August 28, 2004

Orthonormality

As an accident of employment history, mostly, I have only a fairly rudimentary recollection of the statistics I studied at A-level, whereas I have a noticeably better (though still unexceptional) understanding of things like vectors and matrices, those being rather fundamental to a lot of computer graphics. This is just one example of how my mathematical knowledge is skewed, but one that has been rather noticeable these last couple of days.

When it comes to quantitative finance, I really do feel like a dunce. Marginally less so this week than last, but still way up there in the dunce stakes. I can read through the maths with apparent comprehension, but still come up empty-headed when asked to apply it. This is depressing.

My sole consolation is that I am able to spot -- and grab at, strawlike -- isomorphisms between this bewildering field and others with which I am more intuitively comfortable. To wit: vector arithmetic.

Alas, I am not at liberty to discuss the nature of any such isomorphisms. Many of the details are publicly available, but much else is commercially sensitive. I stand to be deported to Devil's Island or somesuch if I breathe so much as a word.

But at least I can still spot an orthonormal basis when it swims up and bites me on the ass. Isn't that something to be proud of?
Posted by matt at August 28, 2004 02:56 AM

Comments

"orthomormonpediquanaiso"..what? Am I going to need an advanced degree to read you blog from now on? I have a hard time even spelling Pi.

Posted by: rye at August 28, 2004 05:12 AM

Believe me, if he's going to be talking orthogonal mormons, not even an advanced degree will help.
Here's to the blissfully innumerate.

Posted by: Stairs at August 28, 2004 09:50 AM

????

Posted by: Max at August 28, 2004 10:48 AM

When was the last time an orthonormal basis swam up and bit you on the ass? Did you photograph the event for the benefit of the prurient?

Posted by: Faustus, M.D. at August 29, 2004 10:02 AM

About the only maths I use (and "maths" is a word which is going to remain defiantly plural despite my abode) is trig, and that is mostly in figuring out saw angles and timber lengths.

I did some 3D graphics a while ago using matrices, but I didn't persist very far. It was all wireframe projections and not much more (for a still-born Tempest clone, FWIW).

Posted by: Dunx at August 30, 2004 06:31 PM

Stats is one of those peculiar fields where the combination of a little common sense and a sprinkling of schoolboy knowledge allows the production of obvious, straight-forward, but entirely *wrong* solutions - so utterly wide of the mark that any statisticians present will pat you on the head and start to talk in words of one syllable for fear of confusing you.

I'd far rather try my hand at surgery, flying a planeload of Easyjet passengers into Gatwick or nuclear bomb making (though I do have an unhealthy interest in the first two, so they're not good examples I suppose.)

There - I've just ensured that Matt's readership has expanded to include many of the world's intelligence agencies.

Posted by: Shyboy at September 1, 2004 12:57 AM

Gosh, how edgy and exciting, but have a care; it isn't easy to get visitation rights to Guantanamo and Matt'd probably be happier sticking it out here.

Posted by: Stairs at September 1, 2004 08:39 AM

I'm sure they'd eventually work out that it's ME that they need to keep under surveillance, although under Mr Blunkett's lovely regulations, the whole lot of you will probably be rounded up and detained indefinitely without charge ;-)

What's the weather like in Cuba at this time of year? I wonder what I should pack?

Posted by: Shyboy at September 1, 2004 07:25 PM

I believe orange jumpsuits are all the rage this season.

Posted by: matt at September 1, 2004 07:32 PM

My cousin has just arrived in Cuba; it's lovely :( *%&*!!

Posted by: Stairs at September 1, 2004 07:34 PM

Fortunately, I am not currently subject to Mr Blunkett's whims in this direction. Unfortunately, there's that git Ashcroft instead.

Posted by: Dunx at September 1, 2004 10:22 PM

Comments for this post are now closed, but feel free to email me if you have something interesting to say.