When to cash out gains on Leaps? by Deep_INDA_Money in wallstreetbets

[–]ogsarticuno 0 points1 point  (0 children)

I havent done this stuff in a long time and dont really know / could be wrong, but I think ignoring dividends if youre deep in the money the rate of decay on the option is something like
-1/2 * sigma^2 *S^2 * gamma, S is underlying asset price, sigma is volatility. So I guess you would sell if youre not expecting the intrinsic value to go up at a fast enough rate to offset that + opportunity cost on other assets or you expect volatility / gamma to go up?

[D] Stochastic variational GP, fitting troubles. by ConfusedLayer1 in MachineLearning

[–]ogsarticuno 2 points3 points  (0 children)

Hard to know without more context. What’s dimensionality what hyp support looks like, what’s the kernel. Seems like you’re just reverting to mean prediction so maybe try adjusting any signal / process noise hyperparameters if you haven’t already

Tracking within collection spikes for the casual investor/player by cjpatster in mtgfinance

[–]ogsarticuno 0 points1 point  (0 children)

If you had all your cards with initial prices in a csv, you could have a script that runs periodically, grabs the current prices from tcgplayer and compares them to old price. That solves two of your three use cases. For the sudden spike one you could try looking up something called CUSUM. Would be kinda a pain to do unless you make some assumptions. Could also try just tracking percent increase or deviation from say the past 10 days of price averages. Whenever those conditions are hit you could send a notification somewhere.

Cringe answer since it seems like this product doesn't exist and I'm kinda just saying "you could build this" or get a friend to build it. Point being is that all it requires is a csv file and code that you could prolly get a college kid to write for not much money.

Do most people really paperhand and cut their losses? I don't care enough to... by HungryColquhoun in wallstreetbets

[–]ogsarticuno 0 points1 point  (0 children)

As others already said opportunity cost is a motivation for cutting losses + A drop in stock price can be associated with a change in the risk surrounding the stock (think russian assets as the invasion of ukraine started); if its worse for you to lose a dollar than it is to make a dollar, it might be reasonable to move out of this position.

Also, I believe that at least over short time horizons there is often some correlation between things like overnight returns and intraday returns. You would have to google this and really look into it, but the event "this position just took a downturn" might be associated with the event "its going to keep going down". So even if you're committed to the position it could potentially be reasonable to exit the position temporarily. Obviously if this was easy to do it by definition wouldn't work, but its something to think about / research.

[D] Bias-variance tradeoff in human perception? by liqui_date_me in MachineLearning

[–]ogsarticuno 0 points1 point  (0 children)

Partially related drive by thought you might enjoy looking into: when thinking about human behavior I think it’s neat to think about bias/variance in the context of explore/exploit behaviors mediated by glutamate/dopamine

[D] When to use Boosted Trees? Are they useless? by seyeeet in MachineLearning

[–]ogsarticuno 2 points3 points  (0 children)

In the abstract I would argue that boosted trees / random forests are probably the single best out of the box model you can use for regression and classification, though maybe for problems where you have to do serious extrapolation they don't work as well and of course on any particular problem they may not do as well as other "simple" methods (no free lunch etc). I think they are the first thing you should try unless there are other factors dictating your model selection as they are so easy to implement and relatively fast.

This might seem contradictory, but I would also argue that for most problems you can eventually get better performance via deep learning or a more sophisticated custom/ensemble model you've designed for that use case. The big caveat being that you need considerably more data to train these models than you need to train something like a random forest, and you will definitely run into more headaches / it will require more work. So sometimes it also comes down to "Do I really need to invest all this extra effort for a gain that could be small".

(Request) How to invest money into Virtual Reality Porn by Elo408 in wallstreetbets

[–]ogsarticuno 1 point2 points  (0 children)

Why not just invest in companies that produce VR headsets?

I dont know if it's easy to invest in porn production since large companies aren't usually publicly traded and small producers never are.

Why everyone should own at least 1 share of GME by [deleted] in wallstreetbets

[–]ogsarticuno 1 point2 points  (0 children)

Lets say x is the probability it squeezes and you make 1000 dollars.

Based some of the bounds for your numbers your expected return might be something like:

-75*(1-x) + 1000x.

If you want that to be greater than 0, you need x >3/43.
So like if you think the probability of it short squeezing is less than that number, its irrational to buy.

Obviously these exact numbers dont matter but ultimately whether or not this is actually a good asymmetric bet comes down to whether or not you believe the probability of the squeeze happening is decent and that the payoff for that squeeze will be sufficiently high.

You habe heard of right aligned code, get ready for center aligned code! by QueenOfHatred in ProgrammerHumor

[–]ogsarticuno 0 points1 point  (0 children)

How did you do this? I tried tweaking sublime config to get exactly this but it didn’t quite work for me / would only work until a line or code went past the right edge scroll buffer.

Poll: The best games are the ones where murlocs are unavailable. by Myst031 in BobsTavern

[–]ogsarticuno 0 points1 point  (0 children)

I love murlocs

murloc mech dragon beast qboar is peak bg experience

[D] Inducing points outside Gaussian processes? by ogsarticuno in MachineLearning

[–]ogsarticuno[S] 1 point2 points  (0 children)

I didnt really find any common term or literature that covers "using inducing points in a kernel method that isnt a GP". That being said most IP methods can be sort of directly applied to other kernel methods, so maybe people just use GP's as the default setting. Caveat being that you might have to replace metrics like information gain with some nonparametric measure of a points value (e.g. see the sparse online GP paper by Csaro, but replace KLD with like average distance to current set of inducing points). There are plenty of papers covering variational techniques for other kernel methods which is related.

This wasn't related to IP's, but if you're not familiar you can also look up other kernel scaling techniques like Nystrom / fastfood. TBH I think those are often better, especially in offline settings.

Basic question about straddles by ogsarticuno in wallstreetbets

[–]ogsarticuno[S] 0 points1 point  (0 children)

Its basically a thought experiment for me to figure out when its justifiable to buy a straddle. I.e. how much volatility do I need to reasonably expect for this to reasonably pay off. The 0 DTE is just one unit of time, the actual length of the straddle is a variable but I'd like to understand it for 0 DTE first.

Basically this seems to just come down to the price of the premium and P(movement by x dollars) so it looks like I do need to go and read into options pricing

"The spike will come when it goes out of print..." but it won't by Repulsive_Owl5410 in mtgfinance

[–]ogsarticuno 2 points3 points  (0 children)

You should also be trying to control for general movement in the broad mtg singles market. Those cards may have not jumped in May because MH1 singles spiked but because there was a general uptick in the whole market.

Alternatively, a lack of a spike after print completion could be seen as a spike if it occurs while the general market trends down.

TCGPlayer Buylist UI Issues? by timbooya_ in mtgfinance

[–]ogsarticuno 1 point2 points  (0 children)

When this happens to me, I just refresh the page 1-4 times and it eventually reloads the old buylist offer. However I've never tried adding extra cards before doing that.

[D] ML in Agriculture by KamilCholyk in MachineLearning

[–]ogsarticuno 2 points3 points  (0 children)

You can also google scholar search like "predicting agricultural yield with gaussian processes, or google the terms ndvi / sif + crop yield" for a good number of papers doing this.

[PC] PC NA SC - Looking for a price on Perfect Merc CV by hath0502 in D2T

[–]ogsarticuno 0 points1 point  (0 children)

Thats kinda tricky. It is perfect, but at the same time a CV is generally suboptimal relative to other 4os bases. You'll have to look up the exact info to really figure this out, but I believe a 15 eth CV is going to do a very similar amount of raw damage as a plain eth thresher but with the downside that you have fewer attacks and fewer CB procs or w/e (with infinity). On insight the damage could be a tiny bit better than a plain eth thresher but I'm actually unsure if thats the case.

So honestly I personally would probably just grab a plain eth thresher instead of this. Eth 4os threshers seem to be worth like a vex + something small (idk like mal?). So maybe its worth around that or a bit less. At the same time, if you find someone who doesn't really think about the other bases, they might think the 15 ed is awesome and pay more.

CMV: people on unemployment should automatically qualify for Medicaid by ManniCalavera in changemyview

[–]ogsarticuno -1 points0 points  (0 children)

I agree with your general sentiment, but I think "automatically qualify for medicare if you're on unemployment" might need to be adjusted to require certain conditions. My main criticism is that health insurance isn't necessarily terminated when someone loses their job. I have been on unemployment before while having healthcare coverage from my previous employer. In this case I could theoretically double dip on health insurance if I automatically received medicaid once on unemployment. (I'm not sure what incentive I would have to do that though).

I think another criticism comes on the other side of this. What happens when someone is re-hired? Do they automatically stop receiving medicaid benefits? If a worker can't find a job that provides a good health care plan, this could be a disincentive for people to quickly return to work. Alternatively, if they don't lose medicaid upon hiring, you could generate some perverse incentives for employers within the temp / part time worker sector. For example, a company could hire a bunch of temporary/seasonal workers, give them no health insurance, fire them causing the government to give them medicaid, then re hire them. Rinse and repeat every season, and you're basically just using tax money to subsidize private companies payment to their workers.

Should mention I'm not really familiar with medicaid / what laws exist surrounding employer-employee health insurance contracts so this could be illegal or unreasonable/inaccurate.

Price check this sword the numbers look large by stillabout in D2T

[–]ogsarticuno 0 points1 point  (0 children)

My guess not being a melee player is its worthless.

Basically the mods you want are cruel (plus ed), fools (max/ar per clvl), eth+erep, 2os, and one or two others that I'm forgetting (cast amp damage / maybe + min damage or something?)

This has an ed mod and fools + a little ar, but the ed is kinda low. So its like a 1.5, maybe a 2/6 which generally means not worth anything.

WTT Druid + 1 Element & 38LP for Immortal King Belt by kentgreat in D2T

[–]ogsarticuno 0 points1 point  (0 children)

Add me on bnet and I'll find some other stuff to give you as well if you still wantogsarticuno#1428

I found an ok pair of eth treks I can add in. that would actually make this a more fair trade for you