Kranar

154 ms·

1561.
by Kranar 9y ago
Sure, I'll embarrass myself here and use myself as an example since this is how I actually came to even learn about this to begin with. When I started working in finance straight out of school (not in HFT at the time), I naively accept
1562.
by Kranar 9y ago
Yes, we are on the same page. BigDecimal is appropriate for representing money, fixed point arithmetic is not. I simply argue that in situations where you care about performance, you can actually drop BigDecimal and use floating point dec
1563.
by Kranar 9y ago
>I work in the retail industry (think cash registers, retail sale accounting, that kind of stuff) and pretty much any legislation on this planet would obliterate us if we'd tell them that the result of the computations of our system
1564.
by Kranar 9y ago
Not every single aspect of HFT is insanely speed critical and even in non-critical areas we still don't use fixed decimal point arithmetic on principle. For example we do a lot of profit/loss reporting and analytics which are not
1565.
by Kranar 9y ago
>That is actually a feature when it comes to working with money. You don't ever want to use floating-point arithmetic with monetary values due to its inability to represent all possible decimal fractions of your base unit. This is j
1566.
by Kranar 9y ago
As a fellow quant I wanted to clarify that we use changes of log prices. Your sentence suggests calculating the change in price and then taking the log rather than taking the log of the prices and then calculating the change.
1567.
by Kranar 11y ago
The whole point of move constructors are observable side-effects. Furthermore move constructors often have to throw an exception due to the fact that moving an object should leave the original object in a valid state. Often times leaving t
1568.
by Kranar 11y ago
Everywhere I've been people/customers love Uber. I live in Toronto and I think it's safe to say the people much prefer Uber over taxis. The only significant entities who dislike Uber seem to be taxi companies and governments
1569.
by Kranar 11y ago
Funny, co-routines have been recently added to C++ and they work wonders. D has fibers which are used extensively and once again, it's a highly desired feature. Go is kind of the poster boy for coroutines and I doubt anyone claims th
1570.
by Kranar 11y ago
Victoria being fired is basically the last straw in what has been close to a year of friction between the people who volunteer to provide and manage reddit's content (the moderators) and the people who profit off of their work (reddit
1571.
by Kranar 11y ago
Dereferencing a null pointer is legal in C. It's the conversion of a null pointer from from an r-value to an l-value that's illegal, which does not happen in that snippet of code. That's why it's perfectly legal in C to
1572.
by Kranar 12y ago
This is a misconception. Friends and family are allowed to invest in your company without being accredited investors.
1573.
by Kranar 12y ago
Friends and family are allowed to invest in a company without being an accredited investor. The rule about accredited investors involves soliciting investment from the general public. Rule 504 allows a company to raise upwards of 1 millio
1574.
by Kranar 13y ago
>It's huge and fiendishly complex It's used to write software where that complexity is a minor cost in return for the performance it provides. >keywords are overloaded to incomprehensibility I don't know of a single key
1575.
by Kranar 13y ago
Not really. First it's not sold on an exchange, it's only available over-the-counter, meaning very few brokerages are going to grant access to it. And even for those who do you can't just submit your order anytime you feel
1576.
by Kranar 13y ago
StackOverflow permits and even encourages people to ask questions and then answer their own questions. All that matters is that the question/answer is of importance or interest to developers, not who asked or answered it.
1577.
by Kranar 13y ago
Buy shares of SPY and collect dividends.
1578.
by Kranar 13y ago
Both links you provided are not products that are available over the Internet from NASDAQ. Both TotalView and OpenBook are multicast feeds that are strictly disseminated to a small handful of data centers, the most notable of which is NY4.
1579.
by Kranar 13y ago
Nah the poster above you is right for all cases. Reg NMS only protects the top of book quote regardless of the time in force specification. Source is page 140 of the following SEC publication on Reg NMS: http://www.sec.gov/
1580.
by Kranar 13y ago
You can not receive the exchanges market data over the Internet. You must be co-located at one of the data centers with an available cross connect to the exchange. Also how is Canada in the stone age technologically? The TMX provides far
1581.
by Kranar 14y ago
No broker is offering the ability to engage in HFT for 10 grand. In order to open an account with the neccessary infrastructure to engage in HFT one must be an accredited investor (typically means having a net worth of 1 million dollars or