clausok

10 ms·

31.
by clausok 7y ago
Here's a navy seal telling a story about Perot helping him figure out what was wrong with his son -- turned out to be an incredibly rare genetic disorder. https://youtu.be/snMzYfhXScQ?t=5065
32.
by clausok 7y ago
I really like your landing page. FYI: on the feature comparison page, when you expand a row with the '+', the 'More on this...' links are not working yet.
33.
by clausok 8y ago
The Planet Money podcast just had an episode on this topic ("Joe Bankman, professor at Stanford, figured out a way to make filing your taxes easy and painless. Then the tax lobby found out about it.") https://www.npr.or
34.
by clausok 8y ago
Particularly when these analytical advantages may compound over time rather than dissipate. For instance, suppose a firm was exceptionally good at pairing world-class mathematicians with a team of mathematically-exceptional programmers who
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by clausok 8y ago
I've seen systematic portfolio managers who switched firms and then took a year or more to begin trading -- when they expected a maximum transition time of a couple months -- because they took for granted the tools and data infrastruct
36.
by clausok 8y ago
Here are a few insights on the rentech process from Nick Patterson, one of their senior statisticians there for a decade: [...I joined a hedged fund, Renaissance Technologies, I'll make a comment about that. It's funny that I thin
37.
by clausok 8y ago
Don Syme, on omitting ocaml-style modules from F#: In addition, there was the question what not to implement. A notable omission from the design was the functorial module system of OCaml. Functors were a key part of Standard ML and a modifi
38.
by clausok 8y ago
Where has NetOffice.Excel been hiding?! Thank you for that. What I've found with interop is there's a little more debuggability/edit-and-continue friction that can accumulate into a large loss of time during development. Mayb
39.
by clausok 8y ago
Especially with ExcelDna, it's hard to make an argument for using VSTO. And even with ExcelDna (i.e., an xll written in F#\C#), I find there are still niche areas where vba is effective, particularly when working with the Excel object
40.
by clausok 8y ago
Crazy stuff indeed. I saw a type of "click-once", auto-update deployment for vba code at an IBank in 2000 that worked wonderfully. Excel models built by trading desks and investment banking groups themselves are often constructed
41.
by clausok 8y ago
I share the same regret. In fact, by far my biggest regret in my career was missing an opportunity in 2008 to switch to F#. The portfolio management team I was with departed a large hedge fund to start our own. I knew I had 8-10 months befo
42.
by clausok 8y ago
True. One time the portfolio manager I was working with wanted to examine an aspect of our systematized hedging rules. He was a non-programmer (unless you consider writing Excel formulas to be programming). I started to read through our F#
43.
by clausok 8y ago
I disliked the module\file order restriction when I started, but have come to appreciate it because every time it felt like a thorn in my side it turned out that the thorn was prodding me towards a better organizational structure. I've
44.
by clausok 8y ago
Re how to get started: what was effective for me was to pair kdb+/q with another language and constrain how much I tried to do with q itself. q-sql for joining, filtering, pivoting and grouping (particularly date grouping and grouping
45.
by clausok 8y ago
Good point. Perhaps the only player the hockey gods were as kind to as Nicholls was Kevin Stevens when he broke the 100 point level twice in the early 90's while playing on a line with Mario Lemieux and Jaromír Jágr.
46.
by clausok 8y ago
I worked on an Excel\vba swat team at an investment bank. Whenever someone in the various business units got themselves into more trouble than they could handle with an Excel model, we'd try to set things right. We saw a lot of wonderf
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by clausok 8y ago
"A players hire A players, but B players hire C players..." -- Steve Jobs https://news.ycombinator.com/item?id=3102639
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by clausok 8y ago
>excel is not usually treated as an engineering tool This is a good point. I've seen C# & Python devs who read the release notes and adopt new features of C#\Python with alacrity while at the same time their Excel development w
49.
by clausok 8y ago
For example, last year I kicked the tires on Bloomberg's PORT suite of portfolio performance attribution and risk measurement functions to get a sense of what they offered and how programmable it was. In addition to the standard extens
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by clausok 8y ago
That's true. There's a reasonably steady flow of articles on prospective "Bloomberg Killers"; this one in Institutional Investor (July 2017), Can Anyone Bury Bloomberg, is the best researched and informative that I'
51.
by clausok 8y ago
My own migration of a 7+ years C# codebase to F# (in 2013) began when I decided, belatedly, that I'm just not smart enough to pair a deep OO hierarchy with multicore parallelism without having my vacations spoiled with troubleshooting.
52.
by clausok 8y ago
I've found there are situations where primitives are fine and wrapping doesn't add much value, e.g., (using F#) let calcCorrelation (symbol1:string) (symbol2:string) = ... Here, calling the function with misordered argument