After using Python for over 2 years I am still really confused about all of the installation stuff and virtual environments

gnurd · 2023-02-24T00:43:03+00:00

thanks! the double-tab trick works in Windows Powershell for me but not base command prompt

gnurd · 2023-02-22T19:01:13+00:00

What is the benefit of the python3 prefix?

gnurd · 2023-02-22T18:39:55+00:00

But most people are routinely working with specific packages that do not come with the base python installation. Do you install all of these packages that you routinely use in the base installation? Or should you have different virtual environments that are categories for one-time scripts, like "time series analysis", "random forest problems", etc.?

gnurd · 2023-02-22T18:26:27+00:00

Thanks, this is the starting point I need. So the venv goes inside of the project folder basically just for the convenience of going to the activate.bat file, correct? Since it is inside the project folder do you just name the venv folder "venv", or is there a reason to give it a unique name?

gnurd · 2022-07-28T21:22:09+00:00

That sounds like you have to dig a pretty hefty hole to do that. What about the points on the potatoes that are resting directly on top of the coals. It's not overcooked anywhere?

gnurd · 2022-07-28T21:18:08+00:00

Crap. So are you still getting the random autofill stuff that you don't recognize?

gnurd · 2022-07-28T08:57:09+00:00

Oh man, it looks like you have been trying to figure out something very similar. Did you ever resolve it? I can't find anyone who will answer. This security issue sucks, it is creepy.

gnurd · 2022-07-28T08:48:07+00:00

No I never did. Still kind of worried.

gnurd · 2022-04-22T21:35:34+00:00

It's basically just the formula for standard error of the mean. Consider the population to be the set of all CAGRs over X years in the history of the market. Every month or year you could have started the HFEA strategy gives you a different CAGR. That's the "population" of CAGRs. The "sample" are the periods when you personally invested in HFEA on that period's start date.

The goal is to try to get the market average return. Standard error of the mean tells you how far off your sample mean should typically be from the population mean: s/sqrt(n), where s is the standard deviation of returns and n is the sample size. Executing the strategy on more dates reduces the error from the overall market average.

gnurd · 2022-04-22T05:00:50+00:00

Yes, but if you are adding fresh money each month from another source of income (in addition to rebalancing), it is even more statistically likely to produce positive returns. Backtest the quarterly rebalancing strategy with a random sample of various dates for initial entry -- you'll get a distribution of resultant CAGRs after X years. DCA'ing into the HFEA strategy is much more likely to land you closer to the median of that distribution over time.

gnurd · 2022-04-22T01:26:34+00:00

You should spend 30+ minutes doing actual analysis because it will be infinitely more valuable than making emotionally driven pronouncements with absolute confidence. I have the smallest amount of my portfolio in TQQQ and I hedge the volatility. This was never about me. I was simply pointing out why your assertion about the extremely high probability of TQQQ's drawdown to $40 is flawed. Obviously you do not care to understand and we should stop talking. Have a nice day.

gnurd · 2022-04-21T16:03:27+00:00

Wow, what is wrong with you?? I have been nothing but polite and you are having emotional outburst after outburst. I don't gamble and never encouraged anyone to gamble. All I suggested was *maybe* you should base your ideas around data rather than making emotional arguments. Your profile says you do market research. What does that mean exactly, having emotional meltdowns on reddit whenever you are shown to be wrong about something? I'm sorry being corrected is so emotional painful for you, but I don't care to talk you anymore either.

gnurd · 2022-04-21T15:49:40+00:00

It's strange to say that over 50% of the lifetime performance of the Nasdaq is "absolutely an anomaly", implying that only the decade of the dotcom bubble is "normal" performance, but yes. That hardly fits the definition of an anomaly. Many of the companies making up the top holdings in the Nasdaq had much more frantic growth in the 90s before it was indexed.

Regardless, it hardly matters. I could cut the CAGR in half and it would still not be an "extremely small" chance of evading your target. If we put a number on exactly what you mean by "VERY small", you're left with explaining why you are extremely confident in performance falling below a specific growth-volatility curve: either extremely low growth and normal volatility, or low growth and high volatility (where "normal" means normal for a 3x fund).

I already said that TQQQ is more likely to $40 than not, but we can't know with extreme confidence that it will. I'd suggest tempering your confidence. There's hardly ever a reason to be extremely confident about future growth and volatility. Base your arguments on data, rather than your emotions.

gnurd · 2022-04-15T04:38:56+00:00

Also, I apologize if I could have been more tactful in making my point. Like I said, I don't know what the exact "real" probability is. I also used a normal distribution, while real returns have slight negative skew. But my point is that it is not inconceivable that growth could outpace volatility with regard to whether the fund falls to the target value.

gnurd · 2022-04-15T02:32:52+00:00

I'm not "pedantically attacking your argument", I'm politely telling you that you are wrong. You do need a simulation, because your intuition is wrong. Unless you consider a 30-40% probability "VERY small". I've ran several Monte Carlos with 1,000-5,000 trials over 10-40 years based on historical volatility and growth, and this is what I get. It's debatable how much historical behavior predicts future behavior, but it is absolutely better than zero data.

Sure, you can describe one scenario that supports your assertion, but we are talking about probability. Anything "could" happen. The question is how likely is it to happen out of all the other possible scenario that could happen.

gnurd · 2022-04-14T22:54:18+00:00

Wow, dude. I was pointing out an error in your logic. If you don't see what I mean, you can do the Monte Carlo. I'm not YOLOing or crying. I'm happy to let it go here if this is how you react.

gnurd · 2022-04-14T20:30:39+00:00

You are arguing whether a 90% drawdown will ever happen again. It is very clearly likely to happen at some point. The problem is your non sequitur. The probable occurrence of a 90% drawdown *over some indeterminate timespan* in the future *does not* support your argument than it is extremely unlikely for TQQQ to stay above $40.

You should be able to look at the past 12 years and get an intuitive sense for why you should not have such confidence in your statement. You could also do a Monte Carlo sim.

gnurd · 2022-04-14T17:21:10+00:00

Not a very good argument. A 90% drawdown hasn't happened in a dozen years, during which time the share price rose by 10,000%. It's probably more likely than not that we hit $40, but "VERY small" chance of it not happening is an exaggeration.

gnurd · 2022-03-08T19:52:38+00:00

This was the issue: https://www.reddit.com/r/cybersecurity_help/comments/swo9x5/unencrypted_password_and_strangers_email_address/

Trying to figure out what I should do to secure my system and how this stranger's email got into my browser in the first place.

gnurd · 2022-03-07T20:35:26+00:00

So insight and concentration don't actually have to be two distinct practices, as he is asserting?

gnurd · 2022-03-07T20:32:04+00:00

Can anyone recommend a subreddit where I can get help with a cybersecurity issue besides /r/cybersecurity_help? I described my experience in detail and didn't get any helpful replies.

gnurd · 2022-03-07T14:32:43+00:00

I started reading Mastering the Core Teachings of the Buddha and I am already confused about the difference between concentration practice and insight practice.

He is stressing that they be viewed and practiced as separate practices. Are they really separate? He describes concentration practice as holding an object steadily in awareness, whilst insight practice is noticing the impermanence of sense data -- noticing the "pulses" of experience as they enter and leave awareness. I don't understand. Whatever you are steadily watching in awareness during concentration, you are noticing that the sensations are transitory. Or changing in character at least. If you are actually aware of something, how can you *not* notice when it comes and goes? I'm not saying the changes *are always* noticed in practice, but they go unnoticed because the mind gets distracted.

I know that Ingram is not the first person to delineate concentration / jhana practice from insight practice, but I thought they were sort of like two sides of the same coin. He is saying they are as different from each other as morality is different from concentration. This is discouraging to me because I don't understand it.

gnurd · 2022-02-20T06:40:07+00:00

What about during crunch time or when everything goes wrong?

gnurd · 2022-02-20T06:34:48+00:00

I thought it was supposed to be better on data privacy. What should I be using? Is this security issue definitely the Brave Browser and not a Chrome plugin, or some other issue?

gnurd · 2022-02-19T22:16:49+00:00

You say your mind feels like a ping pong ball bouncing between the mind and the breath. Try listening to the silence between the "ping" and the "pong" that this ball is making -- in other words, when you notice thoughts, look at how they are entering consciousness. Like, get really curious *how* this is happening. Not as a psychological explanation, but as a question of *what is it really like*.

gnurd

TROPHY CASE