High-Frequency Trading and Price Discovery Terrence Hendershott ( Jonathan Brogaard Ryan Riordan)
Normal (and Non-Normal) Modes of Variability: The Hendershott Supremacy Hendershott Symposium Sumner...
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Normal (and Non-Normal) Modesof Variability:
The Hendershott Supremacy
Normal (and Non-Normal) Modesof Variability:
The Hendershott Supremacy
Hendershott SymposiumSumner Auditorium
December 1, 2006
Hendershott SymposiumSumner Auditorium
December 1, 2006
Arthur J. MillerArrival: September 1980
Ph.D. June 1986
My Lucky Day in Myrl’s OfficeMy Lucky Day in Myrl’s Office
NSF ProposalNormal Modes of the Pacific: Observations and Theory
Hendershott and Luther
Objectives:1) Compute Platzman’s Shallow-Water Barotropic Vorticity Modes
- Explain broadband 4-6 day peak in Pacific sea level coherency2) Force Holland’s QG OGCM with Fluctuating Winds and Long-period Tides
- Identify “damping” effect of mesoscale turbulence on vorticity modes
Punching card decksNCAR Computer RoomJuly 1981
Off to NCAR with Myrl to learn the ropesof supercomputing….
Rhines, Holland, McWilliams, Lorenz, …..Rhines, Holland, McWilliams, Lorenz, …..
MCH Mentoring Tip #1: Introduce students to The Big Wheels
as soon as possible!
MCH Mentoring Tip #1: Introduce students to The Big Wheels
as soon as possible!
-Some of the superstarscavalierly introduced to an awestruck AJM during first year at Scripps
-Some of the superstarscavalierly introduced to an awestruck AJM during first year at Scripps
NASA Tides Workshop, U of Chicago, April 1982(Myrl and Doug did not want to go.)
NASA Tides Workshop, U of Chicago, April 1982(Myrl and Doug did not want to go.)
MCH Mentoring Tip #2: Send students to scientific meetings
as soon as they have results!
MCH Mentoring Tip #2: Send students to scientific meetings
as soon as they have results!
NASA Tides Workshop, U of Chicago, April 1982- with Platzman, Cartwright, McGoldrick, Rao,Fultz, Schwiderski, Fujita, Kuo et al.
NASA Tides Workshop, U of Chicago, April 1982- with Platzman, Cartwright, McGoldrick, Rao,Fultz, Schwiderski, Fujita, Kuo et al.
“Excitation of Normal Modes in a Turbulent Ocean“ (talk by a 2nd-year Ph.D. student)“Excitation of Normal Modes in a Turbulent Ocean“ (talk by a 2nd-year Ph.D. student)
The Thesis Proposal for Qualifying Exam: April, 1983
Six references!
Two Shoddy Figures
One and a half pages!
Checklist for finding Myrl (c. 1984):1) Office (check if unlocked: If Yes!, then)2) IGPP Reading Room (cookies and CSM)3) IGPP Conference Room (binoculars)4) IGPP Computer Room 5) Check office again6) SIO Library7) Check office again (locked!)8) Riding off in his beat-up old blue VW Bug
Checklist for finding Myrl (c. 1984):1) Office (check if unlocked: If Yes!, then)2) IGPP Reading Room (cookies and CSM)3) IGPP Conference Room (binoculars)4) IGPP Computer Room 5) Check office again6) SIO Library7) Check office again (locked!)8) Riding off in his beat-up old blue VW Bug
MCH Mentoring Tip #3: Have lots of hiding places!MCH Mentoring Tip #3: Have lots of hiding places!
MCH Mentoring
Tip #4: Leave a big stack of mail in your box, so people
will think you are gone, and leave
you alone
The Eventual Dissertation ResultsThe Eventual Dissertation Results
Chapter 3: On the fortnightly and monthly tides
Chapter 1: Miller (1986, JPO)
Chapter 2: Miller, Holland and Hendershott (1987, GAFD)
The Dissertation ResultsThe Dissertation Results
1) Miller (1986, JPO)- QG Beta-modes couple to small-scale topo-modes
- Multiple peaks of non-degenerate beta-mode structures occur far from topographic features
- Strong friction not needed to explain broadbanded peak
- Observational evidence?
In Search of the Resonant Barotopic Vorticity Mode….
In Search of the Resonant Barotopic Vorticity Mode….
Miller, Lermusiaux and Poulain (1996, JPO)- Resonant QG mode on the Iceland-Faeroe Ridge (2 days)
- Array of currents meters-Damping rate: 13 days
Pierini (1996, JGR)- Resonant topographic mode in the Straight of Sicily (5 days)
- Single current meterFu, Cheng and Qiu (2001, JPO)
- Resonant topographic mode in the Argentine basin (25 days)- TOPEX observations
- Lamb’s solution (1879)
f/H for IFR 2-day mode for IFR
The Dissertation ResultsThe Dissertation Results
2) Miller, Holland and Hendershott (1987, GAFD)- QG turbulence excites basin-scale vorticity modes
- Comparable to wind-forced spectra in eastern basin- Important energy sink for WBC’s?
In Search of Radiating Barotropic Rossby Waves….
In Search of Radiating Barotropic Rossby Waves….
BARX Proposal with Luther and Hendershott (Pending at NSF)- ROMS EGCM reveals corridors of QG energy emanating from Gulf Stream
- Bermuda Rise and Mid-Atlantic Ridge roughness cordons the radiation - Higher frequency activity trapped to Bermuda Rise
Deep v-velocity variance(20-50d band) (8-11d band)
The Dissertation ResultsThe Dissertation Results
Chapter 3: On the fortnightly and monthly tides- Large-scale response in low-latitude Pacific NOT explicable
in terms of vorticity wave resonances- Friction can suppress effects of topographic roughness
- Weak friction admits wavelike repsonse, unlike observed- Strong friction admits time-dependent Stommel solution
which is too weak
Years later….Finally figuring out the LPTYears later….Finally figuring out the LPT
Miller, Luther and Hendershott (1993, JPO)- Resonant Rossby waves or nearly equilibrium gravity waves?
- Global scale sloshing explains Pacific amplitude/lag pattern Ray and Cartwright (1992, Proc. IEEE)
- Confirmed admittance pattern from satellite altimetryPonte (1997, JPO)
- Confirmed interbasin mass adjustment to 5-day global pressure wave forcingWunsch, Haidvogel, Iskandarani and Hughes (1997, ProgOc)
- Challenged the importance of gravity wavesEgbert and Ray (2003, JPO)
- Confirmed interbasin exchange as important process
Celebrating the Long-Period Tides PaperCelebrating the Long-Period Tides Paper
MCH Mentoring Tip #5: Know Your Wines!
And Know Them Well!!!
MCH Mentoring Tip #5: Know Your Wines!
And Know Them Well!!!
The Dissertation Results?The Dissertation Results?
Chapter 4: NO WAY!!!! - “Topographic Rossby waves over a random lattice of seamounts”
- Adopt techniques from solid state quantum mechanics theory- Supported by numerical solutions over increasingly random relief
Hendershott and Miller (JFM, 1988, submitted)Accepted pending minor revisions…..STILL!
MCH Mentoring Tip #6: Don’t let Myrl be First Author! It may NEVER be published!!!
Cap and GownUCSDJune 1986
“Well, you could look at it that way…but I prefer to think about it this way….”“Well, you could look at it that way…but I prefer to think about it this way….”
MCH Mentoring Tip #7: Never tell your students that they are wrong!
MCH Mentoring Tip #7: Never tell your students that they are wrong!
-MCH to AJM (heard many times in the 1980’s)-MCH to AJM (heard many times in the 1980’s)
MCH Mentoring Tip #8:
Be Super Cool!
…with Supreme Dignity!…with Supreme Dignity!Above All…
Stay Young!!Above All…
Stay Young!!
The Picture of… The Hendershott
Supremacy
The Picture of… The Hendershott
Supremacy