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Re: [anthroposophy] Re: Futures Market PAM

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  • jan
    ... Re: [anthroposophy] Re: Futures Market PAM ... remember th= ... In Englis= ... Bradford comments; Dear Jan and friends. Firstly, as far as cutting edge
    Message 1 of 4 , Aug 3, 2003
      Re: [anthroposophy] Re: Futures Market PAM On 4/8/03 1:13 am, "holderlin66" <holderlin66@...> wrote:

      --- In anthroposophy@yahoogroups.com, "starbirdgarden"
      <starbirdgarden@b...> wrote:
      > Can't wait for your comments on this one!  Poindexter ? DARPA ?
      remember th=
      > at logo
      > with the all seeing eye atop the pyramid, overlooking the globe?  
      In Englis=
      > h cockney
      > talk ? "They're havin' a laugh!"

      Bradford comments;

      Dear Jan and friends. Firstly, as far as cutting edge goes, Steiner
      was onto the equation, and I'm sure Jan and others can do a better
      job, but the sanity, behind the insanity of betting on death,
      terrorism and the idea of any regulations in this new Wall street
      Pentagon market game, would move the whole world of betting into a
      vast living and tracking of how incalculable gods handiwork is and
      how to calculate it.

      Take a look at the following.
      This is very suspect, and I am far from convinced of it’s validity, although it may well be attempted.   


      And further, Tolkien is dragged in.


      Quote from above site.

      On the other hand the PA that is described by Tolkien, the gold power ring      is another kettle of fish. Gold is worshipped by humans, the elite control      all money – gold by owning all the banks. People spend all their lives      dreaming wishing and acting to achieve the meme of gold which is linked with      the memes of Power, Money and Sex. It could be said that the majority of humanity      worships the gold meme. This energy is voraciously eaten by negative memetic      parasites controlling the world’s banks.

      Tim      Rifat is Europe's leading expert on remote viewing, psychic spying and Psi-warfare.      As the only independent scientist in the field, he has had numerous articles      already published, in Nexus Magazine, Alien Encounters, the X Factor... Tim      has appeared on Channel 4, ITV, and BBC1, discussing remote viewing , as well      as having appeared on numerous? other TV and radio shows, including, Steve      Wright on Radio 2 and the Jeff Rense Show, the national US radio show.

      Tim Rifat runs Paranormal Management Systems, the most comprehensive remote      viewing training business in Europe. Remote viewing was developed by the superpowers,      it is military clairvoyance and led to the development of remote sensing,      remote influencing and telekinesis. Scientists in America have proved that      telekinesis can influence machines. Books and Courses by Tim Rifat are found on www.psiopsmanagement.com.

      A very suspect character and a lot of disinformation, but an interesting symptom.

      Thi all has to do with the Black and Scholes equation for where the
      disappearing matter goes in flame? Will the universe die through
      energy entrophy? Can we predict instinct, impulse and urges by a
      complicated equation? Steiner not only talked about the math involved
      with this, but also has struggled with the mighty issue of calculable
      and incalculable forces in the Michael Letters and elsewhere.

      These include tapping Grace, inner vision, fluxs of spiritual visual
      and even perhaps intercession or tracking the incalculable movements
      of say, a manifest Free Initiate such as Christian Rosenkreuz. Or the
      mysterious weight of the Resurrected Being, or beings who cannot be
      measured as HE cloths himself and appears material, touchable,
      weighable, but disappears, vanishes, by what energy equation can the
      missing energy by accounted for. My lame understanding of Black
      Scholes equation and its slip into the market of greed. In other
      words, between the flame and matter something is lost which people
      cannot calculate. Something of the fire of the spirit is unaccounted
      for in matter, which makes the universe a renewable resource instead
      of one that will reach a death through full stop entrophy. Entrophy
      and the slender spin of the etheric heart that moves the world is
      something that this Poindexter wanted to investigate and he had some
      good math but suffered in the usual curiosity under Ahrimanic

      Can we not account for all variables of movement, and if we tie greed
      and profit to it, that should get the secrets of the world out into
      the open... but that is just the tip of some very number, measure,
      weight and entrophy ideas trying to locate SPIRIT- Grace and Christ
      in unpredictable acts of Freedom. So these acts themselves, as the
      bumper stickers tell us, by practicing unpredictable acts of kindness
      you Pay it forward. Which amounts to running currents of
      unpredictable forces not based on greed and prophet, but on
      incalculable factors of grace that come through human reality and
      stand at the crossroads of the Spiritual World.

      Something was not accounted for, like weighing the body after the
      soul leaves it.. (don't get any idea kids that that is what Spiritual
      Science is about) as a matter of fact, because Spiritual Science
      requires thinking, and not just feeling, the idea that Poindexter and
      the nutballs were were working with was something very much like
      Nostroadamus and a Fire Initiation.

      The Black and Scholes equation is a prediction piece of math, but you
      have to remember that Nostrodamus went into quatrain trances and
      probably had a Perian Initiation behind him when he read FIRE, FLAME
      and tapped the stream of matter and prediction. Now this raises the
      Persian Initiation science that has come alive in the Black and
      Scholes equation. Here there is a Matter/Spirit exchange, somewhat at
      the Salamander level. Nostradamus was a sensitive to such a fire
      initiation. We find Salamandar forces in animals and instincts as
      fiery forces of blood before the higher Ego comes about.

      Imagine the Elemental salamander spirits, who carry matter over to
      spirit etc.. being engaged and chained into Ahrimanic predictive
      mechanisms. The gnome commmunity has been harnessed into the bits and
      bytes system here on the silicon world where gnome traffic and Earth
      weight, as in Ahriman's need to know... just where does the matter
      go, after the flame burns it? The etheric demonization of etheric
      elves and elemental forces of growth..changed to Orcs..modified and
      price fixed... these are Whore of Babylon ideas and I know I must
      always sound like a nut ball, but that is as close as I can come to
      the Poindexter Futures Market..

      Somehow this equation - Please hand me my Karnak turban - has also
      become a method of nural mapping of trading in high powered market
      games. I'm sure the following will all be clear to you. Not! But
      somehow in this area... if you research yourself, you will find
      something of this argument couched in lots of current seminars where
      financial wizards gather to glean more chained elementals in service
      of their wills. (not actually so far from the truth if you extend

      Financial market volatility Analysis Using Dynamic Programming.
      Abstract     One of the most important problems in modern finance is
      computing implied volatility -- volatility implied by the value of
      financial securities written on underlying assets, $S$, whose prices
      are subject to uncertainty. In their Noble Prize (1997 in Economic
      Science) winning work, Black and Scholes described such uncertainty
      by a stochastic process:
      dS = \mu S dt + \sigma S dW
      where $W$ is a standard Brownian Motion, $\mu$ is the drift of $S$,
      and $\sigma$ is the instantaneous standard deviation of $S$ which
      specifies its volatility.

           Black and Scholes Model has forever changed the way both
      practitioners and theoreticians view the veluation of derivative
      securities. Volatility is a measure of the ``riskness'' of an asset,
      a stock, for example. The Black and Scholes theory assumes that the
      volatility of a asset (stock) is the same at all times and will
      remain the same in the future irrespective of the direction of price
      movements. In practice, however, if we look at the implied volatility
      of variety of derivatives on a single asset, a persistent pattern
      emerges: there is a volatility smile, $\sigma = \sigma(S, t)$ rather  
      than a constant volatility $\sigma$.

          This paper presented a dynamic programming technique to estimate
      the unknown stochastic volatilities by solving the inverse problem
      associated with the parabolic partial differential equation governing
      risk neutral derivative security prices. This technique can be
      applied in a very general multi-factor setting.


      The Black & Scholes Model

      European Option Pricing

      Fischer Black & Myron Scholes are 2 economist, who in 1973 published
      a paper which redefined finance and derivatives, with "The Pricing of
      Options & Corporate Liabilities" featured in the Journal of Political
      Economy in May of that year. The piece is arguably one of the most
      important papers within finance theory to date and allows us to price
      various derivatives, including options on commodities, financial
      assets and even pricing of employee stock options.

      Continuing from a previous piece they had written the year before
      with Robert Merton titled "The Valuation of Option Contracts and test
      of Market Efficiency" and combining it with PhD thesis written by a
      University of Chicago student, they developed an analytical model
      which eventually led to the formula we now know; The Black-Scholes
      Option Pricing formula, used as a closed form solution to price
      European vanilla options.

      The Assumptions Underlying the Model

      1. No dividends are paid out on the underlying stock during the
      option life.
      2. The option can only be exercised at expiry (European
      3. Efficient markets (Market movements cannot be predicted)
      4. Commissions are non-existent
      5. Interest rates do not change over the life of the option (and are
      6. Stock returns follow a lognormal distribution

      The Model (Non-Dividend)

      The basic inputs to price a European option on a non-dividend paying
      stock is as follows:

      S = Underlying stock price
      X = Strike price
      r = Risk free rate of interest
      V = Volatility
      T-t = Time to maturity

      We can then apply these input variables into the following set of
      equations to derive the price for a European call option on a non-
      dividend stock:

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    • holderlin66
      Dear Jan and Friends: Yes this is exactly the understanding I had, when once, long ago, I also read Pot of Gold.. Crock of Gold, which is very different than a
      Message 2 of 4 , Aug 3, 2003
        Dear Jan and Friends:

        Yes this is exactly the understanding I had, when once, long ago, I
        also read Pot of Gold.. Crock of Gold, which is very different than a
        Crock, called today when someone tells real lies, it is a Crock and
        it was transformed from a Crock of Gold to a Crock of SH--.

        I watched the undercurrent moral forces in the book as an bio-
        regional mystery. At the time I was examining how Fort Knox and
        concentrated, and gathered gold forces over the world created a moral
        diffusion and altered the territory of gnomic and bio-regional
        rulership and altered relationships to various etheric regional

        Taking America off the Gold Standard in 1933 was immense, gathering
        it in diverse locations out of the circulation of humanity as gold
        and creating and tempting desire.. entered into Gold Jewlery where
        the Silly Sentient Soul felt the need to wear this gold, these gold
        chains as their connections to real gold were severed. The idea was
        to be forced to come to the Risen Christ Forces of Gold and thereby
        regain the Gold substance that can be exchanged in higher value where
        Moth and Rust do not corrupt and these. Then there were these
        quicksilver minds, mines, that are the new veins and ores where in
        wisdom is shuttled through the Earth, via satellite and electronics
        to home computers is the new gnomic highways, the ones that were once
        seen by Miners in veins and ores where currents of Earth Intelligence
        circulated the wisdom of the Earth.

        Novalis was a miner and there are many, many tales of miners seeing
        these gnomes, so much so, the Curdy and MCDonald could come near a
        threshold where the moral and the gnomic world participated.

        To these mysteries, we must apply both external logic and inner
        science and know the world from different elemental perspectives and
        the changes we make in the moral and etheric environment. Math and
        physics as well as instinct and the Ahrimanic Agenda bring
        connections to things that I think most people fail to approach. Even
        if Black Jack, Gambling and Poindexter was on the cutting edge of
        math insights, the way it has been portrayed veils deeper secrets
        that naturally we hardly ever are warned about. That there are deeper
        insights into all this that changes the entire eco-spiritual
        dimension and imprisons and predicts not only instincts but elemental
        and bioregional nets of electronic and other Haarp activities. Enough
        so that even the migratory whales are thrown off course by
        interference and human thinking directed because of the unanchored
        Sentient hypnotic glaze of the media and imprisoning Economic

        Steiner argued against Entrophy and trapped, closed system energy,
        because certain equations could reveal an unaccounted loss. So slowly
        along the way unpredictable factors are slowly being hunted down and
        the variables predicted, so that winning, instinct, gambling, weather
        and the stock market, as well as human instincts or changing
        variables of the elemental world in sea, sky, earth.. can be tracked
        and hunted into a physics equation and harnessed as this internet
        harness the gnomic community into enslaved labor and veins of silicon
        infected electric currents instead of moral currents.


        Ludwig Arnold (University of Bremen, Germany)
        "Stochastic Climate Models"
        An understanding of the origin of climatic variability and
        stochasticity (as expressed by the positivity of the power spectral
        density of climatic time series, measured or simulated) in the entire
        spectral range from extreme ice age changes to seasonal anomalies is
        a primary goal of climate research.

        Klaus Hasselmann in his seminal 1976 paper attributed the
        stochasticity observed in deterministic climate models to the fact
        that the slowly responding "climate" components are forced by the
        short time "weather" components in much the same way as a pollen
        grain in a liquid is forced by the short time impact of the molecules
        to yield Brownian motion.

        Hasselmann's program of reducing complex deterministic climate models
        to lower-dimensional stochastic models for the slow variables alone
        has only been partly mathematically implemented. We present and
        discuss the available mathematical techniques such as the method of
        averaging, the Gaussian or linear diffusion approximation,
        Hasselmann's nonlinear diffusion approximation recently made rigorous
        by Yuri Kifer, and the theory of large deviations.
        We discuss several toy examples and present a numerical case study of
        the Lorenz-Maas coupled ocean-atmosphere model.


        From financial data to physics models: A new science ?

        •Marcel Ausloos
        University of Liege , B5 B-4000 Liege, Belgium

        Econophysics is a science in its infancy, at the crossing roads of
        physics, mathematics, computing and of course economics and finance.
        It also implies human consideration or even sciences, because all
        economics is ultimately driven by human decision. From this human
        factor, econophysics has no hope to achieve the status of an exact
        science, but it is interesting to discover what can be achieved,
        trying try to push further away any limit, or discovering these
        potential limits. The role of a physicist is to observe, measure,
        analyze data, make theories based on models, predict and suggest ways
        of verifying the theory or models. Much work has already been
        published on various economic and financial ''problems''. Some brief
        review will attempt to emphasize ''statistical physics modern ideas''
        i. e. fractional Brownian motion and the scaling hypothesis in the
        microscopic-like aspects, and self-organized complexity in the
        macroscopic-like aspects.

        Financial Markets: Memory Effekts and Forecasting

        •Michael Schulz
        Abteilung Theoretische Physik, Uni Ulm, 89069 Ulm, Germany

        Financial data such as asset prices show remarkable memory effects. A
        well known phenomena is the volatility correlation function with a
        characteristic relaxation time of an order of magnitude 102 trading
        days. But also the price autocorrelation shows at short time scales a
        significant memory. It will be demonstrated that this behavior is a
        consequence of the complex dynamics at the financial markets which
        can be described by a nonlinear Fokker-Planck equation allowing the
        determination of the conditional probability distribution function
        and some related critical exponents as well as the scaling behavior
        observed in financial data.

        Furthermore, it will be demonstrated that the memory effects can be
        used for the prediction of the evolution of financial time series.
        Especially the combination of Bayesian statistics and neural networks
        allows a real forecasting of the volatility and the trend over 1-102
        trading days.

        AKSOE 1.4 Vortrag Mo 11:00 BAR/205

        Neural Networks for Volatility Predictions

        •Friedrich Wagner
        Institut für theoretische Physik, Universität Kiel, Leibnizstr., D
        24098 Kiel

        Neural nets can be used to predict the volatility averaged over one
        month in the period 1990-2002 from the data in the years 1974 -1989.
        Important for the application is the choice of the input data and
        less important the net work architecture. An approach with neural
        nets has the nice feature that upper and lower bounds can be
        constructed. Technically the serious problem of over fitting has to
        be solved.

        The quality of the predictions is slightly better than the those from
        a GARCH(1,1) model,which is considered as a bench mark model by
        economists. Also the time structure of the volatility cluster is
        studied and compared with the result from herding models.
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