Category Archives: Uncategorized

Idea – model hourly (ex open/close) stock performance as random variable

Idea that hit me today while driving — there is a lot of timing bias in the behavior of an individual stock due to the fact 1) humans are on a daily cycle and 2) opening prices gap from yesterdays close / close positioning.  There is also the fact of after market hours news to move prices.

Thing that I am looking for — model a stock performance as a random variable that is *normally distributed*  <- we find that modeling the daily return of $AAPL or $MSFT is not normally distributed (because of things like October 1987 <- that is an event that is so many standard deviations off the curve that it olny had a 10^-79 probability event, but it happened anyways).   Hypothesis:  We know daily price movements are NOT normally distributed, but perhaps the price movements from, say 11am to 1pm ARE normally distributed.

Check the correlation of $XXX from daily performance to 11am-1pm performance.   Are they correlated for something like $AAPL?    What is the 1 year return of $AAPL using only 11am-1pm vs full day performance?    Need to test this and report the findings here later.

 

Countries visited by Hoshi and Nergish Aga

My parents have been to 52 countries. Here is the list:

Argentina 1973, 1998
Australia 1989, 1997, 2014
Austria 1963,
Bahrain 1979
Bolivia 1973 Landed at worlds highest airport La Paz
Brazil 1972, 1973, 1997 (lived here)
Canada 1962, 1966, 2017
Chile 1973, 1998, 2012
China 1978, 1996
Dominican Republic
Egypt 1959, 1965, 1999
Estonia
Finland
France
Germany
Greece
Iceland
India (lived here)
Iran (lived here)
Ireland
Israel
Italy
Japan
Kenya
Malaysia
Malta
Mexico (lived here)
Monaco
Morocco
Nepal
New Zealand
Norway
Oman
Pakistan
Russia
Singapore
South Africa
Spain
Sweden
Switzerland
Thailand
United Kingdom
United States 1959-1963, 1965-1972, 1973-1977, 1979 to present (lives here)
Venezuela 1972 at Caracas airport on way to Brazil
Yemen 1959, 1965
Zambia
Zimbabwe
Bahamas
The Netherlands a.k.a Holland
Panama
Nicaragua
Costa Rica

They have also been to 3 other places that are not UN member states:
Hong Kong
Falkland Islands
Tahiti

 

For further reading on the subject, pick up a copy of “Such a Wonderful Journey” by Hoshi Aga. It is available on Amazon.com

 

 

Countries I have been to

Today during the OU PMBA icebreakers someone stated they have been to 34 different countries. I confidently said, “yeah, I’ve been to at least 34”. I decided to count them up today, with a map for the last year I was in said country.

I was wrong, I have only been to 32. Here is my list:

Canada  (2016)
USA (2018)
Mexico (2018)
Haiti (2010)
Brazil (1973)
Argentina (1973)
UK (1998)
France (1998)
Germany (2014)
Austria (2014)
Switzerland  (2014)
Italy (2014)
Greece (2016)
Bahrain (1980)
Iran (1979)
India (1986)
Singapore (1980)
China (1978)
Japan (1978)
Hong Kong (1978)
Australia (2009)
Fiji (2009)
Monaco  (1973)
Bolivia (1973)
Venezuela (1973)
Oman (1998)
Peru (1973)
Pakistan (1978)
Egypt (1986)
Saint Martin (2012)
Sint Maarten (2012)
Bahamas (2001)

Countries I have been to, by last decade last visited

Green = 2010s
Light green = 2000s
Yellow = 1990s
Orange = 1980s
Red = 1970s

So sorry classmate who has been to 34 (or did you say 36) — you are the real globetrotter!

Larry Kudlow

Sad news that Larry Kudlow suffered a heart attack. Wishing him a speedy recovery.

Larry Kudlow has been one of my favorite TV personalities for years. My favorite is Kudlow and Kramer, when they had their run in the 2000-2010 timeframe. I always appreciate Larry’s optimism and his true, core belief that “free market capitalism is the best path to prosperity”.    Get well quick, Larry.

Wow, the new tax bill is really a substantial reduction

Looking at the proposed new marginal tax rates and brackets on the senate website (https://www.finance.senate.gov/imo/media/doc/12.2.17%20HR%201.PDF)   from the current 2017 rates on wikipedia (https://en.wikipedia.org/wiki/Income_tax_in_the_United_States#Marginal_tax_rates_for_2017) how big a tax break can you expect?

Quick math for a family with $150k annual taxable income with the old (2017) method:

  •      10% on $9,325                           =   $932.50
  • +  15% on ($37,950 – $9325) =   $4293.75
  • +  25% on ($91,900 – 37,950) = $13,487.50
  • + 28% on ($150,000 – $91,900) = $16,268.00
  •                                                                ———————–
  •               total (2017)                               = $34,981.75

and now with the new (2018) method:

  • 10% on $19,050                           =    $1,905
  • 12% on ($77,400-$19,050)  =     $7,002
  • 22% on ($140,000-$77,400) =   $13,772
  • 24% on ($150,000-$140,000) = $2,400
  •                                                     ———————
  •           total (2018)                           =$25,079

 

So basically $10k less in tax, or an overall reduction of around 30%

Of course that does not take into account changes to itemized deductions, but at least its a start to wrap your mind around the new tax bill.

 

 

 

Cisco Live! 2017 Las Vegas

I am fortunate enough this year to get a ticket out to Cisco Live (thanks James and David)! Here are my summary impressions of day 1 of the event

The new leaders of American Tech

Opening Keynote — Chuck took the stage and had 2 guest speakers: Tim Cook of Apple and the CEO of UnitedHealth. Chuck used the word “security” much more than I have heard at keynotes in the past.  You can totally get his head is that IoT will add ~10-20 billion new network connections in the next few years, and without security it will not happen.  So a lot of the keynote was around IoT and security.

I like the Cisco messaging and the thought process is solid. However, it is different watching Chuck vs John Chambers — John had an energy to work the crowd and walk through the crowd with piercing eye contact that just draws you in.  It will take some getting used to to understand American Tech 2.0 is Tim Cook and Chuck Robbins, not Steve Jobs and John Chambers.

New Catalyst 9400 -> the next gen Catalyst 4500

At the world of solutions I gravitated to the new Catalyst 9300 and Catalyst 9400 switching line, as that is what I am going to be presenting to my clients in the next few weeks.   From a hardware point of view, the sexiest, coolest thing was the removable fan tray in the new Cat 9400.  Designed by the people that design Ferraris, the tray goes all the way from the front of the chassis to the back, so you can remove it from either side.  I realize how lame that sounds, and it is. But the reality is that is as sexy and new in hardware thinking goes. Such is the life of hardware (and you suddenly understand why Cisco is going so hard to a software company).

how actually Cisco is identifying malware in encrypted traffic without decryption

The new part of the cat 9300 / 9400 is DNA Center, a plug in into APIC-EM.  One of the highlights is finding malware threats in encrypted traffic. How is that done?  Well, DNA Center requires ISE and Lancope Stealthwatch.  The cat 9300/9400 sends netflow to stealthwatch and it specifically looks for the metadata of the Initial Data Packet (IDP) and Sequence of Packet Lengths and Arrival Times (SPLT).  The guys in the booth tell me that’s all you need to understand if the traffic is malware.  They tell me they have this down to something like 99.95% accuracy. Uh-huh. We’ll see how this plays out.

 

Security Vendors

Think we have enough products?  Check out how many security vendors exist in the marketplace today.

 

My Shake Shack dinner

I got my Shake Shack dinner!  I was looking forward to this all week. Good, but $18 bucks for a burger, fries and a shake! Wow!   I have no idea how the federal reserve measures inflation, but I can tell you they are quite wrong.

 

I saw one really good vendor at the World of Solutions — Kentik.  This is something one of my customers use.  It processes netflow data.  What I love is the visitations. I’m doing a 30 day trial.  I totally see my customers sending netflow to Kentik and Lancope.

 

 

Summer 2017 movie predictions

Rules: winner is determined by correctness of their list against boxofficemojo.com

Season is summer 2017 (memorial day to Labor Day) – winner to be announced on Labor Day

10 points for getting a movie in the correct slot. 9 points for being 1 off, etc. max possible points = 10×10= 100

Austin’s Prediction

1. Despicable Me 3

2. Cars 3

3. Guardians of the Galaxy Vol. 2

4. Baywatch

5. Spider-Man Homecoming

6. Pirates of the Caribbean

7. Wonder Woman

8. The Dark Tower

9. War for the Planet of the Apes

10. Transformers: The Last Knight

Matthew’s Prediction

1. Despicable Me 3

2. Guardians of the galaxy vol 2

3. Cars 3 

4. Spider-Man Homecoming 

5. Transformers: The Last Knight

6. Wonder Woman 

7. Pirates of the Caribbean 

8. War for the Planet of the Apes

9. Baywatch 

10. Dunkirk

Neville’s Prediction

1. Guardians of the Galaxy 2

2. Pirates of the Caribbean 

3. Cars 3

4. Transformers: The Last Knight

5. Spider-Man Homecoming

6. Captain Underpants

7. Diary of a Wimpy Kid

8. All Eyes on Me

9. Alien: Covenant

10. Wonder Woman 

Solved! iRedMail sending mail from an iPhone client

I have run my own mail server out of my attic for the last 10 years.  I guess it’s just what you do when your a techie in my career field.   So last year I decided to make the switch from exchange 2003 (yikes!) to iRedMail.  Most of it was going fine for a long time, but there was always this peskiness with my iphone client not sending mail correctly. I had to go to the web portal (roundcube) to send.  Well, today I decided I really wanted to figure out why I could never send mail from my iPhone client.  I was sending on tcp 587 – no luck – kept getting a generic error message, something like “mail could not be delivered at this time, try again”

So I decided to get serious. I did packet captures from my wireless LAN controller and noticed that every packet my client sent was met by an ICMP port unreachable from the mail server.  So I checked iptables — at first I thought iptables was clear:

ACCEPT   tcp  – –   anywhere  tcp dpt:submission

but then I noticed further down in the chain fail2ban-default:

BLOCK <my iPhone IP>

Somehow the login process results in too many failures (even with the right password).   Whitelisted my home address block in /etc/fail2ban/jail.conf

ignoreip – 127.0.0.1/8 <added my ip block here /16  (yes I have a big home network ;)>

And voila – mail is now sending from my iphone.

 

Hey — if you take the time to read this I’ll set you up with a free mailbox for liking the link! Send me a note @CiscoNeville