ajtulloch

23 ms·

1. 181.▲
   by ajtulloch 14y ago

   Well, it's not like type checking is a binary attribute of a language - for example, Haskell/ML have 'stronger' type systems than Java/C++. In the former languages, you can encode many more attributes of a program into the type system, and
2. 182.▲
   by ajtulloch 14y ago

   Thus making another assumption that social interactions on Facebook, Twitter, etc. are 'trivial'.
3. 183.▲
   by ajtulloch 14y ago

   You could, but that comes at a cost. That's why libraries like the STL in C++ provide std::vector::operator[] and std::vector::at() - so the user can freely choose whether to pay the extra cost for the bounds check, or not. That's why C p
4. 184.▲
   by ajtulloch 14y ago

   If you're interested in this material, you may also like my LaTeX'ed lecture notes covering the last few years of my mathematics degree - mostly pure mathematics with some statistics and financial mathematics. http://tullo.ch/2011/mathemat
5. 185.▲
   by ajtulloch 14y ago

   The question _does_ make sense - you have some probability distribution that represents your belief, you observe data and form an updated probability distribution (your posterior) that represents your new belief incorporating the observed d
6. 186.▲
   by ajtulloch 14y ago

   Facebook as well.
7. 187.▲
   by ajtulloch 14y ago

   I think you mean the Phillips curve instead of the Taylor Rule here - but excellent explanation.
8. 188.▲
   by ajtulloch 14y ago

   I'm agreeing with svdad, who emphasized the role of caveat emptor in OTC derivative transactions. There's no significant distinction (IMO) between a trade on a 3m butterfly on the JPY/USD vs. a the 3%-7% tranche of Abacus - both are deriva
9. 189.▲
   by ajtulloch 14y ago

   Well said. I'm an ex-quant, and one thing that is supremely irritating about discussions of Abacus is the inability of people to distinguish between acting as a fiduciary and acting as a market maker. When a counterparty calls GS up for a
10. 190.▲
    by ajtulloch 14y ago

    You're wrong about a few things, but for now I'll just pick on one. You do realise that the 'IB' in LIBOR stands for 'inter-bank'? The LIBOR rate has no bearing on the cost of a sovereign government's cost of funds - e.g. in US, treasury b
11. 191.▲
    by ajtulloch 14y ago

    This is false. You're talking about the push system, which is an entirely different kettle of fish.
12. 192.▲
    by ajtulloch 14y ago

    http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1695460 ; http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1722924 ; http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.2010.... ; http://papers.ssrn.com/sol3/papers.cfm?abstract_
13. 193.▲
    by ajtulloch 14y ago

    Sure: 1. Data set - order book of your chosen stock exchange. Events being streamed in at rates up to 1Gb/s [1]. This is the entire set of actions affecting the order book - bids, offers, cancellations, adjustments, etc. - it's huge. If y
14. 194.▲
    by ajtulloch 14y ago

    This is flat out wrong. The correct analogy is: Before HFT, to execute a block trade, your only option was to go to a specialised liquidity provider a.k.a your friendly local investment bank - the CC company in your analogy - , who would t
15. 195.▲
    by ajtulloch 14y ago

    Hey Lachy, great to hear your story. I'm an ex-Perth guy (CCGS '07) who just moved to SF a few months ago to work at Facebook. Ping me (email in profile) if you want to have a chat, would love to help out if I can.
16. 196.▲
    by ajtulloch 14y ago

    Pretty amazing for a gentleman of 88 (Freeman Dyson). What an amazing life he has led. http://en.wikipedia.org/wiki/Freeman_Dyson
17. 197.▲
    by ajtulloch 14y ago

    If anyone is interested in a basic Python implementation of Huffman coding for pedagogical purposes, I put one up on GitHub: https://github.com/ajtulloch/Utilities/blob/master/HuffmanCo... .
18. 198.▲
    by ajtulloch 14y ago

    Hmm strange, just tested then and works on my end with Chrome 18 and Firefox 12.0 on OS X.
19. 199.▲
    by ajtulloch 14y ago

    A few months ago I learned d3.js and made myself an interactive site logo for myself with it. It's an awesome library. Check out the logo (try clicking it and dragging the letters) and tutorial at http://tullo.ch/2012/making-the-site-logo
20. 200.▲
    by ajtulloch 15y ago

    Scratched an itch and built LaTeX2Markdown ( http://tullo.ch/projects/LaTeX2Markdown ) - a LaTeX to Markdown converter designed for converting AMS-LaTeX documents to webpages. Offers compatibility with AMS-LaTeX (theorems, lemmas, proofs, e