A C-Vine Copula Trading Strategy

TLDR:

  • Introduces a vine copula-based strategy for statistical arbitrage from [Stรผbinger et al., 2018]
  • With the power of vine copula, we can directly model the relationships among multiple stocks.
  • Generate trading signals based on them from a mean-reversion bet.

Cover the following topics:

  1. Quick overview of copula-based trading strategies.
  2. Idea and typical workflow of the C-vine copula approach.
  3. Strategy assumptions and details.
  4. Comments and some analysis for this strategy.

Read More Link

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๐Ÿ‘ค︎ u/kingsley_heath
๐Ÿ“…︎ May 11 2021
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Copula for Pairs Trading: A Unified Overview of Common Strategies

Found this gem on Quantocracy. It gives a great overview of copula-based pairs trading strategies. A rare find as it dives into actual strategies.

  1. Strategy 1: Simple Thresholds on Prices
  2. Strategy 2: Cumulative Mispricing Index on Returns
  3. Pairs selection for Copula
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๐Ÿ‘ค︎ u/kingsley_heath
๐Ÿ“…︎ Feb 17 2021
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Building dual power and organizing into Specifically Anarchist Organizations is the winning strategy for building a better world.

BIG CAVEAT - I'm speaking about what I see in the so-called United States, and my opinion about effective organizing under the current statist-capitalist regime. I'm don't want to make any universal statement about what should be done forever and always in all corners of the earth, I'm talking about the here and now (for me, 2022 in the U.S.)

By Specifically Anarchist Organization I'm referring to the especifist concept of an organization of, by, and for anarchists which is united along common values and theoretical commitments. I do not think that big-tent organizing through DSA, union-centric organizing through the IWW, reformist party politics like the Green Party, or purely insurrectionist tactics such as affinity groups can be a winning strategy in our current conditions. (though, I think affinity groups shouldn't be abandoned entirely, as they are a useful temporary tactic)

I believe that politically activated people should form horizontally organized membership organizations to activate those around them, provide critical support for existing movements in their locality, and build dual power structures. By actively creating dual power structures (such as permaculture farms, production centers, mutual aid networks, community defense networks, and community housing), anarchists can create local food autonomy, productive autonomy, militancy, and autonomous territory while also challenging the legitimacy of the state and capitalism. I believe that the heavy lifting of prefigurative organizing work is a necessary step to support an eventual insurrection. Without it, an insurrection would be put down completely and swiftly, and radical elements recuperated or eliminated.

What's more, I think anarchists should start doing this organizing work as soon as possible as a preparedness measure for the coming decades of instability and collapse.

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๐Ÿ‘ค︎ u/teacherwenger
๐Ÿ“…︎ Jan 25 2022
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Am I over-thinking the copula in a VSO language?

Long long ago I tried to develop a VSO conlang. I kept running into issues since I found it so hard to find information on such languages (no doubt due to their rarity). A particular problem I had was that I could think of no way to handle a copular sentence in a VSO word order. The second argument normally doesn't take any marking in any language as far as I'm aware, but I saw prepositions as necessary in such a language.

When I did finally find out how real VSO languages deal with this, I found that they essentially just switch to a VOS word order. I did not like the object preceding the subject, especially only in certain circumstances.

I ended up giving up on the idea, but for some reason even today it still crosses my mind. Recently on here I think, I found someone demonstrate a VSO conlang that for copular sentences just placed the two nouns next to each other. Basically, a gloss translation of 'Mayonnaise is not an instrument' was 'not is mayonnaise instrument'. Seeing this got my thinking that perhaps I was overthinking the issue? I know nothing about this conlang this person posted. I wonder though if just placing the two noun phrases next to each other with nothing to parse them or indicate their role would cause any issues down the line?

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๐Ÿ‘ค︎ u/IXBlackHeartXI36
๐Ÿ“…︎ Jan 24 2022
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Upper and lower tail dependence (Copulas)

Link

Hi all, I'm trying to figure out how to approach this question, as I'm not familiar with such a joint distribution as stated. Is this something that I should be familiar with or am I suppose to calculate this?

Any help is appreciated. English is not my first language but I'm a fairly confident English speaker.

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๐Ÿ‘ค︎ u/keytosuccess305
๐Ÿ“…︎ Jan 17 2022
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How CCPโ€™s global ambitions almost unseated an IMF chief: Beijing has unusual dual-track strategy to influence the multilateral bodies that underpin western capitalism ft.com/content/0ca26918-0โ€ฆ
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๐Ÿ‘ค︎ u/SE_to_NW
๐Ÿ“…︎ Dec 20 2021
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AAVE, zero copula, and Russian acquisitionโ€ฆ

Being that AAVE omits the copula verb in certain situations (before adjectives, noun phrases, etcโ€ฆ), just as Russian lacks the copula verb in present tense, would it, in theory, be easier for a speaker of AAVE to acquire that feature of Russian and other zero copula languages? Is there any research on this?

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๐Ÿ‘ค︎ u/Vanmeterr
๐Ÿ“…︎ Jan 09 2022
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How CCPโ€™s global ambitions almost unseated an IMF chief: Beijing has unusual dual-track strategy to influence the multilateral bodies that underpin western capitalism ft.com/content/0ca26918-0โ€ฆ
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๐Ÿ‘ค︎ u/SE_to_NW
๐Ÿ“…︎ Dec 20 2021
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[Article] A dual cellularโ€“heterogeneous catalyst strategy for the production of olefins from glucose

DOI:https://doi.org/10.1038/s41557-021-00820-0

https://www.nature.com/articles/s41557-021-00820-0

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๐Ÿ‘ค︎ u/yishutai
๐Ÿ“…︎ Nov 30 2021
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Hi all. Long time carpenter, first time caller. 134yr old copula relocated- gazebo transformation. In progress. Just thought yโ€™all might appreciate this one like I do. This project puts my name in the historical record of my town. Lots more pics to come if I have time. reddit.com/gallery/q9p2zx
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๐Ÿ‘ค︎ u/Chipperdie
๐Ÿ“…︎ Oct 17 2021
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Is the "romance copula" found in any non-Romance languages?

Many Romance languages have two copulas. One is used for inherent characteristics and the other for states of being.

Is this contrast found in any non-Romance languages? What about any languages that haven't had any prolonged contact with the Romance languages?

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๐Ÿ‘ค︎ u/justmatcha
๐Ÿ“…︎ Nov 24 2021
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Semantic correspondences to the copula

I can think of three meanings of โ€œX [BE] Y.โ€

The bananas are apples.

This could mean you magically transformed bananas into apples. They are apples now completely. Itโ€™s not the equivalence between two names or identities pointing at one entity. There is just apples now. The previous name or identity (bananas) became invalid in that moment in time.

Dad is Santa Claus.

Itโ€™s just equivalence. Two different identifiers for one thing. Your dad is still your dad, and Santa Claus is still Santa Claus. They both exist. It just turns out itโ€™s the same person.

Jeffrey is hot.

Obviously, attributing a characteristic/quality/adjective to a noun/thing.

Iโ€™ve got a few questions here.

  1. What are all known potential precise logical-semantic meanings of the copula?
  2. Some of the above reminds me of browsing Kripkeโ€™s Naming and Necessity some years ago, a book which fascinated me. Itโ€™s about these questions of referring to things through names and what is entailed through certain propositions about those names entities. Can anyone draw a link, here?
  3. It seems weird that on the one hand formal logic is not enough to capture the โ€œmeaningโ€ of human language but at the same time there are some utterances that do seem to correspond very strongly to precise logical notions. I canโ€™t wrap my head around it. Can anyone discuss why it is that sometimes sentences can be modelled so well by formal semantics and other sentences or aspects of human reason cannot?

Thanks

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๐Ÿ‘ค︎ u/jssmith42
๐Ÿ“…︎ Dec 17 2021
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The Male Dual Mating Strategy: Calibrating a Self-Improvement Strategy for Women [Part 2]

Part 2 is a guide for RPWs to calibrate a strategy to optimize their romantic success with the male dual mating strategy in mind. If you missed Part 1, feel free to check it out for a seamless introduction to the male dual mating strategy as the counterpart to the female dual mating strategy (AF/BB). Happy reading!


Thereโ€™s no shortage of amazing RPW theory on how to be Madonna, the wifey-material ideal, and also no shortage of RP theory warning you of the very real dangers of being The Whore. Here at RPW, we often believe that Whores Sin/Madonnas Win. However, just like there are risks and pitfalls when we follow AF/BB to a T, there are also risks and pitfalls to dichotomizing yourself into a Madonna and completely rejecting the Whore. While itโ€™s true that Madonnas are much more likely to find commitment than Whores, weโ€™d be remiss to think that there arenโ€™t downsides to completely embodying her, or that the Whores donโ€™t have any strengths appealing to the male dual mating strategy that make them so damn alluring and temptatious.

So how do we work around this? Be a Sexy Madonna/Virtuous Whore. Just like with alphas and betas, we can view Madonna and Whore as a set of traits or behaviors that we can adopt or abandon^1, rather than an explicit categorization of people. So letโ€™s do a little exercise: remember how RPW found the red and green flag traits/behaviors for both alphas and betas? Letโ€™s do the same for Madonna and Whore traits/behaviors. Knowing your strengths and weaknesses as a partner is the first step to improving yourself.

A quick reminder: having 1 red flag doesnโ€™t mean youโ€™re no longer a worthy mate, and having 1 green flag doesnโ€™t make you Godโ€™s gift to mankind. However, if you notice that youโ€™re stacking up quite a few red flags, youโ€™d better work to add more green flags or do what you can to decrease those red flags.

Madonna Red Flags:

  • is sexually frigid and prudish due to a sense of shame around sexuality (a sense of shame that, ironically, allowed her to remain so pure and chaste)

  • shows an excessively maternal and matriarchal attitude towards her partner

  • has an unexciting and excess

... keep reading on reddit โžก

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๐Ÿ‘ค︎ u/SunshineSundress
๐Ÿ“…︎ Sep 18 2021
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A football teams offensive strategy ought to be to establish a dual running attack. reddit.com/gallery/qu7b8w
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๐Ÿ‘ค︎ u/Pawing__Dirty3o0kII
๐Ÿ“…︎ Nov 15 2021
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Question about copula negation for a translation

Hello!

I'm trying to translate the phrase "death is not the end" into Quenya, which led me down a surprisingly deep rabbit hole between the words "lรก" and "ui".

Where I'm at right now is "fรญriรซ lรก i matta" - based on the assumption that "ui" is generally used for a more negative context and "lรก" for a more positive context. Am I on the right track there?

Thanks!

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๐Ÿ‘ค︎ u/QPZIL
๐Ÿ“…︎ Jan 01 2022
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Dual-Wielding Lance is the single best end game strategy

Having played net hack for years and ascended with most roles, I have to say dual wielding lances is by far the most OP strategy for the late game. Iโ€™m first going to lay out why and then explain how to execute this strategy. Iโ€™ve ascended in probably 15 knight games using this strategy.

Jousting is valuable because of the ability to stun your opponent. This allows you to get in multiple attacks before they can respond, increasing your effective damage. Skill level is critical here. Jousting at skilled gives a 60% chance of stunning, and expert 80%. Single wielding a lance at expert is how most view lancing, but itโ€™s damage output is fairly low even with the 2d10 joust bonus. Knights can reach skilled in dual wielding, which gives a 60% chance of stunning. Attempting to joust twice with 2 lances at skilled gives an 84% chance of stunning, while also nearly doubling the damage done in each attack. In my experience dual wielding 2 +7 lances with GoP and very fast speed means you can almost always kill even Demogorgon before he ever has a chance to respond. I usually summon him for fun when I do this. I also find I donโ€™t have to waste a scroll of genocide on Liches. An arch-lich is insanely easy to kill with double jousting.

So how do you do this? Generally follow basic knight strategy until around the quest level. Once powerful enough, I recommend trying to find fort Ludios. The plentiful soldiers are your best bet to find a second lance without burning a wish, and if you donโ€™t have dragon mail yet even with 1 lance by applying and jousting the guaranteed dragons are not much of a problem.

If you have either cone of cold or wand of cold, try to get your warhorse or preferably at this stage unicorn across the water in Medusaโ€™s lair. Beating the castle with Excalibur is doable, but jousting is definitely preferable especially against Minotaurs and Liches. Once you manage to get the wand of wishing, you should set yourself up for your unbeatable gehenom kit.

After making sure you have a source of charging, wish for a blessed figurine of a Ki-Rin. Ki-Rin are objectively the best steed in the game, can self heal, fly, give haste self, and reach 192 HP. If you stay wary of Black Dragons you can probably finish the game without your Ki-Rin ever dying. Even so as a precaution I would keep at least 1 wish unused to wish for another pet in the even your Ki-Rin does die. If you donโ€™t have a second lance yet and canโ€™t get one by polypilling the remain of all the

... keep reading on reddit โžก

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๐Ÿ‘ค︎ u/Agnk1765342
๐Ÿ“…︎ Sep 03 2021
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The Male Dual Mating Strategy: Understanding the Theory [Part 1]

Part 1 introduces the male dual mating strategy as the counterpart to the female dual mating strategy (AF/BB), while Part 2 will be a guide for RPWs to calibrate a strategy to optimize their romantic success with the male dual mating strategy in mind. Happy reading!


##AF/BB, the Female Dual Mating Strategy

If youโ€™ve ever peeked into the menโ€™s side of the RP sphere, youโ€™ve probably heard of Alpha F*cks/Beta Bucks. This neat little phrase captures the essence of the female dual mating strategy: we are most sexually attracted to men with alpha traits because our lizard brains want to pass their genes on to our kids so they can thrive in the future, but we seek men with beta traits for LTRs because our lizard brains know they are more willing and able to provide for us and our families in the present.

While this innate mating strategy of ours sounds like it works in theory, it could also land us in a lot of trouble if we donโ€™t play our cards right - single motherhood with noncommittal father(s), wasting our best years on the cock carousel, settling for a man who provides but repulses you, being unable to see your beta man as your Captain, etc. Luckily for us, RPW has a solution for that:

The Soft Alpha/Greater Beta. Find a man who has a lot of alpha green flag traits and a lot of beta green flag traits, and very few to none of the red flags of both camps. That way, we can have AF/BB in one man who can satisfy our mating goals long-term, instead of striving to find it in two or more much less reliable/desirable options^1 . Sure, in reality you may have to accept a couple of yellow flags here and there because no one is perfect, but overall a man with the right mix of alpha and beta traits is the most suitable for RPW goals (which is getting and keeping commitment from a man worth submitting to). If there was one piece of vetting advice I had to recommend to all RPWs, itโ€™s that post.


##The Male Dual Mating Strategy

On the other hand, there hasnโ€™t been much talk on RPW about the male dual mating strategy. We know we can trace the female dual mating strategy back to its evolutionary roots, but we have

... keep reading on reddit โžก

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๐Ÿ‘ค︎ u/SunshineSundress
๐Ÿ“…︎ Sep 18 2021
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Iโ€™m Applying Zachโ€™s Genius โ€˜Dual-Pillar Strategy to All Aspects of My Life
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๐Ÿ‘ค︎ u/Bull_Ops
๐Ÿ“…︎ Sep 15 2021
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Any good strategy/loadout to combat against the dual marshall? I stopped playing a few months ago with a 1.67 K/D and it's been steady dropping since I started playing again a few days ago.. I keep getting killed by people jump shooting with the dual marshall lol

I'm not that good, so give me a break lmao I also understand that I can use the Marshall as well, but I'm not a big fan of 1 shot kills like that.. I like a little challenge, but I haven't figured out how to counter these guys yet lol

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๐Ÿ‘ค︎ u/RealShawnShade
๐Ÿ“…︎ Sep 28 2021
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Dual boot with Ubuntu - Bootloader strategies

Hi everyone! As stated in the title, i am currently planning to install in the same disk, currently running Ubuntu, a fresh installation of Archlinux that i'll use as a secondary distro till i'll feel confident enough.

Currently, GRUB is managed by Ubuntu, should i just make Ubuntu aware of Arch using something like os-prober ? Are there any known issues to be aware using this approach ?

Another idea bubbled up is to have another efi partition on the disk, in this case Archlinux will be totally independent with its own grub installation too, but i know that there are some issues running multiple efi partitions on the same disk.

Thanks in advance for your help!

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๐Ÿ‘ค︎ u/paolomainardi
๐Ÿ“…︎ Sep 26 2021
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Virgin jest- vs chad sฤ… vs thad (no copula at all)
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๐Ÿ‘ค︎ u/Evfnye-Memes
๐Ÿ“…︎ Aug 09 2021
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Sd.kfz.171 Panther Ausf. A Late copula reddit.com/gallery/qdc9cy
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๐Ÿ‘ค︎ u/Stevetpirate
๐Ÿ“…︎ Oct 22 2021
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Opinions about zero-copula?

I'm considering turning my conlang https://lycelia.com/apps/language/risaria/reader/ into a zero-copula language. Somewhat as an inspiration from American Sign Language. Seems fairly common worldwide to have zero copula in present tense but i'm a little unsure about doing it throughout. Especially if I start doing pro-drop as well. I imagine text would be understandable but I wonder how comprehensible it would be while spoken. Unlike ASL you wouldn't have the same degree of body language helping things along.
The zero-copula thing would mostly be for space-saving (and to convince a few more people to stop calling this an English relex, though in my experience I could write a novel in native-level mandarin or something and still get that response) but I wonder if it's in any way more auxlang-y to have copula or no.

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๐Ÿ‘ค︎ u/PenguinOfTheSky
๐Ÿ“…︎ Dec 05 2021
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The warriors are pursuing a dual strategy of trying to maximize Steph/Klay/Dray's prime, while also building their next dynasty. Here's why they are one of the few teams that can pull this off.

Let me say, first of all, that in the immortal words of Jesus of Nazareth:

>No one can serve two masters. Either you will hate the one and love the other, or you will be devoted to the one and despise the other.

It's as true today as it was 2,000 years ago, when he said it. Generally speaking, it is wise to choose one strategy. Either go all-in to maximize the rest of Steph's prime, or go all-in to rebuild for your next dynasty. Do not try to do both at the same time, that yields conflicts of interest, and conflicts of interest are inherently inefficient. You will lose to more efficiently run teams. Do not try to serve two masters.

That being said, I would like to counter what Jesus said by pointing out that one team, in recent memory, implemented this two-masters strategy successfully and served both masters efficiently: last decade's spurs.

Rewind the clock exactly 10 years. It's March 24th, 2011. The 2011 draft, and the Spurs selecting Kawhi Leonard, is still 3 full months away. The Spurs are an aging dynasty, that has won 4 titles in the last 13 years or so, but the western conference has changed.

Kobe and prime Pau Gasol are running the Lakers.

Memphis is a nightmare to play, with grit-and-grind

OKC has perhaps the greatest collection of freak young talent the league has ever seen.

Dallas and Dirk are on the top of their game.

The Spurs aren't title favorites anymore. They can still get to the WCF, but it's been a few years since they made the finals.

The Spurs were able to draft Leonard, develop him, and get back to two more finals in the next four seasons.

Why?

They had the single biggest thing a team NEEDS in order to make this dual-strategy work. The reason this strategy almost never works is that it's dependent on having one, ultra-rare ingredient. Do not try this experiment without that ingredient.

The Spurs had the right super-star: Tim Duncan.

The dual strategy would have completely fallen on it's ass, and the Spurs would have failed, without Tim Duncan. If it had been Kobe, or Shaq, or Lebron, it would have failed. It worked because it was Duncan. It doesn't work with just any super-star. It doesn't work if your star is Kevin Durant or Kyrie Irving or Jimmy Butler. It worked for the Spurs because their star was Tim Duncan.

It would have worked if the star was Steve Nash. It probably also works if the star is Dirk Nowitzki.

It sure as hell will work if the star is Steph Curry.

Tim D

... keep reading on reddit โžก

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๐Ÿ‘ค︎ u/sugarpieinthesky
๐Ÿ“…︎ Mar 24 2021
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Suggestion for early retirement strategy for dual citizenship holder

Hi, I need some recommendations. I have the objective to get to early retirement in 3 years. I got lucky in my past jobs and saved 500k to invest (some already in ETF stocks, bonds and funds and stupidly a lot of cash too). I was initially trying to replicate a target date fund like vanguard 2025 but I decided to move everything to dividends.

I bought already some qyld, nusi, jepi, schd. My plan is to allocate 25% of each of them to get some average growth and a yeld of 6-7%. I expect to be able to contribute up to at least a 1M until my target date. I would need 70k a year to live comfortably and plan to relocate to EU. I don't care much about growth and beating inflation in the long run is sufficient for me.

Anyone in a similar situation? I factored for exchange rate uncertainty and over estimated my needs a bit. I currently live in CA and in a high tax bracket. So I thought that makes sense to invest in dividends ETFs taxed as ROC. Any suggestion or alternative?

P.S. I'm 43. I also have a 401k which probably will get to 300k when I quit but will not touch until age of 60. I also have an house worth 600k but I don't plan to sell it until I move and I'll probably use these funds for doing some real estate investments in my country of destination. Probably I would not need my investments money until 2-3 years after I quit (but psicologically speaking I think it would be easier to retire if I get some dividend income at that time)

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๐Ÿ‘ค︎ u/No-Working-220
๐Ÿ“…︎ Oct 03 2021
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'It doesn't look good': Premier's low profile strategy under renewed scrutiny during dual B.C. crises bc.ctvnews.ca/mobile/it-dโ€ฆ
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๐Ÿ‘ค︎ u/Point-No-Point
๐Ÿ“…︎ Aug 18 2021
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The right way to use a copula
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๐Ÿ‘ค︎ u/ChungusMagnus
๐Ÿ“…︎ Nov 06 2021
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Genesis Outlines Its Dual Electrification Strategy insideevs.com/news/530339โ€ฆ
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๐Ÿ‘ค︎ u/pilaga
๐Ÿ“…︎ Sep 01 2021
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