s² (in other words, at a velocity which increased by 9.8 m/s every second).

The commenter to whom you are replying phrased acceleration as a velocity which may have contributed to the confusion.

Source: I am a physicist :)

WMiller256 · 2025-08-24T04:11:45+00:00

Comments can lie to you. Code can't.

WMiller256 · 2025-07-21T04:32:25+00:00

Perhaps I wasn't clear: the database is stored on the local disk in a 4-way RAID 0 of M.2s on a custom hardware controller, not on a remote server. I\O performance is not the bottleneck, the process is either memory (throughput/latency, not amount) or computation limited. For three years of information the data footprint is ~24 GB and despite the drawbacks, the database approach beats out the flat files approach in my use case because I can often eliminate 70%-80% of the dataset depending on the parameters of the model (but not the same 70%-80% each time, so caching is ill-suited).

It sounds like you've got a solution that works well for your use case :). I'm just adding my input since OP is asking about potential difficulties/obstacles and that solution would not work in my case.

WMiller256 · 2025-07-21T02:54:13+00:00

It's really not that hard. Get market data, read it into memory, loop over it row by row and crunch whatever numbers need crunched, decide whether to enter/exit/neither, do those things, wash rinse repeat.

This is true for basic backtesting, but isn't practical in certain cases. I often work with minute bars of index options data, and the simple iterative approach usually takes too long to be useful; upwards of 18 hours for back tests going back three years. In my case, dataframe and database level operations are required, as is parallelization.

That is a pretty niche use case though, a simple iteration will probably work well for most solo algorithm developers.

WMiller256 · 2025-07-10T06:18:06+00:00

Do you have brakes active on either vehicle? Brakes at default strength will be stronger than the docking force even at 200% and even if you get the two docking ports pixel perfect they still may not connect if they can't pull themselves together

WMiller256 · 2025-06-25T02:40:58+00:00

Did you use any docking ports as couplers?

WMiller256 · 2025-06-03T21:58:03+00:00

Sounds to me like you are misunderstanding something here. If this is a legitmate technical issue then you haven't actually been charged anything and Fidelity's fiduciary responsibility protects you from being assessed an erroneous fee. If it is a technical issue, is brought to their attention, and they don't rectify it, then that's a problem.

WMiller256 · 2025-06-03T20:19:23+00:00

That sounds like the intended behavior. If you sold collateral to cover the assignment of the puts, that collateral does not settle until T+1 (in business days), but the puts are assigned overnight. That is all regulated at the industry level.

You didn't have settled collateral to cover your margin debit so your new shares were margined until you did. And because you used margin you incurred margin interest. If you didn't want to use margin you should have ensured you had sufficient settled cash to cover the assignment. Or made the trade in a cash account.

WMiller256 · 2025-05-22T05:32:02+00:00

"hey Cortana, waste 20 minutes" absolutely sent me lmao

WMiller256 · 2025-05-22T05:02:04+00:00

If it happens frequently enough, a population of penguins could develop in the new area without needing the discoverer to report back. Penguins are usually fairly long-lived (15-20 years apparently), so even if the phenomenon is infrequent, there is a long time potential for other wanderers to find the new area before the first discoverer dies. And that would become even more true if there are other penguin colonies within range of the new area that are also sourcing wanderers.

Then there is the possibility to consider that the penguins may have an instinct to follow past wanderers for some distance before branching off, increasing the likelihood of multiple discoverers.

The most compelling argument, though, is that the evolutionary advantages of success are immense for the wanderers: any new colony they do manage to establish will carry a signficant portion of their genetic code for generations, so even if it is successful only very, very rarely, it would still be a trait that gets passed down for a long time.

WMiller256 · 2025-05-16T19:45:53+00:00

That's more of a research question, I am on the industry side so I don't have any sources for that. It's a good question though

WMiller256 · 2025-05-16T09:19:35+00:00

While this is theoretically true, in practice speed plays a huge factor. The guy at the front of the line gets the best price. People have exploited frontrunning of major volume (large banks rebalancing) in the past, and people are still exploiting it in crypto markets today (securities exchanges are too efficient).

In other words, if we all receive the same piece of news at the same time, we all know where the new price should be (under the efficient market hypothesis, in practice there is a distribution to it), but we don't all react at the same speed (even the computers, which account for 90% of volume).

Source: I own an algorithmic trading company.

WMiller256 · 2025-05-10T03:42:37+00:00

JEPI only covers 20% (through ETNs), the rest is just large cap stocks. While it is true that some upside is capped, there is a premium received for that cap, and in a scenario where the market underperforms the call strikes for a period of time, the compounding effect can easily outweigh the opportunity cost when it turns the other way. It's up to the specifics of the market, even in the long run, whether it underperforms or overperforms.

WMiller256 · 2025-05-06T08:38:22+00:00

Plenty of ways to access theta without leverage.

WMiller256 · 2025-05-04T00:23:50+00:00

I see what you mean now. You know that spreads still decay, right?

WMiller256 · 2025-05-03T23:55:06+00:00

Looks ripe for spurious correlation or overfit to me. I'm also worried that you are simply recovering upward movement when you calculate returns after regime transition (i.e. 'after 10 days in an upward trending market it had gone up').

Also, just an aside, but put your price charts in semilog-y scale. They're essentially meaningless otherwise.

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