Raul wrote, > Significant SAT-3 problems involve more than clause.
What happened? According to your favorite paper, "Karp (1972) shows that 3-SAT is itself NP-complete, and it remains NP-complete even if the number of solutions is guaranteed to be either zero or one (Valiant and Vazirani (1985)), so we will focus our attention on trying to use the efficiency of the market to decide a 3-SAT problem. Here is how we will program the market to solve an arbitrary 3-SAT problem... " Please do not tell us now that all was a mistake; that would be such a terrible disappointment. Donna wrote, > see for example TD Direct Investing: > > What Conditional Order Types are available in WebBroker? > > WebBroker allows you to place three types of conditional orders – One-Cancels-Other (OCO), One-Triggers-Another (OTA), First-Triggers-One-Cancels-Other (FTOCO). > I wrote, > Lo and behold, according to Donna, OCO orders are now a reality! Maybe you can go ahead and program the market using WebBroker? > P.S. Do not forget to let us know what happens. Are you sharpening your market programming skills yet? On Tue, Sep 10, 2019 at 6:10 PM Raul Miller <[email protected]> wrote: > > On Tue, Sep 10, 2019 at 5:40 PM Jose Mario Quintana > <[email protected]> wrote: > > Recall, according to the paper, one only needs to place simultaneously two > > OCO-3 orders (apart from other assumptions not necessarily related to OCO > > orders) to program a market and test its 3-SAT problem-solving abilities. > > The evidence supporting your initial claim would show that there are > > existing regulations prohibiting the implementation by brokers of two > > simultaneous OCO-3 orders and cover all the markets at all times which > > would prevent one to program even a single market and run the program even > > only once to *supposedly* resolve the mathematical conjecture once and for > > all. > > Significant SAT-3 problems involve more than clause. > > Thanks, > > -- > Raul > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm On Tue, Sep 10, 2019 at 5:39 PM Jose Mario Quintana < [email protected]> wrote: > > I wrote, > > > > I am sorry but circuit breakers are designed to "protect" (we are here from > > > the regulatory agency and we are here to help) market participants from > > > themselves by preventing them from trading during certain wild markets > > > gyrations (e.g., "if the price of that covered security decreases by 10%"); > > > there is nothing there to interfere or regulate OCO orders during typical > > > market sessions. > > Raul replied, > > > And? > > Is it not obvious to you? > > Raul continued, > > > You are claiming that sessions which contain such an order would be > > typical market sessions?? > > Judging from your question above I guess it is not. Remember, you initially claimed, > > > > The reason you won't see orders like that in the historic record is > > >that regulations on the market have not allowed orders of that sort. > > and I asked, > > > Can you name a single regulator, the specific regulation, and the jurisdiction where the regulation prohibiting "OCO" applies? > > Blaming circuit breakers, which are seldom triggered, for not allowing the implementation and execution of OCO orders by brokers (and consequently *supposedly* not allowing the resolution of whether or not P = NP) makes as much sense as blaming Christians, Buddhists, etc. and the suspension of trading activities during their holidays for not allowing OCO orders to be implemented and executed by brokers. > > Not even the author of the paper goes that far; he only says "the implications of this section on programming the market will be testable when the market evolves and allows more sophisticated order handling abilities." > > Recall, according to the paper, one only needs to place simultaneously two OCO-3 orders (apart from other assumptions not necessarily related to OCO orders) to program a market and test its 3-SAT problem-solving abilities. The evidence supporting your initial claim would show that there are existing regulations prohibiting the implementation by brokers of two simultaneous OCO-3 orders and cover all the markets at all times which would prevent one to program even a single market and run the program even only once to *supposedly* resolve the mathematical conjecture once and for all. > > So far, you have not shown yet even one single regulation affecting a single market where such OCO-3 orders are not allowed at any time because your two attempts have been dolefully deficient (not to mention showing all the regulations covering all the markets at all times). However, let us pretend that you already accomplished your mission impossible and I am completely mistaken. In that case, an intricate conspiracy of red tape, religious customs, tributes to national heroes, etc. are preventing the resolution of one of the most important mathematical conjectures... Really? > > These "discussions" are getting weirder and weirder. > > Lo and behold, according to Donna, OCO orders are now a reality! Maybe you can go ahead and program the market using WebBroker? > P.S. Do not forget to let us know what happens. > > > > > On Tue, Sep 10, 2019 at 10:50 AM Raul Miller <[email protected]> wrote: > > > > On Mon, Sep 9, 2019 at 7:36 PM Jose Mario Quintana > > <[email protected]> wrote: > > > I am sorry but circuit breakers are designed to "protect" (we are here from > > > the regulatory agency and we are here to help) market participants from > > > themselves by preventing them from trading during certain wild markets > > > gyrations (e.g., "if the price of that covered security decreases by 10%"); > > > there is nothing there to interfere or regulate OCO orders during typical > > > market sessions. > > > > And? > > > > You are claiming that sessions which contain such an order would be > > typical market sessions?? > > > > Thanks, > > > > -- > > Raul > > ---------------------------------------------------------------------- > > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
