#cvar

[kyreniacommentator]

Veysi Soyer's photographic work featured at CVAR Nicosia

Veysi Soyer’s photographic work featured at CVAR Nicosia

[foone]

Quake 3.15 changes: Gender is added:

gender support is now in. The userinfo cvar "gender" can be set to male/female/none (none for neutral messages). This doesn't affect sounds but does affect death messages in the game. The models male and cyborg default to gender male, and female and crackhor default to female. Everything else defaults to none, but you can set it by typing "gender male" or "gender female" as appropriate.

[frenchcurious]

Chrysler Valiant Charger . - source Classic and Modern Show CVars AU.

[kawaoneechan]

I should be implementing skeletal animation, not overthinking how to tightly pack crap into an instanced draw call where half the information wouldn't even be used yet, or how to generate town maps. Or implementing a thing to handle playing background music and fading out before playing another song, or implementing console cvars.

I really don't want to attempt it, do I?

[doom-nerdo-666]

2024-03-29: dhewm3 1.5.3

"Just in time for the Easter weekend, dhewm3 1.5.3 is done!

This brings (the often-requested) support for gamepads, as long as they’re supported by SDL2. This includes XBox Controllers (and compatible ones), Playstation 3-5 controllers, Nintendo Switch Pro Controllers, many thirdparty controllers for those consoles, and lots of other gamepads for PC. See the Configuration documentation for how to make make it work (well, basically you can just plug in your gamepad and configure bindings in the Controls menu, but I also provide configs with default bindings that you could use). Furthermore, dhewm3 now supports taking screenshots in different formats: TGA (like before), BMP, JPEG and PNG. Last but not least, there were several bugfixes and other small improvements, see the list below for details.

You can download dhewm3 1.5.3 at Github (incl. builds for Windows and 64bit Linux for both dhewm3 and the supported mods).

Changes since 1.5.2:

Support for gamepads (based on code from Quadrilateral Cowboy, but heavily expanded). See Configuration.md for more information.

Support different file formats for screenshots by setting the r_screenshotFormat CVar (0 = TGA, still the default, 1 = BMP, 2 = PNG, 3 = JPG). r_screenshotJpgQuality and r_screenshotPngCompression allow configuring how JPG/PNG are compressed. Thanks eezstreet (Nick Whitlock)!

Fixed problems with lights after loading a savegame (#495)

Fix volume of some weapon sounds, like chaingun being too quit (#326)

Increase stack size on Windows to 8MB (instead default of 1MB) to make loading huge models work

Fixed crash in Radiant Model Preview Dialog (#496)

Fix MD3 model support

Several new CMake options:

To enable Clang/GCC Address Sanitizer and Undefined Behavior Sanitizer

Hardlink the game code into the executable (instead of using game DLLs, only supports base or d3xp then; needed for Undefined Behavior Sanitizer)

Force colored diagnostic output from GCC or Clang (esp. useful when building with ninja)

Fix several compiler warnings

Added build instructions for Linux (and similar systems) to README.md

Added documentation for dhewm3-specific settings (mostly CVars): Configuration.md

Updated stb_image and stb_vorbis

Updated minizip (from zlib/contrib) to latest upstream code

Added in_namePressed CVar to print currently pressed key/button (useful for binding keys in the console or configs). Thanks Biel Bestué de Luna!

Probably more bugfixes I forgot to list here..

Updated bundled libs in build for Windows: OpenAL Soft 1.23.1, SDL 2.30.0, cURL 8.6.0, zlib 1.3.1

Linux binary build now requires SDL 2.0.12 or newer (I provide an updated libSDL2-2.0.so.0 though). If you compile dhewm3 yourself, older SDL2 versions (and SDL1.2) are still supported (however, SDL1.2 doesn’t support gamepads)"

[wjbs-mods]

Looking up how to do literally anything in GZDoom is genuinely painful, like I searched "gzdoom drain player health when over certain amount" and it came up with the following:

a ZDoom Forums thread about a mod that lets you view the health of enemies.

a ZDoom Forums thread asking about better powerup customisation.

a Doomworld thread asking how to create a vampire enemy.

a ZDoom Forums thread where people ask how to do things, which doesn't appear to contain any relevant information.

the ZDoom Wiki article on ZScript virtual functions, which is a useful resource that I've used before, but it just describes something that checks for GZDoom's "health degeneration" Cvar, which is only active if the player turns it on in the settings.

the ZScript code for the PowerupGiver entity.

a ZDoom Forums thread asking how to make a melee weapon that heals other players.

a ZDoom Forums thread about a GZDoom-based RPG that you can't download because the moderators removed the download link for "advertising a third-party website".

the Doomworld /idgames page for a weapon mod called "Satanic".

Only one of these is even close to what I'm trying to find out, and even then it's not that close.

[kieuecaprie]

Story time:

So, since HORNMOD had been ported to Dr. Robotnik's Ring Racers by haya_, I've decided to look back at a horn sound pack I've contributed to for a friend's server way back on SRB2Kart.

One of its, ahem, features was that it included long, lengthy horns that would cause the game to freeze up. At the time, I lacked the knowhow and patience to code in a fix for this even for a patchjob, so ultimately, the pack would cause the game to hitch whenever hell horns are active and someone rolls the Big 4 as I'd liked to call it.

Now, older and probably wiser, I've decided to take a crack at fixing this issue before porting my own contributions over to Ring Racers (which is just... well, using the exact same code because the HORNMOD port's code is relatively untouched lmao).

I've had many ideas such as only loading the horns if a convar was called or creating a whole new subset that is called whenever hell horns are enabled (this would've required me to steal huge swathes of HORNMOD's code to alter how it works) but I had one other idea:

There was a video of this guy optimizing his game for a low-end laptop and one of the things he did was pre-caching shaders by playing a replay of the level at 10x speed and slapping a loading bar.

I figured that since it only does it once, why not just rip the band-aid off immediately and play them all at once?

It worked but then I wanted a CVar that people can turn on and off at will to enable/disable the precaching because it does increase load times when going into a new map (cool fun fact: the hitching returns every map. I don't know if this is an engine issue or what.) so creating an IF AND statement should be easy, right?

Right?

I couldn't get it to work for the life of me. I don't know why it wasn't working, I've used the correct operator: & and everything! And yet the code would either not do anything or do the thing but refuse to respond to my whims! So what? Should I call the hook inside the convar's function? No, that's stupid, don't do that. Should I make another IF statement? No, it doesn't work that way. So what, then?

For an hour, I've struggled, staring at my code and then staring at HORNMOD's code for the longest time trying to find ANYTHING that I could use to fix this.

...it was then that I found out about "and".

So I desperately plugged it in, removing the ampersand in the process, and...

IT FUCKING WORKED.

All this time, I was losing my mind over a SIMPLE. THREE. LETTER. WORD. that I could've used this entire time but noooooo, I thought it was something else because SURELY & works as an AND statement, right??!??!

In the end, it works now. It's a patch job at best and I already have a more elegant solution in mind but I don't have the spoons for it right now. It works, that's the end of it for now.

[royallizalfos]

Manually editing cvars for a server tonight. This is taking a very long time

[stockmarketanalysis]

Navigating the Seas of Investment: A Comprehensive Guide to Portfolio Risk Management

In the world of investments, uncertainty is a constant companion. Whether you're a seasoned investor or a novice exploring the markets, understanding and managing portfolio risk is paramount to success. Portfolio risk management encompasses a spectrum of principles, techniques, and strategies aimed at mitigating the adverse effects of uncertainty on investment portfolios. In this article, we delve into the definition, importance, types, measurement, strategies, and tools of portfolio risk management, providing a comprehensive roadmap for investors seeking to navigate the complexities of the financial landscape.

Definition of Portfolio Risk Management:

Portfolio risk management refers to the process of identifying, assessing, and controlling the risks associated with an investment portfolio. It involves analyzing various factors, including market volatility, economic conditions, asset allocation, and individual security characteristics, to develop strategies that optimize risk-return trade-offs and achieve investment objectives.

Importance of Portfolio Risk Management:

Effective portfolio risk management is essential for several reasons:

Preservation of Capital: By identifying and mitigating risks, investors can safeguard their capital from significant losses during adverse market conditions.

Enhancing Risk-Adjusted Returns: Balancing risk and return allows investors to optimize their portfolios to achieve higher returns for a given level of risk or minimize risk for a desired level of return.

Diversification: Portfolio risk management facilitates diversification, spreading investments across different asset classes, sectors, and geographic regions to reduce concentration risk and enhance portfolio resilience.

Investor Confidence: Implementing robust risk management practices instills confidence in investors, reassuring them that their investments are being prudently managed and reducing the likelihood of panic selling during market downturns.

Types of Portfolio Risk:

Market Risk: Arising from fluctuations in market prices, market risk affects the overall value of investment portfolios and is influenced by factors such as interest rates, inflation, geopolitical events, and economic indicators.

Credit Risk: Also known as default risk, credit risk arises from the possibility of issuers failing to fulfill their debt obligations, resulting in losses for bondholders or creditors.

Liquidity Risk: Liquidity risk refers to the difficulty of buying or selling assets without causing significant price movements due to insufficient market depth or trading volume.

Concentration Risk: Concentration risk arises from overexposure to a single asset, sector, or geographic region, increasing vulnerability to adverse developments in that specific area.

Operational Risk: Operational risk stems from internal processes, systems, or human error, leading to losses or disruptions in portfolio management activities.

Measurement of Portfolio Risk:

Several metrics and methodologies are employed to measure portfolio risk:

Standard Deviation: A statistical measure of dispersion, standard deviation quantifies the variability of returns around the average return of a portfolio, providing insight into its volatility.

Beta: Beta measures the sensitivity of a portfolio's returns to changes in the overall market, with a beta greater than 1 indicating higher volatility than the market and a beta less than 1 indicating lower volatility.

Value at Risk (VaR): VaR estimates the maximum potential loss a portfolio may experience within a specified confidence level over a given time horizon, providing a single numerical measure of downside risk.

Conditional Value at Risk (CVaR): CVaR, also known as expected shortfall, quantifies the average loss exceeding VaR, offering a more comprehensive assessment of extreme downside risk.

Strategies for Portfolio Risk Management:

Asset Allocation: Diversifying investments across asset classes with low correlation can reduce portfolio risk while maximizing returns over the long term.

Risk Parity: Risk parity strategies allocate capital based on risk contributions rather than market capitalization, ensuring a balanced risk exposure across asset classes.

Hedging: Hedging involves using derivative instruments such as options, futures, and swaps to offset potential losses in the portfolio resulting from adverse market movements.

Active Management: Active portfolio management involves regularly monitoring and adjusting the portfolio's composition in response to changing market conditions, aiming to capitalize on opportunities and mitigate risks.

Tools for Portfolio Risk Management:

Risk Management Software: Advanced risk management software provides tools for portfolio modeling, scenario analysis, stress testing, and risk attribution, enabling investors to assess and manage risk more effectively.

Quantitative Models: Quantitative models utilize mathematical algorithms and statistical techniques to analyze historical data, forecast future market trends, and evaluate portfolio risk.

Monte Carlo Simulation: Monte Carlo simulation involves generating thousands of possible future scenarios based on probability distributions of key variables, allowing investors to assess the likelihood of different outcomes and develop robust risk management strategies.

Stress Testing: Stress testing involves subjecting the portfolio to extreme scenarios or adverse market conditions to evaluate its resilience and identify vulnerabilities, enabling investors to implement preemptive risk mitigation measures.

Conclusion:

In the dynamic and unpredictable world of investments, portfolio risk management serves as a guiding compass, helping investors navigate turbulent waters and achieve their financial objectives with confidence. By understanding the definition, importance, types, measurement, strategies, and tools of portfolio risk management, investors can build resilient portfolios capable of weathering market uncertainties and delivering sustainable long-term returns. Embracing a proactive approach to risk management empowers investors to seize opportunities, mitigate threats, and embark on a journey towards financial prosperity.

[guillaumelauzier]

Monte Carlo Simulation in Finance: Traditional and Decentralized

The Monte Carlo Simulation (MCS) is a mathematical technique that allows you to understand the impact of risk and uncertainty in prediction and forecasting models. Named after the famous Monte Carlo Casino in Monaco, this method utilizes random sampling and statistical modeling to simulate the possible outcomes of uncertain events. The simulations are run thousands, or even millions, of times, to identify all possible outcomes. The results are then used to analyze the probabilities of different results occurring. In essence, Monte Carlo Simulations convert uncertain outcomes into more predictable outcomes.

Monte Carlo Simulation in Traditional Finance

In traditional finance, Monte Carlo Simulations play a critical role in various areas, including options pricing, investment portfolio optimization, and risk management. Options Pricing Black-Scholes-Merton is a well-known model for options pricing. However, it assumes constant volatility and interest rates, which is rarely the case in real life. To handle these complexities, financial analysts use MCS to value options with multiple sources of uncertainty and in cases where an option is dependent on several assets. Investment Portfolio Optimization Investors and financial advisors use MCS to optimize investment portfolios. By simulating various combinations of assets and their expected returns and risks, MCS can predict the probability of achieving a target return, helping investors understand potential risks and make informed decisions. Risk Management Risk managers employ MCS to assess the potential risk of financial portfolios. It allows them to model complex, unpredictable market conditions and measure their possible impact on investment portfolios. It can provide insights into Value at Risk (VaR), Conditional Value at Risk (CVaR), and other risk metrics.

Monte Carlo Simulation in Decentralized Finance (DeFi)

Decentralized Finance, also known as DeFi, is a blockchain-based form of finance that does not rely on central financial intermediaries such as brokerages, exchanges, or banks to offer traditional financial instruments. The principles of MCS are increasingly being applied to this emerging field to manage risk and inform strategy. Liquidity Provision and Yield Farming DeFi protocols allow users to become liquidity providers (LPs) and earn fees. However, the return on investment can fluctify due to "Impermanent Loss," a unique risk associated with providing liquidity in DeFi protocols. MCS can simulate various market scenarios, providing LPs with insights into potential earnings and risks. Yield farming, a popular DeFi practice, involves lending assets to earn high returns. Using MCS, yield farmers can simulate numerous scenarios, including price changes and default rates, to understand the possible outcomes and risks. DeFi Derivatives DeFi platforms have also started to offer decentralized derivatives, such as options and futures. The pricing and risk assessment of these financial instruments can be complex due to the volatility of the underlying assets. MCS provides an effective way to price these derivatives and understand their potential risk and reward. DeFi Protocol Risk Assessment With the advent of smart contracts, DeFi protocols can automatically execute contracts without the need for intermediaries. However, these protocols can be complex and hold potential risks such as smart contract bugs and market manipulation. MCS can help users and developers understand these risks by simulating different scenarios and assessing their impact.

The Mathematical Principle of Monte Carlo Simulation

The mathematical principle behind the Monte Carlo Simulation is straightforward. It relies on the Law of Large Numbers, which states that as the number of trials or instances increases, the results obtained should approximate the expected value. Monte Carlo Simulations use a random sampling process to solve deterministic problems. They generate large numbers of random inputs to a function and compute the output for each. By doing this, they can generate a distribution of possible output values. The general formula for a Monte Carlo Simulation is: Y = f(X) Where: - Y is the output of the simulation, - f is the function that represents the model or system being simulated, and - X is a vector of random inputs. If you wanted to use Monte Carlo Simulation to estimate the value of pi, for example, you could use a simple 2D geometric model. The model would simulate throwing darts randomly onto a square dartboard with a circular bullseye. The ratio of darts landing inside the circle to total darts thrown, multiplied by 4, can be used to estimate pi. The pseudo code would look something like this: total_darts_thrown = 0 darts_in_circle = 0 For i = 1 to N x = random number between -1 and 1 y = random number between -1 and 1 if x*x + y*y Read the full article

[harbourfronttechnologies]

Tail Risk Hedging Using Put Options: Is It Effective?

Tail risk hedging using put options is a risk management strategy employed by portfolio managers to protect against severe market downturns and mitigate potential losses. Put options are financial instruments that give the holder the right, but not the obligation, to sell an underlying asset at a predetermined price within a specific timeframe. In the context of tail risk hedging, investors purchase put options on their existing portfolio holdings or market indices to provide insurance against significant market declines. In the event of a market crash or significant downturn, the value of the put options increases as the underlying asset or market index declines. This allows investors to offset their losses in the underlying assets with gains from the put options, effectively providing downside protection. Tail risk hedging using put options can act as a form of portfolio insurance, helping to preserve capital and mitigate the impact of extreme market events.

How effective is the tail-risk hedging strategy? We have discussed in a previous post the effectiveness of the tail risk hedging strategy. In short,  it is not effective due to the premium paid for acquiring put options which can be substantial, especially when considering the need to continuously roll over or renew the options to maintain protection over an extended period. This cost can significantly eat into investment returns and erode overall portfolio performance.

Reference [1] proposed a novel approach to tail-risk hedging. The authors utilized a dynamic programming approach with the variance and CVaR being the risk measures. They pointed out,

In this paper, we present a mixed risk-return optimization framework for selecting long put option positions for hedging the tail risk of investments in the S&P 500 index. A tractable formulation is developed by constructing hypothetical portfolios that are constantly rolling put options. Variance and sample CVaR are used as risk measures. The models are tested against out-of-sample historical S&P 500 index values as well as the values of the index paired with long put options of varying strike prices. The optimized hedged portfolio could provide sufficient protection in market downturns while not losing significant return the long horizons. This is achieved by dynamically adjusting the put option compositions to market trends in a timely manner. Allocations to different put options are analyzed in various market trends and investor risk aversion levels. The strategy overcomes the traditional drawbacks of protective put strategies and outperforms both directly investing in the underlying asset and holding a constant long position in a particular put option.

In short, contrary to prior research, the article demonstrated that an effective tail-risk hedging strategy can be designed by using an optimization-based approach.

Let us know what you think in the comments below or in the discussion forum.

References

[1] Yuehuan He and Roy Kwon, Optimization-based tail risk hedging of the S&P 500 index, THE ENGINEERING ECONOMIST, 2023

Originally Published Here: Tail Risk Hedging Using Put Options: Is It Effective?

from Harbourfront Technologies - Feed https://harbourfronts.com/tail-risk-hedging-using-put-options/

[164alt]

Aga nagising ni gelu kasi syempre nasa outing then after breakfast daw nila natulog na ulit itong mahihinang kasama niya HAHAHA. Tapos yung cvar (joni jovin cla) niyang kasama ay naligo sila sa dagat. Naghalfbath lang daw siya hahaha. Nung una takot pa kasi may jelly fish daw hahaha. Then ayun lomi sila after inom then nalobat siya kaya sa bahay na nakapagupdate around 3:30 na siya nakauwi. Then ayun gelu-kiel time na kami hehe. Then sabi niya tulog muna siya 1-2hrs tapos ML daw kami after. Pero naisip ko gawin ko ng 3hrs kasi kokonti naman tulog niya. Ayun around 10pm tinatawagan ko na siya pero 10:30 na wala pa rin nasagot hahaha. Di ko alam papairalin ko :(( ang aking concern sa tulog niya or yung pagiging clingy ko (help) hahaha. Ayun natulog na rin ako hahaha bawi na lang bukas.

[loscerritoscommunitynews]

Rep. Sánchez delivers $2.2 million to Norwalk-La Mirada Unified School District

@lamiradalewis @LMDistrict5 @nlmusd @abcsupt @ssmithabcpio @bassettusd @elranchoschools @RobertoCancio6 @nlmusd_supt @staplesforschoolboard

(L-R) Asst. Superintendent, Human Resources, Dr. Michael Gotto; Superintendent Dr. John Lopez; Congresswoman Linda T. Sánchez (D-CA); NLMUSD Board of Education Member Dr. Robert Cancio; NLMUSD Board of Education President Chris Staples; Asst. Superintendent, Ed Services (Elementary), Dr. Kristine Cvar; Asst. Superintendent, Business Services, Estuardo Santillan; Chief Technology Officer Tim…

[quantum-break-cheat-tablepn]

quantum break cheat table

⭐ ⏩⏩⏩️ DOWNLOAD MOD - LINK 🔥🔥🔥🔥🔥 Nuestro trainer Quantum Break tiene más de 6 trampas y es compatible con Steam. ¡Trampas para este juego y más con la aplicación WeMod! This trainer is based on Steam version, it can also target Windows Store version, but it wasn't tested on that version, so it may or may not be. Cheat codes de PLITCH para Gears of War 4 Age of Empires - Definitive Edition Trucos PC & Trainer. 18 Códigos Quantum Break Trucos PC & Trainer. Quantum Break será exclusivo de la tienda de Windows. y jode el uso de programas como cheat engine, utilizar overlays como FRAPS o el. Warriors Orochi, Warriors Orochi 2, Ultimate Marvel Vs. Capcom 3, Watch Dogs, Ultra Street Fighter IV, UFC Personal Trainer, V. Feed - Quantum Break Quantum Break: 8 Temas: 18 Mensajes: Último mensaje Consejos para la por Shaddow Lun May 02, pm. Descarga el programa Cheat Engine desde este enlace. Habilita los comandos de consola sin restricciones / comando CVars & Bind. No hay información disponible sobre esta página.

[csgo-silent-aim-download-yo]

csgo silent aim download working 5AL!

💾 ►►► DOWNLOAD FILE 🔥🔥🔥🔥🔥 Silent aim ; P7 v Released: Jul 25, - · Download P7 v Downloaded times ; Project-7 v Released: Apr 5, - · Download Project Silent aim - Counter-Strike Source cheats - hacks tagged with silent aim. Anti aim - Cvar Bypass Download hack Download P7 v CSGO hack instructions : Download CSGO Legit Simple Hack; Related Articles: Free Csgo Hack – Aimbot, Esp, Visuals Updated 7 You must register to post or download hacks. As always, have fun and enjoy your stay! This is my "legit" silent aim config for Osiris. It won't work by itself since it is just a cfg file. Instructions: 1 Download the. Note : Playing with deagle can make you go obvious. Try raising up smoothness value from Aimbot tab in Osiris Menu to 3. I also inserted there some nice skins. I can see there is a glitch. The enemy sometimes remain green and I can see them through walls. Thanks for the cfg anyway. Hope it helped. If you have any questions feel free to ask me. Yes, it is client sided. I haven't downloaded the config to see how real it looks to the enemy but yes, the silent aim is pretty much useless to prove to others in the ACTUAL match, however this could potentially work for people that like to record their gameplay, or streamers, by it not showing any obvious signs of aimbot to the client. Avid and ambitious tester for multiplayer hacks and coded cheats Been testing since '09 I'll usually leave some feedback on your hack if OP wants some criticism. Hello, I'm new to this whole thing, what is osiris and how do I download it. Any links or tutorials? Any tutorials? Can you please tell me how to remove the shot hit sound? You go to misc.. Hit sound Gamesense and you choose none. Remember Me? CounterStrike: Global Offensive Hacks. Thread: Silent Aim for Osiris. Page 1 of 3 1 2 3 Last Jump to page: Results 1 to 15 of Silent Aim for Osiris. Instagram teof Hi man. It's not my fault, it's a glitch from the dll. Very promising! Originally Posted by WeScript. Originally Posted by DArksider Isn't the silent aim client sided? Originally Posted by poopyshittyvevo. Hi can you get banned for just using the skin changer? Originally Posted by JoltyLightning. Originally Posted by cr1t-. Originally Posted by d00ber. Amazing Absolutely the best hack out there. Originally Posted by fawazalkaed1. Absolutely the best hack out there. Page 1 of 3 1 2 3 Last Jump to page:. Replies: 0 Last Post: , AM. Replies: 4 Last Post: , AM. Replies: 6 Last Post: , PM. Replies: 2 Last Post: , AM. All times are GMT The time now is PM. Resources saved on this page: MySQL All rights reserved. Like MPGH? Donate All trademarks, copyrights and content belongs to their respective owners. By visiting this site you agree to its Terms of Service and Conditions which is subject to change at any time.