Posts

Questions about Stocker's DIY vaccine 2021-12-29T22:44:47.377Z
Rapid Increase of Highly Mutated B.1.1.529 Strain in South Africa 2021-11-26T01:05:49.516Z
Does it make sense to get 2 flu vaccines? 2021-11-02T01:48:35.732Z
In Most Markets, Lower Risk Means Higher Reward 2021-08-13T17:32:16.585Z
What is the Risk of Long Covid after Vaccination? 2021-05-31T19:32:45.760Z
Simple Tricks to Improve KN95 Masks 2021-03-08T08:59:46.155Z

Comments

Comment by dawangy on Postmortem on RatVac · 2022-01-22T20:40:09.641Z · LW · GW

Your approach seems very similar to Stocker's who did run a small "trial" in Germany before the authorities weren't happy with what he did. Based on your location I'm guessing you probably already heard about this. He actually posted the data for himself on his personal blog and you can find it all here, for those who aren't aware: 

The best vaccine against Covid-19 | Prof. Dr. Winfried Stöcker (winfried-stoecker.de)
Immunization against Covid 19 | Prof. Dr. Winfried Stöcker (winfried-stoecker.de)

Stocker happened to dose himself four times about 2 weeks apart, though he was able to see a positive response after a 2nd dose, unlike in your attempt. It also seems like you used a very similar adjuvant.

I am assuming you took your dose intramuscularly, is that correct? 

Comment by dawangy on Radical openness - say things that others strongly dislike · 2022-01-07T08:11:28.628Z · LW · GW

I strongly dislike this.

Comment by dawangy on Omicron Variant Post #1: We’re F***ed, It’s Never Over · 2021-11-27T02:55:44.188Z · LW · GW

Internet is a great place. Thanks for that info!

Comment by dawangy on Omicron Variant Post #1: We’re F***ed, It’s Never Over · 2021-11-26T23:50:22.459Z · LW · GW

 11 days could be unusual based on the Hong Kong report:

https://www.news.gov.hk/eng/2021/11/20211123/20211123_102145_582.html?type=category&name=covid19&tl=t

Based on the report it seems that someone arriving Nov 11 had enough virus to test positive by Nov 13, and the person he infected had enough virus to test positive on Nov 18. Both were sent to the hospital but it is unclear whether this was part of a standard procedure or if they were ill enough to need to go.

Comment by dawangy on Rapid Increase of Highly Mutated B.1.1.529 Strain in South Africa · 2021-11-26T18:35:24.709Z · LW · GW

Thanks for this! Updated the post with more high quality screenshots.

Comment by dawangy on Does it make sense to get 2 flu vaccines? · 2021-11-09T00:55:38.833Z · LW · GW

I may have found the answer to my lazy question on the CDC website:

https://www.cdc.gov/flu/prevent/misconceptions.htm

"Can vaccinating someone twice provide added immunity?

In adults, studies have not shown a benefit from getting more than one dose of vaccine during the same influenza season, even among elderly persons with weakened immune systems. Except for children getting vaccinated for the first time, only one dose of flu vaccine is recommended each season."

Since they say that "studies have not shown" rather than "we don't have studies that show," I'm more inclined to believe them.

Comment by dawangy on Does it make sense to get 2 flu vaccines? · 2021-11-09T00:55:23.787Z · LW · GW

I may have found the answer to my lazy question on the CDC website:

https://www.cdc.gov/flu/prevent/misconceptions.htm

"Can vaccinating someone twice provide added immunity?

In adults, studies have not shown a benefit from getting more than one dose of vaccine during the same influenza season, even among elderly persons with weakened immune systems. Except for children getting vaccinated for the first time, only one dose of flu vaccine is recommended each season."

Since they say that "studies have not shown" rather than "we don't have studies that show," I'm more inclined to believe them.

Comment by dawangy on In Most Markets, Lower Risk Means Higher Reward · 2021-09-09T05:11:04.410Z · LW · GW

I think I would agree with you that if you could really find the "right" factors to care about because they capture predictable correlated variance in a sensible way, then we should accept those parts as "explainable". I just find that these FF betas are too unstable and arbitrary for my liking, which is a sentiment you seem to understand. 

I focus so much on the risk-return paradox because it is such a simple and consistent anomaly. Maybe one day that won't be true anymore, but I'm just more willing to accept that this phenomenon just exists as a quirk of the marketplace than that FF explains "part of it, and the rest looks like inefficiency". FF could just as easily be too bad a way to explain correlated variance to use in any meaningful way.

Comment by dawangy on In Most Markets, Lower Risk Means Higher Reward · 2021-08-29T00:16:48.017Z · LW · GW

I don't think that gilch answered the question correctly. His two games A and B are both "additive" games (unless I'm misunderstanding him). The wagers are not a percent of bankroll but are instead a constant figure each time. His mention of the Kelly criterion is relevant to questions about the effect of leverage on returns, but is relevant neither to his example games nor to your question of why volatility is used as a "proxy" for risk.

I'd say that to a large extent you are right to be suspicious of this decision to use variance as a proxy for risk. The choice to use volatility as a risk proxy was definitely a mathematical convenience that works almost all of the time, except when it absolutely doesn't. And when it doesn't work out, it does so ways that can negate all the time that it does work out for. The most commonly used model of a stock's movements is Geometric Brownian Motion, which only has two parameters, µ and σ. Since σ is the sole determinant of the standard deviation of the next minute/day/month/year's move, it is used as the "risk" parameter since it determines the magnitude distribution for how much you can expect to make/lose.

But to get to the heart of the matter (i.e. why people accept and use this model despite it's failure to take into account "real" risk), I refer you to this stackexchange post.

Comment by dawangy on In Most Markets, Lower Risk Means Higher Reward · 2021-08-28T23:12:47.034Z · LW · GW

It seems ad hoc to me because they continue to add "fundamental" factors to their model, instead of accepting that the risk-return paradox just existed. Why accept 5 fundamental factors when you could just accept one technical factor?

Suppose that in 20 years we discover that although currently in 2021 we are able to explain the risk-return paradox with 5 factors and transaction costs, the risk-return paradox still exists despite 5 factors in this new out of sample data from the future. What do we do then? Find 2 more factors? Or should we just conclude that the market for the period of time up until then was just not efficient in a weak-form sense?

Comment by dawangy on In Most Markets, Lower Risk Means Higher Reward · 2021-08-15T06:31:00.819Z · LW · GW

The scatterplot in the middle is not risk adjusted. 

Comment by dawangy on In Most Markets, Lower Risk Means Higher Reward · 2021-08-13T19:42:16.614Z · LW · GW

I should perhaps clarify that I am talking about weak form efficiency. In a weak-form efficient market, active management through fundamental analysis can still produce excess returns. The three and five factor models attempt to find fundamental factors that can predict excess returns. This contradicts the stronger forms of EMH, but it stands just fine with the weak form. In addition, academic practitioners use the five factor model often in defense of weak EMH.

To your point, perhaps I should edit the original article though. Investopedia says of the FF model, "there is a lot of debate about whether the outperformance tendency is due to market efficiency or market inefficiency."

Comment by dawangy on What was my mistake evaluating risk in this situation? · 2021-08-05T06:07:40.193Z · LW · GW

I also believe I'm qualified to speak on this issue as I was very worried about this from a very early time (even bought masks in late January). Others have brought up some good points here but I would say that the key issue you had is failure to pay attention to details. It may be true that the news likes to cause unnecessary hype over things for attention, but it is the details of the situation that really set this one apart from others.

  1. After acknowledging human to human transmission, early reports suggested that the virus was capable of spreading through respiratory routes without the host displaying any symptoms of illness. This is an extremely distinct and alarming feature and is the main reason I started flipping out.
  2. You may not have had ready access to this information, but people on Chinese social media were posting videos of packed hospitals in Wuhan. A back of the envelope estimation of the scale of the pandemic using estimates of hospital capacity in the region meant that the epidemic was far larger than reported at the time.
  3. At some point in February we found several cases of COVID in the United States that could not be traced to any other known case of COVID. Again, if you pay attention to the details and implications this means more than if you just read the headline passively.
Comment by dawangy on What made the UK COVID-19 case count drop? · 2021-08-02T18:34:18.476Z · LW · GW

I'm surprised nobody mentioned seasonality. I hypothesize that the biggest reason is that as you start rolling into August and September the outdoors becomes less frequently too hot, leading to more outdoors activity. Similarly, temperatures that are too cold can drive people indoors as well. 

We see a very similar pattern in the US as well. In the summer, it is typically southern states that get hit hardest with new cases. In the winter, it is the states farther north that see the worst surges per capita.

Comment by dawangy on Risk Premiums vs Prediction Markets · 2021-07-29T21:31:55.549Z · LW · GW

I was also surprised to read that because I was always under the impression that the SR of bonds is higher than that of stocks over a long time, and the SR of the stock market over a long time (much longer than 5 years) is about 0.5. 

However, when I looked into the data more closely, the recent (1976-present) high sharpe ratio of bonds seems to be an extremely temporary phenomenon related to the large decline in interest rates during this time. The SR of bonds prior to 1976 is actually worse than stock index SR. So when looking at a very long timespan (on the order of about 100+ years), I actually agree with SimonM on this upper bound for assets now. 

At the very least, I do not know of any asset classes with 100+ years of history that have SR over that period significantly greater than 0.5

Comment by dawangy on Covid 7/15: Rates of Change · 2021-07-16T15:49:27.327Z · LW · GW

What kinds of vaccines did you guys have? Also how long ago? I hypothesize a lot of the difference in efficacy reported by the UK (88%) and Israel (64%, kind of close to the efficacy in your situation if we make the generous assumption that all 14 would have been infected without the vaccine) has to do with the fact that Israel started vaccinating earlier. 

Comment by dawangy on What is the Risk of Long Covid after Vaccination? · 2021-05-31T20:08:11.976Z · LW · GW

My thoughts exactly. The only explanation (with the assumption that long Covid risk as a proportion of infections is actually lower in vaccinated individuals) that I can think of for why the JoinZOE paper may have found no significant effect in the reduction of long Covid as a proportion of cases (despite strong priors in favor of the opposite) is that perhaps people think of Covid less now and are more likely to drop off using the app if their symptoms don't persist than they were in say, December 2020 or January 2021. 

Comment by dawangy on What is the Risk of Long Covid after Vaccination? · 2021-05-31T19:52:55.635Z · LW · GW

tbh, I would just ignore the anecdotes and focus on the JoinZOE paper preprint I linked in the post. I'm not worried about death from Covid as much as I am about the long haul symptoms. Death from Covid, as you have noted, is very rare among vaccinated individuals.

I still wear a mask almost everywhere I go. Only exception is for outdoor dining, where it's not possible. But hey, it's outdoors.

Comment by dawangy on [deleted post] 2021-04-27T14:09:48.514Z

no

Comment by dawangy on [deleted post] 2021-04-27T00:29:31.448Z

btw, I am fine now

Comment by dawangy on [deleted post] 2021-04-27T00:25:43.775Z

btw, I am fine now.

Comment by dawangy on Simple Tricks to Improve KN95 Masks · 2021-03-10T05:52:40.741Z · LW · GW

I see. Upgrade price to 9/10 then

Comment by dawangy on Simple Tricks to Improve KN95 Masks · 2021-03-09T07:02:39.752Z · LW · GW

Like the idea of ear savers; might try them to see how they feel compared to the tight earloops.

Comment by dawangy on Simple Tricks to Improve KN95 Masks · 2021-03-09T07:01:47.380Z · LW · GW

Those are fine. I would give them a 3/10 for comfort, 11/10 for efficacy, and 3/10 for price, since only the respirator part is reusable and you have to buy filters. A good choice if you in a very at risk demographic and don't mind spending the extra money.

For comparison, I'd give the modified KN95 a 6.5/10 for comfort, 7/10 for efficacy, and 8/10 for price.

Comment by dawangy on Making Vaccine · 2021-02-19T08:03:44.874Z · LW · GW

I asked Alex from RADVAC on reddit about antibody responses to the vaccine. He replied by saying 4 of the researchers saw a "positive antibody response."

https://www.reddit.com/r/radvac/comments/ig2b1q/related_news_open_for_suggestions/

"Some of our core group started performing ELISA assays to determine the presence of anti-Spike antibodies, beginning back in May/June. Since only a handful of us had at that point been collecting samples rigorously, the sample size available to us was small, so although we saw a positive antibody response, we didn't consider the (n=4) data credible as a data set."

I dare not interpret the implications of this finding on how much we should expect out of these vaccines, but I thought that this would be important to discuss.