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  1. MarneMath

    Physics Navy or Air Force for Particle Physics

    I served in the Army for a decade (infantry). I do not get the impression that you have done enough research. You don't stay in the military for every how long you want (ie until you find a better job or decide to go back to school) you stay for the 4-6 year contract that you signed. Also, I...
  2. MarneMath

    Engineering Would you take a job not in line with career goals?

    it's nice to feel wanted. When I was younger, I applied for a job on a whim because I was a bit bored at work. I wasn't typically bored at work but it was a slow season for us. Anyway, I happen to get a reply and decided to interview just to see what it was like. Fast forward a few weeks, I...
  3. MarneMath

    Engineering Applying again to the same company

    Yeah I concur with CrysPhys. I've worked at fortune 10 companies and small 50 people size companies. At large companies it's pretty tricky. It's common to see two "Analyst" jobs within an analytics group show up on a job page. While some may assume that because it's the same job title and...
  4. MarneMath

    I Question on Actuary Exam -- Error?

    Typically actuarial exam question. Given that someone is 90 the probability they live until 91 is .8. Probability someone who makes it to 92 is .48. .8 -.48 = .32 so .32 die before reaching 92. Repeat this procedure over and over again and then sum each term with respect to the age, you'll...
  5. MarneMath

    Programs AI or theoretical physics

    I've worked most of my career in financial services to some degree or another, so I can't speak for many sectors. I did for a few years worked as a Senior Data Scientist for a large telecom. Hours there were generally more traditional and the pay range was from 100k-180k + pus 10%-20% bonus...
  6. MarneMath

    How much money can you make in physics?

    Yea, we typically hire fresh PhD at the 250k range, to get to 500k, you have to have lasted for quite a few years. Most PhD on our staff last typically 2-3 years before they are stolen (thus the high pay) or burnt out. Also, we're based out of NYC so cost of living is a bit higher than the...
  7. MarneMath

    Programs AI or theoretical physics

    I tend to encourage people to spend 1 summer doing an REU and 1 summer doing an internship. I find that this really helps define if you actually like "research" or the "idea of doing search". I've had a few undergraduates who had full intention of becoming researcher in something, but during...
  8. MarneMath

    Programs Don't like my calculus class, but want to be a math major...

    If you can solve those problems, and interested in theory then Math major will probably be ok. Keep in mind that you should expect a few courses similar to plug and chug even if you study math, but as you progress the level of abstraction should increase. As a side note, whenever I was bored...
  9. MarneMath

    Physics Physicists and physics majors, was it worth it?

    People who cannot find value in their experiences, are definitely people not worth hiring. Therefore, yeah I agree your RA is useless for you, but not because it's useless. Maybe you're right, nothing you learn will directly apply to whatever job you think you want (doubtful), but maybe that's...
  10. MarneMath

    I Spectrum classification and dimension reduction

    Broadly speaking high dimensional data can be problematic for two main reasons. First, the computational cost to learn and inference may be high and secondly it can lead to over-fitting. Dimensional reduction attempts to resolve these two issues while still preserving most of the relevant...
  11. MarneMath

    Financial Knowledge All Adults Should Know?

    I would say the number you would reasonably need is near 1 million to honestly live off of your interest. First, 10% year after year growth is absurd. Does it happen sure. Does it happen reliably? When you want to live off of your saved money, you typically want your assets to be more...
  12. MarneMath

    Other What to do in your job search if you've been fired

    It's not the end of the world if that is the concern. I've found that a star employee at one company can be the redheaded step child at another one. Sometimes, two companies, with different cultures, values and responsibilities may get different output from different employees. I once left a...
  13. MarneMath

    PF Investing Club

    Sure, however no one speaks of short term trading in that functionality. Short term trading is taking a position for a "short" duration me it minutes or days or even weeks with the hopes that you beat a correction. ETF maintain their positions but have to rebalance their leverage ratio...
  14. MarneMath

    PF Investing Club

    Not in this sense. Daily trading or short term trading is simply trading for short term positions. ETF rebalancing are not trading to change their position but to correct the leverage ratio that is occurred with gains.
  15. MarneMath

    PF Investing Club

    I concur. Betterment basically uses algorithms to buy ETF and automates the risk pool allocations. It isn't a leap to think algorithms can take in earning statements, and market conditions as inputs and make stock selections as well as your common day trader.
  16. MarneMath

    PF Investing Club

    I'm not sure what the point of the discussion between Russ and Stephen is really about. Comparing HFT to long term investments is like comparing collecting quarters for the laundry machine vs saving for a mortgage. Yeah your saving money for a task but the time frame and goals are completely...
  17. MarneMath

    PF Investing Club

    Due to my job, I'm not allowed to give much advice regarding this. I will reiterate my position that for most people, picking their own stocks is absurd and for individuals I've seen who have done so their profile typically carries ungodly amount of risk. Are there people who do it right...
  18. MarneMath

    How to get Output from this Program into Excel?

    Is this question simply that you want to write the file to an excel? df.to_excel("something.xlsx")
  19. MarneMath

    I Linear regression and probability distribution

    The sampling of the regression coefficients converge asymptotically to a normal distribution. If I may ask, why do you want to sample the parameters?
  20. MarneMath

    I Linear regression and probability distribution

    You're literally just getting the covariance matrix. There's nothing special about that, the standard way you get the covariance matrix is all the function is doing, nothing about distributions. Thus I keep pointing you towards a confidence interval. The way you figure out confidence...
  21. MarneMath

    I Linear regression and probability distribution

    The estimates of the coefficients will actually follow a t-distribution with n-2 degrees of freedom. This is of course assuming that the assumption of linear regressions have been met.
  22. MarneMath

    I Linear regression and probability distribution

    I'm not sure if that'll actually do the trick since all that'll do is return the standard error. import numpy as np, statsmodels.api as sm nsample = 100 x = np.linspace(0, 10, nsample) X = np.column_stack((x, x**2)) beta = np.array([1, 0.1, 10]) e = np.random.normal(size=nsample) X =...
  23. MarneMath

    I Linear regression and probability distribution

    statmodels should have it, but it's been awhile since I've used it. Although i'll also say it's relatively trivial to figure it out on your own and write your own function to do it. I also imagine sklearn should have this feature (if it doesn't then wtf)
  24. MarneMath

    Financial Knowledge All Adults Should Know?

    I think everyone here has given pretty solid advice. As a person who is a director for a bugle bracket, I tend to recommend that people do not buy individual stocks. Most people lack the ability to find good valuations and properly balance risk and reward. Also most people lack sufficient...
  25. MarneMath

    Courses Linear Algebra vs Deterministic Operations Research for CS

    If the choice is truly one or the other, linear algebra should be the natural selection. Linear algebra is foundational to many many things. Being able to speak in terms of vector spaces, takes a bit more time to grasp then self-teaching yourself the simplex methods.
  26. MarneMath

    Take-Out & Fancy Restaurant Tip Etiquette

    You'll also find that a good number of high dining include tip in the price of the menu, especially if it's a fixed menu. For example, yesterday my wife and I went to Daniel's, where the meal was 300 dollars a plate. However that price included taxes and gratuities in the meal, with the...
  27. MarneMath

    I Linear regression and probability distribution

    What's wrong with a confidence interval on the parameters? if you wish to use a Bayesian approach then it's no different than how one normally approaches these problems. Assume a prior, compute a posterior form a credible interval.
  28. MarneMath

    A Follow-Up on F-Test in Multi-Linear Regression

    The F-test doesn't really allow for finding out which coefficients are zero. It's a test for overall regression. To look at the main effects and see which are interesting and which are not, you'll have to do a multiple comparison test of some sort, depending on your goal. At the very least...
  29. MarneMath

    A Estimation of Hurst Exponent Using Rescaled Range

    10 years ago I came across a similar issue. The problem with Hurst exponent are two fold: Your problem with obtaining H > 1 actually isn't uncommon and doesn't mean you did something wrong. It could be that your fBm process is unstable or the algorithm is not ideal for your series. There's...
  30. MarneMath

    Renting out a house in a university area?

    @StatGuy2000 The reason eviction take so long is because of the mandatory notice period and court process. For an eviction without case, you must gave a 30 day notice. For an eviction with cause, such as nonpayment, you must give notice, file a case, summon the party to court, go to trail. If...
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