Locklin on science

My pal Niccolo interviews …. me

Posted in fun by Scott Locklin on January 20, 2022

My only complaint is apparently the word “tattletale” is transliterated from “cockroach” which is what I actually called Taylor Lorentz. It’s otherwise an autistically fair interview, which is probably why guys like Mark Andreesen and Glenn Greenwald talk to him instead of dipshits from more well known gossip columns that urban bugmen think have more prestige.

https://niccolo.substack.com/p/the-troms-interviews-scott-locklin

It’s the usual BS I am babbling about. Everyone should consider subscribing to Niccolo’s substack; besides interviewing random weirdoes like me, it is some of the most clear headed geopolitical thought you’re likely to get anywhere.

Fun side note, my pal Niccolo and I are big fans of the movie “A Serious Man” by Coen brothers. If you haven’t see it, you are a reprobate and should remedy this severe cultural and moral defect immediately. In his interview with me I thought of the perfect metaphor for what’s wrong with contemporary physics and “technology” research. It’s basically all the same as the protagonist, Larry Gopnik’s psychotic couch-surfing mathematician brother’s project, “the Mentaculus.”

The Mentaculus is supposed to be “a probability map of the universe” which is completely insane word-gibberish. It doesn’t make any sense, and is obvious gibberish, but it is the all-consuming project of Gopnik-frère, who should probably get a job as an insurance actuary so he could move off of his brother’s couch. Similarly, when you’re confronted by “science journalism” about cosmologists, “quantum information theorists,” nanotechnologists, noodle theorists and other such wankery, this is what you’re looking at. These are all forms of Mentaculus which have metastetized into actual “fields” without any connection to the real world of matter.

The difference of course is that these “fields” have multiple practitioners and naive or malicious PR types backing them and making them look like something other than the doodles of psychos who need to move off their brother’s couch and do something useful and pertaining to the real world. I don’t know why I never thought of it before, perhaps because I myself took them seriously at some point, and knew of more obvious “Mentaculus” researchers. Great movie, and a metaphor I hope achieves more widespread adoption.

 

Amusingly, when you search youtube for video clips pertaining to the Mentaculus you come across various “physicists” giving lectures on such a thing, in the context of the “density matrix of the universe,” which I find both hilarious and sad. I haven’t watched these videos, but they at least agree with the analogy, even if they don’t notice that it calls them out as barking looneys who shouldn’t be living on their brother’s couches.

 

 

BAP books on love and war reviewed

Posted in Book reviews by Scott Locklin on January 2, 2022

My pal BAP suggests numerous books in his podcasts. I’ve read a great many of them already, though others are new to me. I will review a couple of them here to expose them to a different audience.

Breakfast with the Dirt Cult by Sam Finlay. This is easily the best piece of literature to come out of the 20+ year long “global war on terror.” Because we live in a degenerate age, it’s also almost completely unknown: instead we have garbage human sociopaths lionized and stupid reporters accounts made into movies. Sam Finlay is an old american, in a way my family can never be, and is of the warrior tribe of Americans. There aren’t many Americans left besides his people with remnants of male virtue  (basically his people and ethnic Catholics). The warrior class of America might as well be a tribe of New Guinea cannibals if you get your information from mainstream sources; there’s been basically zero accounts of the GWoT written by the actual people fighting the war other than this one. The psychological motivations and actions of the people described are true in a way that I know about from first hand experience. The most interesting thing about it is his character, who I assume is semi-autobiographical, is also a nice guy. A regular aw-shucks joe with antediluvian ideas about how life, nation and romance should work. He gets shot and semi-crippled in combat; the stripper he got involved with was probably worse for him than the bullets. This was written 10 years ago now, but Finlay’s thoughts on how the people who constitute the country have been cheated by a socal class of lizard people might as well be current year. His descriptions of the fraudulent “expert” class are pitch perfect. Nothing has changed since then; it’s just gotten worse.  Oh yeah, and we’re not killing our boys in Afghanistan any more, and our genius “experts” are a few steps closer to the abyss.

Bel Ami by Guy de Maupassant. This is a splendid bit of escapism; a man on the make ruthlessly exploits a series of women on his path to power and fortune in Paris. It’s a little like one of my favorite movies, Barry Lyndon, though very French.

Nostromo by Joseph Conrad. Ole Bappy is fond of South America. I’m not, but I sort of get his position on the subject. Nostromo is a tale of European political meddling in a sleepy, degenerate latin American country by industrialists and the hard men they employ. The eponymous character is an unforgettable Italian stevedore who was used by the European colonists to put order to the rough society. Apparently based on a real person Conrad met. It’s a tale of obsession and love with powerful subtexts on the ethnic and spiritual hierarchies of Latin American countries. If you’ve ever traveled in the turd world, you’ll get the latter almost immediately, assuming you’re not mentally retarded yourself; tropical cultures are different. It’s really about the spirit of a Faustian civilization breaking on the rocks of mute barbarism.

The Outlaws by Ernst von Salomon. This is mostly a war memoir of the post WW-1 Freikorps fighting against the communists. Frankly I found it mostly fairly dreary. However, von Salomon was also involved in right wing secret societies and the assassination of Weimar figure political Walter Rathenau. That part, unfortunately only a small part of the book, is absolutely amazing. Beyond the intensity of the account, the insanity of the events actually taking place was pretty out there: I mean, the dude killed the foreign minister. He only got a couple years in the pokey for it. I guess people were real mad at Weimar government. Amusingly the local jewish community sent him food while he was in prison because of his last name (he wasn’t jewish, but later married one, and made a living as a screenwriter). I don’t really understand von Salomon’s politics, but it was right wing, somewhat bolshie, and not Nazi. The sections on his underground revolutionary activities are brilliant. The rest of it bored me to tears.

 

Storm of Steel Ernst Junger translated by Basil Creighton. Supposedly the “new” Hofmann translation is more exact, but it contains many absurdities, and omits some of the more moving passages of Junger’s  book. Example <<In einem Regen von Blumen waren wir hinausgezogen in trunkener Morituri Stimmung.>> Hoffman: “We had set out in a rain of flowers, in a drunken atmosphere of blood and roses.”  Creighton: “We set out in a rain of flowers to seek the death of heroes.”  Hoffman’s translation is slightly more exact, but because he’s a literary rather than a military man, the dude basically mutilates the feeling and turns it into translatese gibberish. Much of the translation is like this. Creighton is an old warrior (lived to be older than Junger) and has experienced some of the things Junger did. Storm of Steel is a book that you experience, the events outlined in it are completely bonkers. He has the ancient warrior spirit; none of the world sick weariness of Remarque or the English writers.

“An officer should never be parted from his men in the moment of danger on any account whatever. Danger is the supreme moment of his career, his chance to show his manhood at its best.  Honour and gallantry make him the master of the hour. What is more sublime than to face death at the head of a hundred men? Such a one will never find obedience fail him, for courage runs through the ranks like wine.”

Mine were of Trouble Peter Kemp. This is “Homage to Catalonia” written by an actually respectable citizen instead of a filthy socialist tubercular wastrel. Since Kemp was not a filthy socialist tubercular wastrel, he joined the correct side in the Spanish Civil war. Orwell was a pretty good writer, and his soft-left socialist politics gave him a boost with the US establishment for use in propaganda against the Soviet system, but Kemp was an actual pillar of the community in the UK; son of a judge, and later war hero. He joined a Carlist militia, then later commanded in the Spanish legion; a great honor for a foreigner. He had the types of adventures you’d expect for an English speaker on the Nationalist side. When the war came to the UK a year after his adventures in Spain, he did all kinds of interesting Commando work.

 

Finally some good news by Delicious Tacos. Modernity is garbage; most people are sold garbage lives and given pathetic vices which help make life tolerable. DT describes the life of an ordinary office zombie heading into middle age; one whose primary vice was chasing ass on OKCupid; a sort of period piece of early internet debauchery and the immediate aftermath. Sections of it are obviously autobiographical, and the author writing as a pseudonym are what made it possible in the first place. Oh yeah, and the world ends. It’s one of the funniest novels I’ve read in a long time.  Sort of comedic Houllebecq meets “The Road.”

Biological anomalies

Posted in Book reviews, Corliss, Open problems by Scott Locklin on December 19, 2021

Biology is filled with weird things. Biology as a subject is one of many things I’ve cultivated deliberate ignorance of, but it’s fun to think a little bit about it by examining some of the anomalies associated with it. Corliss’ books aren’t exhaustive; he only explicitly covers human, mammal and bird anomalies.

Meteor/comet plague correlations. (BHH3/6/7) Fred Hoyle and N.C. Wickramasinghe wrote a book on this, which has not been met with broad acceptance, but which certain people trot out from time to time. The correlations are probably spurious, but they’re pretty neat anyway. Historically comets and meteoric events were seen as signs of coming plague; there are numerous examples in history; the plague of London, plague of Justinian, so they decided to take the idea seriously. It was developed into a sort of panspermia idea, as much of the genetic code is actually viral segments. Wickramasinghe is still around working on the idea; he even famously published something guessing corona-chan came from a bolide which blew up over China in 2019; in fact he predicted the outbreak. This is a lot of fun, and infuriates everybody, and you never know; maybe he’s right. I mean, I don’t think he is, but it is fun to behave as if he is and fear the appearance of comets and meteors in the night skies. Corliss also noted how weird the periodicities and propagation of diseases like influenza were (in part based on Hoyle and Wickramasinghe’s work).

Pandoravirus. I came across this one looking into the panspermia idea; it is the second largest known virus at one micron or so -pretty much bacteria size, with comparatively huge genomes (2 million base pairs; corona-chan is only about 30,000). They mostly seem to reproduce in plankton and amoebas. It was speculated that they might be a separate domain of life, or even a kind of space alien virus because its genome has so little in common with other species. Now a days they’re finding mechanisms which indicate they sort of self mutate to generate their long genomes.

Existence of human/primate blood polymorphisms. (BHC12) Everyone’s got one of 8 major blood types; A, B, AB, O and Rh+/-. Blood types are actually known to have certain advantages and disadvantages versus one another; malaria, polio, heart disease, even dat rona virums. There’s also weird shit nobody knows what to make of: correlations of blood type with socioeconomic class in hierarchical societies like Great Britain.  What is weird about this is the persistence of these very different blood types: they should confer some advantage and be selected for, but people persist them in populations, despite the strong negative effects of blood type on stuff like fertility (rh negative women stand a strong chance of having stillbirths with rh positive fathers).

Human-Endosymbiont Interface: (BHX6) Corliss recognized that stuff like Mitochondria are weird and probably archaic organisms, but he also speculated that stuff like cilia, centrioles and nerve cells might also have been microorganisms which were absorbed into animals. He also pointed out that we carry around a lot of other organisms in and on the body, rather ahead of the “gut biome” craze.

Manipulation of Human Behavior by Viruses: (BHX14) Corliss noticed stuff like rabies makes people behave a certain way (so do colds; they make people sneeze), a very complex and bizarre behavior which helps spread the Rabies virus. It’s now known that other parasitic organisms have similar effects on humans and other animals. There’s lots of human behaviors which are evolutionarily extremely unadvantageous but which might serve the purpose of some kind of mind-altering parasitic organism. Rabies, however is pretty astounding. It’s only 11,000 or so base pairs and it makes people and animals behave a certain way. Very impressive; one could speculate that other viruses do similar manipulations of human behavior, but we don’t notice them as they don’t kill people.

Inverse relationship between Human Parasites and Allergies: (BHX13) Corliss basically anticipated a modern allergy treatment modality. This is classic Corliss; he attributed this a fairly low data quality (his eagle eye spotted a study in some isolated Pacific Island)  and admitted we didn’t know a damn thing about immune systems so it wasn’t particularly anomalous either. But it appears he was right. You can learn a lot by studying lists of anomalies.

Humans and apes have different numbers of Chromosomes: (BHG5/11) Humans have 46, apes have 48. Human ancestors must have experienced a Robertsonian fusion in the distant past to be missing a couple of chromosomes. It is the 2nd chromosome where this happened; a big chromosome with about 8% of the human genome and a vestigial centromere in it. This isn’t just a human/ape thing, Corliss points it out in many other species (BMG2); most horses have more than 50 chromosomes -as many as 66, but different species of Zebra may have 32, 44 or 46 chromosomes. Mongolian horses and Zebras don’t look that different, yet one has 32 chromosomes, and another has 66. Interestingly Robertsonian translocations are relatively common in humans (trisomy-13/downs), and such translocations may be involved in speciation and rapid evolution in general when there are genetic bottlenecks. Aka if your 46 chromosome ape-like forefathers attempted to mate with a 48 chromosome species, the offspring likely wouldn’t be viable, but the smaller initial population of 46 chromosome ape-like critters would. There’s lots of fun examples of giant chromosome variance in insects, rodents, fish and other such vermin, and plants such as the humble cabbage family provides many other examples.

Organ Transplantation Memories: I didn’t notice this one in Corliss (might be in there somewhere), but there are  well documented cases of people experiencing memories of the people they received transplanted organs from. Could be imagination/suggestion somehow, or it could be messenger RNA memory; who knows. Weird though.

Transfer of Learning via Brain Extracts: (BMB8) more messenger RNA memory evidence. They did various experiments with rats and complicated memory/learning stuff via brain extracts. Man I sure would like my mRNA indo-european language injection upgrade package.

Human animal psychological interfaces: (BHX2) apparently you can hypnotize a cobra by grabbing it a certain way, and small animals by strapping them to a board and turning them upside down. You can also, as any farmer with chickens knows, hypnotize chickens; my Uncle Van taught me to do this. I use it on other people with underdeveloped nervous systems, like lawyers. Another fun one: petting rats ruins their will to live. Either that or rats that allow themselves to be handled  by humans have less vril/life force to survive a Richter water chamber.

Morphological differences between normal human brains: (BHO19) human brains are hugely different -male and female brains differ by 15% in size (a much larger difference than body size), hypothalmus size (2.5x bigger in men) corpus callosum (bigger in women) and a lack of interthalmic adhesion in some men. There was also recent work on the number of glial cells. If you attempt to google this, there are a number of laughably insane opinion pieces in famous journals asserting that everyone is the same, but it’s not true. Corliss cites a study asserting left-handed people have statistically very different brains than right handed people.

Remarkable capabilities of badly damaged brains: (BHO20) lest there be angry buttmad lefthanded women after reading that last entry, actually damaged brains don’t seem to lose as much as you’d expect. People have had big chunks of their brains removed and continued to have more or less the same level of IQ. There are famous cases of people with relatively tiny amounts of brain tissue who have cerebrospinal fluid pressure imbalances, but normal or even high IQs. Whatever the standard deviation between physical parts of the brain, they sure are weird and don’t act much like a pentium chip. Of course that rustles the jimmies of muh Church-Turing numbskull autists, but such people’s jimmies deserve to be rustled.

A review of “The Man Who Solved the Market” (and “the Captain”)

Posted in Book reviews, history by Scott Locklin on November 29, 2021

Most systematic hedge funds are a racket; they either got lucky, or have a strategy that only works in one market regime. There’s a couple of hedge funds out there who have beat expectations year after year. Ed Thorpe’s Princeton Newport and its successor TGS Management is collectively one of them. Rentech is the one that lasted the longest, and is best known. They’ve also got the biggest bags and the principals were and are much more admirable people than the TGS principals. It helps that I actually know some of the people in the Rentech story, and people like Jim Simons are friends of a number of friends of mine, so it’s something I know a little bit about on a personal level. Rentech is also remarkable for the sheer density of actual great men involved. People who accomplished great things before and after their Rentech days. Let us name some of the names: Lenny Baum, Nick Patterson, Sandor Straus, Elwyn Berlekamp, James Ax, Bob Mercer, Henry Laufer, Robert Frey, Peter Brown and Jim Simons himself. It’s a lineup of machine learning, statistics and fundamental mathematics rock stars. They’re all very different personalities as well: though they were welded into one of the greatest and most successful firms which ever existed. The story is sort of like the great WW-2 movie, Kelly’s Heroes.

Probably the most important fact about this book is the fact that it was an unauthorized history of Rentech. As such, the people who talked were people with grievances; grievances dating back in some cases to the 1970s. I’m not sure how aware the author was of this psychological dynamic, but it was evident in the extreme to me. There are lots of specific examples I could point out where the history listed is questionable. This is valuable though, as by highlighting the social fractures, we can learn a lot about how Simons managed to weld these oddballs into a money-making machine. Imagine if Kelly’s Heroes was told from the point of view of harvesting anecdotes from Oddball, Petuko, Big Joe, Willard and the German Tank Commander. That’s what we have here. Actual anecdotes from Kelly (aka Jim Simons) and some of the other important characters is missing. And of course old beefs are going to seem more important to some people than they really were to everyone else at the time.

Simons always had hustle; he built a world class mathematics department at Stony Brook mostly through personal charm. He was also always a risk taker; driving a Vespa with a gang of scooter nerds from the East Coast to Columbia (oddly many of the known details of this trip are left out) before he went to grad school.

One of the amusing things about this account is the sepia toned 70s-ish of it the early days. Simons got up in the spirit of the times; being fired from the code-breaker squad for opposing the war in Vietnam, spending time on a psycologist’s couch -later doing primal scream therapy and having an early marriage go spectacularly sour. James Ax was also a stereotypical man of that time; a competitive, angry, genius womanizer-misanthrope living on a boat.

The early experiences of Simons and Lenny Baum are illustrative; they started out with an actual algorithm running on a PDP-11. This in itself was a huge innovation. Baum was one of the creators of the Hidden Markov Model; a tool which has direct applicability to financial problems. I assume they were using something like this, probably looking for trending states. They had problems with it though; one must remember at the time they were inventing a lot of things. Even using data from a database in making trades was pretty innovative, let alone using decent statistical modeling in making the trades. For a while they were just winging it trading on logic and instinct, to varying degrees of success, but ultimately this wasn’t a satisfactory solution for anyone. The stories are familiar to anyone who has ever tried it: discretionary trading is extremely stressful.

The next iteration, Axcom, was with James Ax and Sandor Straus. In this period the models grew more mathematically sophisticated; still using Markov ideas on Straus’ rapidly growing collection of intraday data. I think Sandor Straus deserves credit as the world’s first “data scientist.” His account of cleaning data is probably the earliest one of performing this task. Cleaning data is the fundamental task that defines data science as a role: statisticians and economists buy clean data from somebody. The team also used a lot of Kernel Regression in this era; something I know is still an important part of Rentech and its spinoffs, but which seems to be of little interest to anybody else but me; hell I can’t even get TDA people to look at it. The real breakthrough came, however, when Elwyn Berlekamp showed up, became a majority shareholder in Axcom and moved the firm into the Wells Fargo building in Berkeley. It’s obvious in hindsight Berlekamp treated it as a probabilist involved in error correction codes would; developing a technique for using multiple edges in one unified trading system. Though the book doesn’t say so he also probably added a rational bet-sizing system for optimizing to the geometric mean: a really sweet thing that only someone like Berlekamp would have thought of (to be fair, Thorp definitely thought of it as well). The team also narrowly avoided being caught up in a commodities broker going tits up in this era, which probably would have killed them in those days. It’s good to be lucky as well as smart.

Berlekamp and Simons had a difficult long-distance relationship, as remote work wasn’t a thing back then excepting for frequent phone calls. Frequent phone calls are incredibly annoying to people who are concentrating deeply. Eventually Simons bought him out and moved the rodeo to Long Island. Two important figures from the post Berlekamp days was cryptographer Nick Patterson and mathematician Henry Lauffer who were responsible for various of the innovations that we take for granted today, and a few which people would no doubt like to have access to. Robert Frey was also recruited from the Stab Art world. Another set of key hires in the 90s were Bob Mercer and Peter Brown; a couple of speech recognition specialists from IBM research (there’s that Markov model stuff again), and David Magerman, a programmer also from IBM research. Taciturn saturnian Mercer and talkative mercurial Brown seemed like Castor and Pollux; opposites who meshed well together like a couple of gears, grinding out wonderful results. Brown is still CEO of the company.

Magerman, on the other hand, seemed like an asshat. He converted the company from C to C++ to make himself more valuable (a complete waste of time; 90s era C++ mostly just adds complexity for no obvious benefit over C) and blew up a live trading system by backdooring a computer. Magerman seemed to bring some computer science discipline to a company filled with sloppy-coder mathematicians and he was obviously a crucial guy who solved important problems, but the dude was a jerk. People who are good at programming are often perfectionist mindset types; meticulous people who can track down a subtle bug or manage large amounts of complexity. Unfortunately what you get with that mindset are often …. jerks. People who throw things when they don’t get their way: jerks. People who think 90s era C++ was worth using, despite nobody else in the company being able to use it: jerks. People who raise hell with OSHA because the CEO is a heavy smoker: jerks. People who alienate their boss and benefactor with sperdo like “why don’t you liiiike meeeee” behavior: jerks. People who have the CEO removed because he voted for the wrong political candidate: jerks.  I’ve known people like this throughout my career and have endeavored to always see the best in them I possibly could. Frankly his story in this book convinced me to never hire a person like this excepting as contractors. They bring bad luck, bad social interactions and you should banish them from your village. It’s an astounding account in part because it must have largely been told to the author by Magerman himself.

One of the keys to its success: Rentech shared the loot. People who uncovered new alphas were important, but fixing code, cleaning data….. all received big bonuses when the company did well, which aligned everyone’s incentives. Lots of work is necessary, but not so sexy, and this keeps people working on the necessary. The company, at least in the earlier days also seemed to have tremendous mission intensity; just like other type-1 organizations such as the Sidewinder era of China Lake. One of the things that didn’t work so well: new employees shitting on the old employees who to their mind “didn’t do anything anymore.” Not sure if they ever found a way to deal with this. Probably by paying people more. One of the things which stuck out was Simons knowing what his company was worth, and taking large performance fees: Simons had after a long struggle a genuine golden-egg-laying goose, and he wasn’t giving these returns away to goofballs who only wanted to pay 2 & 20. It was also amusing that many thought Rentech to be some kind of Madoff like scam; I have acquaintances who went through the interview process and thought it might have been some weird money laundry for Columbian drug dealers (he did make friends in Columbia from his early scooter trip there). Through the whole arc of Rentech, Simons had an awful lot of terrible luck in his personal life, which is really unfortunate as he seems like a genuinely nice person.

The rest of the history laid out here is boring HR drama, so I won’t talk about it. It’s more interesting to focus on the great years, and how they made it succeed. Big brains working together as a team, with great intensity and great rewards.

Bonus review: During one of the Simons video interviews (with James Ax’s son) he also mentions a book popular back in his day called “The Captain” by Jan de Hertog. This is definitely a period piece; a sequel to a book that was a sensation under the Nazi occupation of Holland, on a young tugboat captain. Very intense, as it involved running German blockades. While it’s a great read for entertainment purposes, it’s also got some important leadership lessons, as he pointed out. It is a very good book for this sort of thing; being decisive, motivating very different groups of people, distracting people who need to be distracted and generally being a combination matador and stage magician. The crew in The Captain were a bunch of non-motivated odd ducks who needed to be convinced to follow the eponymous character, as well as being motivated to do a good job in general. Half of the early drama in the story was dealing with this.

 

Edit add: Ben Gimpert had a nice review back when the book came out, making notes of a lot of the interesting technical bits: https://blog.someben.com/2019/11/notes-on-man-who-solved-the-market-jim-simons/