Thursday, December 13, 2012

Are we living in a computer simulation? We may find out..

Some researchers(Beane, Davoudi, Savage) thought it might be possible to check whether we live in a simulation or not.
Here's the link to ArXiv: http://arxiv.org/pdf/1210.1847v2.pdf
Here's the abstract:

Constraints on the Universe as a Numerical Simulation

Observable consequences of the hypothesis that the observed universe is a numerical simulation performed on a cubic space-time lattice or grid are explored. The simulation scenario is first motivated by extrapolating current trends in computational resource requirements for lattice QCD into the future. Using the historical development of lattice gauge theory technology as a guide, we assume that our universe is an early numerical simulation with unimproved Wilson fermion discretization and investigate potentially-observable consequences. Among the observables that are considered are the muon g-2 and the current differences between determinations of , but the most stringent bound on the inverse lattice spacing of the universe, b^-1 >~ 10^11 GeV, is derived from the high-energy cut off of the cosmic ray spectrum. The numerical simulation scenario could reveal itself in the distributions of the highest energy cosmic rays exhibiting a degree of rotational symmetry breaking that reflects the structure of the underlying lattice.

Conclusion 
In this work, we have taken seriously the possibility that our universe is a numerical simulation. ...
Nevertheless, assuming that the universe is finite and therefore the resources of potential simulators are finite, then a volume containing a simulation will be finite and a lattice spacing must be non-zero, and therefore in principle there always remains the possibility for the simulated to discover the simulators. 

Saturday, December 1, 2012

Stock Charts in R - Example BMW

Example - BMW

> library('quantmod')
> getSymbols("BMW.DE") #use this to download financial data
[1] "BMW.DE"
> chartSeries(BMW.DE, subset='last 12 months')
> addBBands()
> addCCI()


We use http://www.quantmod.com Please check the page for documentation and examples (http://www.quantmod.com/examples/charting/)
Technical Indicators used:
addBBands() - Bollinger Bands - Indicator for Volatility 
addCCI() - Commodity Channel Index - Indicator for Momentum

Other Indicators:

Trend
IndicatorTTR Namequantmod Name
Welles Wilder's Directional Movement IndicatorADXaddADX
Double Exponential Moving AverageDEMAaddDEMA
Exponential Moving AverageEMAaddEMA
Simple Moving AverageSMAaddSMA
Parabolic Stop and ReverseSARaddSAR
Exponential Volume Weighted Moving AverageEVWMAaddEVWMA
Moving Average Convergence DivergenceMACDaddMACD
Triple Smoothed Exponential OscillatorTRIXaddTRIX
Weighted Moving AverageWMAaddWMA
ZLEMAZLEMAaddZLEMA
Volatility
IndicatorTTR Namequantmod Name
Average True RangeATRaddATR
Bollinger BandsBBandsaddBBands
Price EnvelopeN/AaddEnvelope
Momentum
IndicatorTTR Namequantmod Name
Commodity Channel IndexCCIaddCCI
Chande Momentum OscillatorCMOaddCMO
Detrended Price OscillatorDPOaddDPO
momentumaddMomentum
Rate of ChangeROCaddROC
Relative Strength IndicatorRSIaddRSI
Stocastic Momentum IndexSMIaddSMI
Williams %RWPRaddWPR
Volume
IndicatorTTR Namequantmod Name
Chaiken Money FlowCMFaddCMF
VolumeN/AaddVo