Viewing profile — AllanHoustonSt

That’s pretty metal.

There is trading activity in the milliseconds-seconds horizon as well. I'm sure all the big HFT players participate plenty. These just wouldn't be considered MM strategies. Your or…

I guess I would say, it depends? Existing profitable MMs aren't all equally fast. So the slower ones that trade on the same exchanges or even the same indices have to be profitably…

Traders (be it hedge funds, props, retail, anyone) will only "take your action" if you price competitively. You'll never get your orders filled. The open bid and ask as per whateve…

The industry as a whole provides net value to the market by via higher liquidity and tighter spreads. The arms race is a necessity due to rising competition. HFTs cannibalize each …

You’d be surprised at how many traders and QRs in HFT (or at least in OMM) often reach for Excel. Granted this is way more common among older people in the industry. And as a techn…

I continually find myself amazed with what people can do with Excel.

Which popular H1B source countries teach COBOL? I feel like the advent of cheap offshore programming came well after the decline of COBOL. Though my sense of history can very well …

Live tells aren’t taken that seriously or considered a significant factor outside of laymen. That said I do think the dynamics of poker change more than most other board/card/table…

I remember seeing murmurings of this on reddit. Cool to see it’s a paper now, thanks for sharing.

I personally wouldn’t mind seeing the language go the “editions” route a la Rust.

Unfortunately I agree with you Jane Street's tech blog and published lecture series are great and probably the best I know of. They make for great advertising to boot. Lecture seri…

As others have mentioned, they have ways of writing OCaml specifically to not trigger the GC or perform any excessive allocations. Helps when you have your own version of the compi…

I feel like self checkout kiosks already solve this. Commodotized Amazon Go tech is a minute improvement in convenience compared to traditional cashier -> self checkout.

Would it be possible to do this without changing how name mangling works?

Neat, TIL. In the US my only exposure to Mercari have been low budget Youtube ads that make it look like a side project from a high schooler. I guess that's marketing at work (or n…

Cryptography was both my favorite topic in school and the one that cemented my realization in that I wasn't good enough to do math for a living.

> Won't the winner be the one who just takes AlphaGo's recommended move every time without changing anything? That's only true if AlphaGo never makes a mistake or if AlphaGo will 1…

This is the current state of online poker. I enjoy it in the spirit of the game as a fan but it's definitely made earning potential and barrier of entry much higher. Poker stands o…

I don't think Google has it in them. Something about their vertical integration, supply chain management, cross team coordination, etc etc. They just consistently put out phones th…

I still think having a network of drivers all around you and being able to track the status of your ride both pre-arrival and during the ride itself makes rideshare a better produc…

Also good luck getting reasonable (or any) cab service outside of Manhattan and NW Brooklyn. It was even worse pre rideshare days. Those are the areas that would need something lik…

I think DPDK does some user-level trickery to achieve per-core caching through DMA, do you happen to know how they go about it?

I thought clicking around different combinations of buttons to discover what would happen was part of the fun. I kept trying to kill it to no avail.