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Replying to @carsonszeder
yeah, they price it, same-game parlays get modeled with copulas, the works. then they keep it. a dealer baking correlation into your odds and taking the other side is a different thing from a market for the correlation itself, priced in the open, either side tradeable. priced against you, not tradeable by you. that is the gap.
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St Louis, Salt Lake City, Chicago (Chilagra), Portland, SE US mounds everywhere. Red head mummies where there supposed to be "indians" All the huge ornate static electricity harvesting spires, domes, high copulas, "lightning" rods. They built them to harvest the "zero point"
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Replying to @spermifex
Prefieren eludir la chachara y que les pregunten directamente por el precio de las copulas... por que suelen tener la "moral despistada"... youtu.be/5p89EREDaSI
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Prefieren eludir la chachara y que les pregunten directamente por el precio de las copulas... por que suelen tener la "moral despistada"... youtu.be/5p89EREDaSI
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During normal market conditions, assets move according to their standard correlations. However, during a systemic liquidation event, correlations fail. Assets that normally move in opposite directions suddenly drop together because institutions are forced to liquidate everything at once to meet margin calls. This joint dependency is modeled using Copulas.
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Jun 10
Replying to @EipicW @spermifex
Copulas semanales*, que no sé escribir
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Jun 10
Replying to @spermifex
Throwback al amigo Ben Affleck que se divorció de Jennifer López por no copular con suficiente frecuencia, y cuando se casaron de nuevo había un mínimo de copulas estipulado en el acuerdo prenupcial. Obviamente se divorciaron de nuevo.
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Replying to @spermifex
Maestro, 8 copulas con la misma mujer. La misma. Si hubiera variedad ahi cambiaria la cosa.
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Seventytigatiga retweeted
LASSO is used to rank which components appear useful, but LASSO coefficients don't prove that vine copulas or cosine-logit value models are better. They only show which variables explain performance inside the tested experimental design. The paper uses LASSO for interpretable coefficient ranking, not as a causal validation method
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fucking copulas
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MrKiovo retweeted
Gente, sin colita, ya no copulas!
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Kling-Gupta linear regression arXiv:2606.09391 Constraint residuals, graph posteriors, and determinant-corrected fu... arXiv:2606.09594 New Baire category results for stochastic orders on bivariate copulas arXiv:2606.09660
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Replying to @investingidiocy
Great stuff. I've been tinkering with copulas for doing something on the spectrum of fake->real data. Real correlation structure/fake marginals or real marginals (through ECDF) and fake dependence structure (tail dependence or correlation generally). Quite a nice framework.
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