integrate-this

13 ms·

1.
by integrate-this 3y ago
Your message tells me that the tone that I intended was properly conveyed.
2.
by integrate-this 3y ago
Alright, well there's at least one that uses KDB. Agreed on C++ over C, but given that we're talking to someone that's calling themselves a 'technologist' thought I would recommend the best book to get started. I&#x
3.
by integrate-this 3y ago
KDB+ and Q: https://kx.com/academy/ Julia: https://docs.julialang.org/en/v1/ The C Programming Language: https://www.amazon.com/Programming-Language-2nd-Brian-Kernig..
4.
by integrate-this 4y ago
This thread is why y'all need to focus on engineering and leave finance to professionals. Banks have assets (mostly bonds) and liabilities (mostly deposits). Both of these items have a duration. They have to match the duration between
5.
by integrate-this 4y ago
The efficient markets hypothesis does not, and has not, stood up to empirical research since it was first invented. The reason that it's a hypothesis, and not a theory, is that it's impossible to disprove because all of evidence t
6.
by integrate-this 4y ago
Society was told for thousands of years that astrology could predict the future and we believed it. But turns out, it couldn't. Society was told for decades that "technical analysis" couldn't work because any advantage w
7.
by integrate-this 5y ago
This is a great way to end up in a situation where you have to re-write entire modules whenever you need to update old code... which is kinda where our teams tend to end up anyway so I guess it's not _that_ awful?
8.
by integrate-this 6y ago
I'm starting to feel bad for Boeing.
9.
by integrate-this 6y ago
What paper did you read? It wasn't the one that was linked which stated the opposite of what you just said.
10.
by integrate-this 6y ago
On the bright side, their DNS servers didn't go down, otherwise I would have spent about an hour arguing with my ISP.
11.
by integrate-this 6y ago
Seems to be all google auth
12.
by integrate-this 7y ago
Google has gotten to the point where it creeps me out. I've switched away from Chrome. I don't use their search engine unless I can't find the results on Bing or DuckDuckGo. I don't know if it's going to get to the
13.
by integrate-this 7y ago
The equivalent would be an architect naming their new building project 'the world trade center'. A lot of people just aren't going to touch it because of the image it evokes. LTCM nearly broke the world's financial syste
14.
by integrate-this 7y ago
I remember when a bunch of nobel prize winning economists founded "Long-term Capital Management" on the theory that, because they only traded relative value arbitrage, they couldn't lose money. Then they levered the strat
15.
by integrate-this 7y ago
There are a few very important caveats that they miss though. Revenue determinants are heavily based on conversations with healthcare payers to determine market size which dramatically effects revenue projections. Most firms that do deep de
16.
by integrate-this 7y ago
This is a pretty solid breakdown. IRR isn't mathematically valid though. I might take a run at cleaning up this spreadsheet tonight to make it look a little more professional. Need to include things like tax and exit valuations to get
17.
by integrate-this 7y ago
Where are the people that told me that front-running is only used to describe your actions in response to your own client's orders? Just because you were taught not to use it in email doesn't mean that certain forms of arbitrage a
18.
by integrate-this 8y ago
Well, okay, so I should stop donating to the scholarship fund then? If alumni stopped donating then quality of education or number of students would have to go down. If my kids aren't going to get preferential status then there is no r
19.
by integrate-this 8y ago
Correct. Despite this, I choose to donate to my universities because a) when its my children's turn, I want the organization to remember my name, and b) I honestly believe that education is a truly worthwhile pursuit and I want to expa
20.
by integrate-this 8y ago
Front running has not always been illegal, front-running if you have a fiduciary duty to clients has always been illegal, and many forms of front running are still legal today. Nowhere did I imply that arbitrage is illegal and latency arbit
21.
by integrate-this 8y ago
Yes, this exists.
22.
by integrate-this 8y ago
Well, you would have lost out on a lot of innovation for one. I would be willing to bet that nearly half of the world's high performance computing specialists cut their teeth with a trading firm at one point or another. By your logic,
23.
by integrate-this 8y ago
Market makers need to be able to close arbitrage opportunities or they won't participate in the market. Speed matters just as much to them as it does to the prop traders.
24.
by integrate-this 8y ago
I was an engineer for a high frequency trading desk at a firm not mentioned in this article. Flash Boys is a great book and we required our new hires to read it as it got a lot of things right. Front running is illegal now, but arbitrage op
25.
by integrate-this 8y ago
My argument is that the west side has had many opportunities to alleviate our transportation problem and has consistently decided that we would rather deal with hour long traffic jams than even incremental amounts of change. People have bee
26.
by integrate-this 8y ago
No, your perception of LA's public transportation is completely out of touch with reality. Subway and train systems are fundamentally different modes of transit than bus systems. They are more accessible, run on regular schedules, and
27.
by integrate-this 8y ago
I'm a LA resident. People in this city like to talk about congestion as though they see it as a problem, but they don't actually see it as a problem. Only people in the valley see it as a problem because there are limited choke po
28.
by integrate-this 8y ago
Eating more fruit and vegetables. Spell the whole damn word. It takes less than a second to finish typing that. I saw 'thru' in an academic journal yesterday as well. Drives me insane.
29.
by integrate-this 8y ago
Or run nmap, or look at your own IP address and just guess at it, or look at your /var/log/messages and ssh logs, all of which are likely just as effective and way less time-consuming than cracking hashed host information. Th
30.
by integrate-this 8y ago
She rediscovered part of a first semester calculus course and named it after herself, then had it published, and literally nobody stopped this from getting into a medical journal.

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