Re: [anthroposophy] Re: Futures Market PAM
Re: [anthroposophy] Re: Futures Market PAMOn 4/8/03 1:13 am, "holderlin66" <holderlin66@...> wrote:
--- In email@example.com, "starbirdgarden"
> Can't wait for your comments on this one! Poindexter ? DARPA ?
> at logo
> with the all seeing eye atop the pyramid, overlooking the globe?
> h cockney
> talk ? "They're havin' a laugh!"
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
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-
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- 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 ?
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
Financial Markets: Memory Effekts and Forecasting
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
AKSOE 1.4 Vortrag Mo 11:00 BAR/205
Neural Networks for Volatility Predictions
Institut für theoretische Physik, Universität Kiel, Leibnizstr., D
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
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.