vecter

81 ms·

811.
by vecter 15y ago
p values only make sense when the residuals are normal and independent. Is that true for this data set?
812.
by vecter 15y ago
I like the idea that someone posted a while back: have a link to display scores. Once you do though, you can't upvote or downvote.
813.
by vecter 15y ago
Could someone write a program that would cause a stack overflow, compile it with tcc, and run it?
814.
by vecter 15y ago
You're both right, and I'm pretty sure zck understands and appreciate the time savings that you're talking about. He's just pointing that the author's statement that "only malicious sites needed to be tested" is blatantly wrong.
815.
by vecter 15y ago
So is mine. I develop HFT trading algorithms using statistical analysis. Placing limit orders on the other side is as dangerous as anything else. Are you on the strategy side or pure development side? If you are developing strategies, then
816.
by vecter 15y ago
You make it sound so trivial and easy. Do you actually believe it's that simple?
817.
by vecter 15y ago
Your analogy is pretty good, but the part about the telescope is critically flawed. You assume that there is very little (zero?) variance in the future once the man with the telescope sees the incoming ship. In the scenario you described, t
818.
by vecter 15y ago
Yeah, that's why I said in the extreme case you have to participate in all the volume. Of course randomly trading doesn't prove that you achieve VWAP, but I'm just saying that it's probably not terribly far off.
819.
by vecter 15y ago
In the extreme case, consider you were on the other side of every other trade that happened in the market. You would by definition have achieved VWAP over some time period. Trading randomly during any given time period probably comes close
820.
by vecter 15y ago
The market is a place for risk transfer. That is where the profit that HFT makes comes from. Long term investors transfer the risk of being or not being in a position to HFT market makers, who then (in expectation) make a small profit per t
821.
by vecter 16y ago
In some sense, yes. If you read this post of his though: http://calnewport.com/blog/2008/11/25/case-study-how-i-got-t... you get the sense that it's not only about brute forcing hours, but also spending those hours wisely. In the case of
822.
by vecter 16y ago
Wait, can you explain the part again about MIT programmers who weren't in demand?
823.
by vecter 16y ago
Arash Ferdowsi left MIT as a junior to cofound Dropbox w/Drew Houston. Turned our pretty well it seems :)
824.
by vecter 16y ago
What do you mean? I replied to every point you made.
825.
by vecter 16y ago
Maybe something along the lines of N free comments a day, or 1 free comment per thread, just to get the ball rolling.
826.
by vecter 16y ago
Let A be the statement: "P=NP or P!=NP" (in other words, suppose P vs. NP is decidable in some chosen axiomatic system, like Zermelo-Fraenkel set theory with or without axiom of choice). You first said: Suppose we proved A. Then we could al
827.
by vecter 16y ago
do you think that one reason why people say bad things about HFT is because they see them being unfairly compensated for taking on what they perceive is a small amount of risk? I think that's definitely part of it. The issue is that peopl
828.
by vecter 16y ago
rgarcia already pointed out that your statement about institute C violating price-time priority is false. You then make a defamatory remark against the industry with zero evidence. Market manipulation is illegal. No respectable trading
829.
by vecter 16y ago
You're point that market makers provide liquidity by flash orders is entirely false. You clearly have no understanding of how market makers actually go about their day to day business. Please don't pontificate as if you do, or if you plan t
830.
by vecter 16y ago
The main point that you're missing is that there is a huge demand for liquidity during a majority of market hours. On average, 7 billion shares of US equities are traded every day. That is a monumentally large number if you think about it.
831.
by vecter 16y ago
Short answer: there is a large demand for liquidity throughout most of the trading day. I'll give you the long answer when I get back from work.
832.
by vecter 16y ago
I can see from your post that you're very misinformed about how markets operate and the role of high frequency traders (a.k.a. liquidity providers). Read my response to a previous comment: http://news.ycombinator.com/item?id=2164458
833.
by vecter 16y ago
When you say things like "Very-short-term, they allow quants to make money on arbitrage.", it makes me think you really don't understand the role of market makers, proprietary traders, or quants. Let me ask you a very basic question: why do
834.
by vecter 16y ago
Do you invest your money in a random sample of the S&P 500?
835.
by vecter 16y ago
Reference? When I do a search, all I get is Google: http://www.google.com/search?q=self+driving+cars Granted, there could be three competitors in stealth mode ... but I'm not getting any whiffs of any.
836.
by vecter 16y ago
That's true assuming a linear or convex utility function. Most people have concave risk functions, so they would rather spend their time with the girl who's 5x better than the average girl, but have a 50% shot with.
837.
by vecter 16y ago
If you're not talented at math when you're younger, there's practically no hope for you to be good at it later. Given that Einstein did a good bit of math for the physics he was involved with, you can be pretty confident he was sharp when h
838.
by vecter 16y ago
Because betting $6.5 billion to win $60 million (and vice versa) is fair? That aside, fairness has nothing to do with it.
839.
by vecter 16y ago
You're right, but you can't "prove" condescension implies insecurity in any rigor. I think it's reasoning along the lines of A => B, we see lots of B, so probably A.
840.
by vecter 16y ago
Props to Microsoft for 1. Breaking compatibility with WinXP for performance gains. 2. Not supporting non-finalized web standards.

More ›