radikalus

8 ms·

31.
by radikalus 12y ago
Looks quite ambitious. (And cool) The numerical python ecosystem is definitely improving, but it's getting pretty complicated, particularly when heterogeneous architectures factor into your work flow.
32.
by radikalus 12y ago
I've still never really seen any FPGA deployments beyond using them basically as DSPs in finance which is too bad as I would LOVE to play with something that can rip through the generation of stochastic processes quickly.
33.
by radikalus 12y ago
I hope to not come off as too critical, but there's a ridiculously wide margin between this and what trading firms in the low latency space do. I don't know of a single firm that's successful in the time horizon that a lot of
34.
by radikalus 12y ago
Definitely. Typically, the types of projects I'd outsource to a consultant are non mission critical and the pacing is such that a 1/2 time consultant is totally fine.
35.
by radikalus 12y ago
There is surely some freedom in being able to set whatever policies you like at your company without having a federal entity stipulate you give each employee X days of paid vacation. If you want to heavily incentivize a cultural shift towar
36.
by radikalus 12y ago
Two things: - GPU instance support would be really really helpful - Pricing of the higher perf tiers is a bit painful which changes the normal AWS $ optimization metrics pretty massively Otherwise -- it's definitely something we&#x27
37.
by radikalus 12y ago
My quick look at this shows that unless you cython wrap the call -- this is going to be slower than using pandas' to_datetime on anything with an array layout. I've never really spent much time looking at pandas' to_datetime
38.
by radikalus 12y ago
Yeah -- I'm pretty much the same. I'm in SFO that week anyways and would love to play-with/help-build something outside my normal repertoire.
39.
by radikalus 12y ago
I've never really been involved in 'formal' mentoring since my first employer a long long time ago. I try to meet up with young people interested in HFT for coffee or beer if/when they come through Chicago and I've
40.
by radikalus 12y ago
Dolby Axon had something similar-ish: You and others on voice chat were in a 'virtual' room and the sound was stereo/volume adjusted accordingly. I remember that when people misbehaved on group voice chat we used to "put
41.
by radikalus 13y ago
The clueless preaching to the more clueless? Early data access has been around for a decade and generally has NOTHING to do with HFT. Events desks typically have very different architecture than other groups in HFT, and, well, are a very ve
42.
by radikalus 13y ago
This stack gets a LOT of use in HFT. (Including us) Honestly, the three things I'd most love to have are: - more wrappers, support, documentation on PyMC -- a LOT could be done here and this could replace HUGE amounts of code in all s
43.
by radikalus 13y ago
I'd be very interested in this if it supported TCP options. I guess it's possible to do via the user defined protocols?
44.
by radikalus 13y ago
Similar topic... Anyone know of a good short C implementation of TCP that includes SACK?
45.
by radikalus 13y ago
No full tcp stack in assembly? =p (Yes there's no point as it's better in hardware blah blah)
46.
by radikalus 13y ago
This is really great. Very slick. Add some of the exchange volumes? Num transactions? Number mined?
47.
by radikalus 13y ago
It's been a long time since I've done work in infosec related things, so I apologize if I'm way behind on...things. I remember in school a million years ago we discussed an algorithm of the following type for sending short co
48.
by radikalus 13y ago
It's not only about bid-ask spreads; I find this a gross oversimplification of what HFTs bring the market. Other things: - Prices around the world across all exchanges are kept in line. If you need to hedge your Yen exposure and can on
49.
by radikalus 13y ago
Definitely. A bunch of HFTs even post on Who's Hiring here on HN. It's a rather diverse industry in terms of the type of developers being sought. People with skills ranged from low level hardware design all the way up to Haskell&#
50.
by radikalus 13y ago
I really love the idea of cloud-fpga solutions, but I can't begin to fathom how this could work without doing the fpga "coding" in a high level language. The simulation speed of verilog is too painful... That said, working wi
51.
by radikalus 13y ago
Excellent -- I use wireshark probably every other day on my osx laptop and this looks like a pretty good improvement. Have there been any performance improvements to command line tshark recently?
52.
by radikalus 13y ago
Sure -- we've got other stuff going on in Asia, but we try to keep it on the down low. (Think Tokyo, Hong Kong, Seoul, etc) As for fully remote, we don't have any full-time employees currently working remotely, but we do have some
53.
by radikalus 13y ago
Impressive engineering; I'm learning a lot going through the source -- thanks!
54.
by radikalus 13y ago
Did I miss a reply to someone? I apologize if I did, don't hesitate to re-email me; it's not my intent to just cherry pick a few attractive CVs.
55.
by radikalus 13y ago
Greenlight Trading (Chicago, ???) We're one of the many, many HFT startups in Chicago; on the developer side, we're looking for C/C++ people with significant networking expertise or those with hardware experience. We're
56.
by radikalus 13y ago
I think is a pretty common psychological tendency, no? It's like more about the derivative (delta/improvement) of quality, the velocity of the game relative to previous efforts not its actual position in space.
57.
by radikalus 13y ago
Good call -- it WAS totally tobal #1.
58.
by radikalus 13y ago
I remember when the demo for FF7 was released alongside Brave Fencer; I think I played that demo alone 50+ times. Completely changed my expectations on how immersive/cinematic/emotive games could be.
59.
by radikalus 13y ago
Greenlight Trading (Chicago, ???) -- Full Time, Intern We're one of the many, many HFT startups in Chicago; we're looking for C/C++ people who love sockets (TCP/UDP not wrenches) Hardware design skills are a plus. If you
60.
by radikalus 13y ago
HFT Profit = f(Noise/Signal) - g(Tech Costs)

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