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Mathematicians are really quite bad when it comes to notation. They should learn from programming langauges people. Bad notation actually makes it difficult for students to understand the concepts. Here are some really bad ones:

• Using $f(x)$ to denote both the value of $f$ at $x$ and the function $f$ itself. Because of this students in programming classes cannot tell the difference beween $f$ (the function) and $f(x)$ (function applied to an argument).
• When I was a student nobody ever managed to explain to me why $dy/dx$ made sense. What is $dy$ and what is $dx$? They're not numbers, yet we divide them (I am just giving a student's perspective).
• In Langrangian mechanics and calculus of variations people take the partial derivative of the Lagrangian $L$ with respect to $\dot q$, where $\dot q$ itself is the derivative of momentum $q$ with respect to time. That's crazy.
• The summation convention, e.g., that ${\Gamma^{ij}}_j$ actually means $\sum_j {\Gamma^{ij}}_j$ is useful but very hard to get used to.
• In category theory I wish people sometimes used any notation as opposed to nameless arrows which are introduced in accompanying text as "the evident arrow".