minimax

31 ms·

271.
by minimax 12y ago
Maybe for CS "geeks" but for those of us who came up through the EE ranks linear systems is our bread and butter.
272.
Food pantry food from Eataly? Thank this computer nerd(chicagobusiness.com)
1 points by minimax 12y ago|0 comments
273.
by minimax 12y ago
The two things I like about Julia are actually using it and all the smart people I have met who are also using it. It's awesome. After playing with this particular problem a bit, I do see how it is a pathological case for R due to the
274.
by minimax 12y ago
Their code is on github [1]. I am a C++ programmer so I'm happy that C++ came out on top, but the comparison is obviously flawed (as these sorts of comparisons always are). The problem is that the implementers don't have the same
275.
by minimax 12y ago
For more lols check out the trading API. There is no TIF for orders and there isn't any obvious way to get fills as they occur. I guess you just poll the api to check for fills but they also say they'll ban your IP if you poll too
276.
by minimax 12y ago
If Barclays was displaying resting orders to HFTs in LX, the AG wouldn't beat around the bush about it in the complaint. It would have been the headline issue. Doesn't seem likely that was the case.
277.
by minimax 12y ago
I think what they are saying with the chart is that if they see anyone who is trading in that upper right quadrant (high one second alpha, high take percentage), they can kick them out of the pool, or at least that institutions can set some
278.
Exchanges to Get Tick-Size Pilot Within Weeks, SEC Official Says(bloomberg.com)
1 points by minimax 12y ago|0 comments
279.
by minimax 12y ago
The problem with this business is not that it forces people to pay high prices for high value parking spaces, rather it's that it incentivizes people to camp out in high value spaces, and that the revenue accrues to the campers and not
280.
Cybersecurity firm says large hedge fund attacked(cnbc.com)
3 points by minimax 12y ago|0 comments
281.
by minimax 12y ago
Must be a universal phenomenon. We have a similar thing in Chicago. http://www.theonion.com/articles/determined-restaurant-patro...
282.
by minimax 12y ago
If you do stty stop "" you can use Ctrl-S to search forward too.
283.
Why Michael Lewis got it wrong.(socfinance.wordpress.com)
1 points by minimax 12y ago|0 comments
284.
by minimax 12y ago
Depends on the routing instructions in the order, but generally speaking if BATS matches the best price then BATS will match as much as it can against the liquidity that is available at BATS and route the remainder. See page 2 of this PDF f
285.
by minimax 12y ago
If BATS has the best price or matches the best price available in the market, your order will execute at BATS. If there is a better price available at another market center displaying a protected quote, BATS has to route your order to that
286.
by minimax 12y ago
I didn't miss your point and you don't have any idea what front running is. Front running is when your broker, your agent who has a legal responsibility to seek the best execution for your order, trades in front of your order. If
287.
by minimax 12y ago
That is large institutional investors who have the intention to remove all the liquidity from a group of exchanges. One of the central themes of Flash Boys is that this (sweeping multiple market centers) is somehow a hard thing to do. I t
288.
by minimax 12y ago
SPX is the index. SPY is the ETF. Also the idea that you can rest an order with an expectation that if the news is good you profit but at worst you lose nothing is ridiculous. That would be a free option. If you want that kind of optionalit
289.
by minimax 12y ago
The point is not to jinx it. It's not about about not giving credit where credit is due.
290.
by minimax 13y ago
Does it say somewhere that they store your IB username and password? Their documentation suggests otherwise. You will need to authenticate to your Interactive Brokers account. (Note: Quantopian does not store your brokerage password.)* h
291.
by minimax 13y ago
It would be very interesting to see the chart of actual trading next to a similar chart generated by the Quantopian backtester. Very impressed with the product btw. Good work.
292.
by minimax 13y ago
How does it execute the rebalance trades? Just MOC or something like that?
293.
by minimax 13y ago
The fact that the yen has fallen against the dollar means that yen are worth less in countries where they use dollars, but not necessarily in places where they use yen. If yen were worth less in Japan that would reflect itself through highe
294.
by minimax 13y ago
Have you traded the minis? I just looked after reading MichaelApproved's comment and the quotes I saw for the minis were way outside the standard contracts.
295.
by minimax 13y ago
What I meant to imply was that the emergence of fractional dollar tick sizes was probably due to the fact that they were easier to deal with before the advent of computerized execution, clearing, and settlement. By the mid nineties most of
296.
by minimax 13y ago
I thought you were making a distinction between quoting in fractions of a dollar vs quoting in pennies. It isn't really material. If you quote in fractions but allow the minimum price variation to be 1/128th of a dollar you have a
297.
by minimax 13y ago
I was really just trying to make the points that 1) the minimum price variation of 1/8 of a dollar probably made sense at some point in the past (NYSE being started in the early 19th century) 2) sometimes it's more than just marke
298.
by minimax 13y ago
human market makers rigged the public markets so that tradable instruments were quoted in fractions of a dollar, rather than in pennies, so they could surreptitiously increase spreads. I don't think this is right. Erh, obviously U.S.
299.
by minimax 13y ago
You don't have to be that heavy handed about it. One simple check is to see if your new order is basically the same as the last order you just canceled (same price and side of the market). If it is, and it has been less than some delta
300.
by minimax 13y ago
If you liked this, you might enjoy some of their previous articles. It's interesting to see them iterating on the technique. Consumer spending (from last December): http://www.bloomberg.com/dataview/2013-12-20&#x2F

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