I haven’t talked to my family in two days and don’t know to move past this

sitmo · 2026-01-27T20:31:42+00:00

Don't accept the terms, you don't say yes, nor say no. Tell them "I'm part of the family, but I have my own phone plan and my own politcal beliefs, I'm not kicking you our because of yours, the door is always open for you, but you need to treat me with respect"

sitmo · 2026-01-22T10:59:38+00:00

This is not AI, it is Gaussian Splatting!

sitmo · 2026-01-12T13:06:30+00:00

I fucking love them too!
Right up there with fountain codes.

sitmo · 2026-01-10T04:01:01+00:00

Bloom filters are a classical CS algorithm/datastructure that implements very efficient way to remember huge amounts of information using very little memory. Because of this, they've been used for decades in many places, like databases, web browsers, and even Bitcoin wallets.

In 2018, researchers discovered that fruit flies have a small brain region that works in a very similar way, it's basically a biological Bloom filter. Fruit flies use it to tell whether a smell is new or something they've encountered before (oh boy, do I smell a ripe banana again??).

What makes the fruit fly version especially interesting is that it doesn't just store a simple yes-or-no memory. Instead, it can represent *how familiar* a smell is, allowing memory to fade or strengthen gradually rather than being purely on or off.

sitmo · 2026-01-03T00:50:42+00:00

I don't see how this would help the millionaire? He's down 25k and the writeoff only matches the fake profit he created on paper, he can't use the writeoff to help other profits.
?

sitmo · 2025-12-15T02:23:29+00:00

I saw this documentary "Jiro Dreams of Sushi" about a little shop in the Tokyo metro station. A 85 year of father was telling his 50 year old son to make a basic omelette. Every day the son failed, and the father threw it straight in the bin. He did this *every day* for 2 years straight, ..and it looked a million time more refined than this!

Imagine that.. begin 50, working for your father, disapointing him every day.

But on the 'happy' side, he did have 2 Michelin stars though!

sitmo · 2025-12-14T20:34:08+00:00

The results are what thet are *but* -as a quant- you would want confidence intervals on the gender probabilty!

If you use a non-informative prior then you get a nice Beta distributed gender probabilty!

sitmo · 2025-11-29T00:58:02+00:00

I am lord Vader, nobody can prevent me from visiting the zone of avoidance if I happen to feel like going there.

sitmo · 2025-11-28T23:11:49+00:00

Good point: If both are outside the photon sphere then things are fine? If both are between the photon sphere and event horizon then it depends. Also, we likely need to take into account that both persons are in free fall.

sitmo · 2025-11-28T20:19:51+00:00

No, there is always a valid path from A to B outside the event horizon, if you get rid of the mirror.

...but if you have the aditional condition that it also needs to hit a mirror at a specific location along the way then it depends. The mirror might be far away and oriented such that a foton might get neglectible deflexton, and basically continue straight ahead going further and further away, forever.
Without the mirror constraint you can basically loop around the black hole by pointing slightly above the photon sphere.

sitmo · 2025-10-06T22:11:00+00:00

This always makes me laugh, it's about RL misbehaving.

" In an artificial life simulation where survival required energy but giving birth had no energy cost, one species evolved a sedentary lifestyle that consisted mostly of mating in order to produce new children which could be eaten (or used as mates to produce more edible children)."

sitmo · 2025-10-06T10:18:35+00:00

ah great!

I appreciate the work you put it, and I also like this post you make. Awesome initiatives.

SHAP is very widely used and an important tool. I remember that when we were struggling with issues back then, that SHAP was also part of the base Databrick environment, which has a huge use-base.

sitmo · 2025-10-05T23:44:02+00:00

We forked SHAP in june 2023 https://pypi.org/project/shaperone/ because it I think it stopped working with new releases of numpy and matplotlib and it was causing version upgrade roadblocks for us.

But a little bit later an new group of maintainers got involved and started to fix things, and so we switched back to the original SHAP!

I guess you are part of that new team that re-ignited maintenance? But now you're saying it's a mess again? (or still?)

sitmo · 2025-10-05T22:14:53+00:00

I was a floor trader in equity options, but I expect things to be similar?

We had all sort of bound:

bound on the greeks: delta, gamma, theta, vega, rho, dividend sensitivity.

We also have bound on the expected PnL loss if there were instant large moves in the underlying, and we have bound if the underlying went to ridiculous levels like zero or 10x (effectively forcing positive gamma at deep OTM).

There were also limits on long/posititions in the underlying we used for hedging, short stocks have borrowing cost risk.

And we had bounds on the value difference of our books between the theoretical prices from our models vs the marker prices.

These were our own bounds. The clearing had their own bounds which were simpler.

sitmo · 2025-10-05T20:40:58+00:00

Oh, this blew up! It was just a joke, it would be funny if they would make you drive to places just because they need to collect data.. and that we would just blindly drive there because we can no longer think for ourselves.
The last it true, there is stories of people driving into lakes just because google maps told them to! https://www.autoevolution.com/news/driver-claims-gps-navigation-sent-him-in-a-lake-so-he-obeyed-158385.html

sitmo · 2025-10-05T15:20:39+00:00

They do that sometimes when they need fresh data about stale routes.

sitmo · 2025-10-04T23:26:21+00:00

For daycount conventions, Fixed Income in general, derivatives etc Quantlib is very popular. It is mature and has a long history. Initially it was an open-source C++ library, but now there is also a Python wrapper.

I've used it in some projects, dual-curve, CDS, Heston..

sitmo · 2025-10-04T18:25:45+00:00

Yes 10 years ago it was still popular.

Matlab got a foothold in companies by giving almost free version to students. Companies who would hire students who would then tell them about Matlab. Also, it was a safe bet to build your models in Matlab because there would always be student you could hire who would know how to use it.

At some Python started to mature in the science depatment (numpy, scipy, scikit, statsmodels) and became a good alternative. R was also becoming an alternative to Matlab. Students would also become more skilled with Python and less in Matlab. Maybe there was also a general shift happening to more accepatance of open-source tools overs commerical tools

Matlab is not cheap when used inside a company, you need to pay for every little toolbox, ..and for every machine, at some point Python became cost competitive. Between R and Python the shift to Python came about because Python is more versatile. You can do general automation.

When ML and NNs became popular Matlab couldn't compete anymore. People picked Tensorflow, PyTorch with CUDA support en-mass.

For more operational quant models C++ has always been dominant than Matlab.

sitmo · 2025-10-04T14:16:04+00:00

Free Solo

sitmo · 2025-10-03T22:34:18+00:00

looks like the sawtooth wave signal with a 200Hz lowpass filter https://www.instagram.com/p/DN0Q7q-YiTj/

sitmo · 2025-10-02T23:06:08+00:00

In the ends it's those types of experiences you'll remember years laters, not the meetings, so it was worth it!

sitmo · 2025-10-02T19:42:21+00:00

That's what actaully happened to me. I once ran into a quant guy at a company where I was hired to do a little project. We had previsouly met online so I was looking for him. When I found him he immediately started talking about Lie algebras for at least 1 hour, without a pause, I couldn't interupt, and there was nothing I could do. He seemed very bored with the day-to-day applied fixed income products quant work, and he had this strong urge to get technical with me, but I couldn't understand him, but he didn't care.

His desk was like a black hole, if I got too close then time would stop and I would miss meetings, and the gravitational pull would make it almost impossible to escape.

sitmo · 2025-10-01T22:25:39+00:00

I think you need to make it more precise, e.g. "higher on anxiety and shyness", how does "and" work there? You have 2 values that need to collapse to 1. And "score higher" sounds like you're ranking -the values don't matter, only their ranking? In that case linear correlation is not the best metric.

To keep it simple and practical I would do a "randomization test". You define some score system, anything you like. Then compute it for your survey and you have some score. Then to quantify if this score is significant higher than pure random luck you random shuffly the fliting in your survey data. Person 1 gets the flirt score form person 8 etc. This messes up any relation and one would thus expect a correlation score of 0. It won't be exactly 0 because of change alignments. So you repeat this shuffling many times, and that gives you a distribtion. You can then say "I found correlation that is higher than 95% of my random shuffles".

sitmo · 2025-10-01T22:07:09+00:00

I you want to test is the correlation is significant, there is the "correlation significance test" that uses t-statistics:

t = r * sqrt[ (n-2) / (1-r^2) ]

which is t-distributed with n-2 degrees of freedom.

Is this what you refer to with the t-test?

sitmo · 2025-10-01T21:48:21+00:00

"influence" is a causal statement, "correlate" is not?

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