Viewing profile — physguy1123

> When there's a stopped vehicle in the lane you're in, you can simply check for traffic in the next lane and switch lanes. > You're not restricted to the bike lane if there's an o…

This doesn’t do anything when cars decide to park in your bike lane anyways, and your bike lane has maybe a foot clearance to traffic in the other side. It’s also an interesting at…

I can attest to the basic lock-free spsc queues being far faster than a basic spinlocking version of the same queue, on xeon-class X86 at least. LOCK'ed instructions (one might use…

I'm not sure if I'm the target audience for this (low-latency trading), but here's my thought - code which would allocate in a fast path is a strict no-go for me, and this runs fai…

If you are in an environment where you can guarantee that a piece of code runs in bounded time (no interrupts, no faults, etc), then locks can actually be used in lock-free algorit…

In New York at least, constructions unions extract large amounts of money from the government. Some examples that come to mind: * Lots of construction employees are mandated by uni…

If you're talking about the USA, this is incorrect. I actually work in the industry and know how this works * One has to initiate an auction of the client order, at least in the US…

It is strictly not internalization, in fact, and as far as I know from friends working on retail at the new owner of Timber Hill IB and Timber Hill didn't ever cooperate on optimal…

The downside of setting a limit order is that you only get executed when the market moves against you, OR just don't get filled. For retail order sizes and holding periods, that's …

If you're an HFT, you would much rather just pay for the order flow and not deal with all the shit that is retail (government, customers, all that shit). If you're some big retail …

IEX's speed bump in the end simply allowed their special internal dpeg order type to pull slightly back when they saw adverse movements incoming, for many normal trades it's essent…

This trade is theoretically possible, but customers don't frequently trade enough volume to move all the lit markets that much, and it's extremely dubious from a legal perspective …

It might simply just be that's the terms that Robinhood reached with the firms? Paying 0.2c/share and giving 0.2c/share price improvement is fairly similar from the perspective of …

Timber Hill did not participate in the retail business to avoid conflict of interests with IB. For what it's worth, one can't internalize options orders in the same way one can equ…

In this specific case, it means that retail flow is much less likely to immediately move the market than flow from an informed (knows the market will move soon) or large (will trad…

On x86, push/pop have dedicated hardware optimizations known as the stack engine which perform most of the rsp increments/decrements and passes those offsets into the decoder, inst…

There are three carefully crafted posts in new where commenters mention this market, it's clearly some ad attempt.

What sort of benefits have you seen from something like this in real software? I tried some techniques like this before, but in the end they didn't have much of an impact.

For me, it's around ~45-50fps@4k for a good set of games, and often ~100-120fps@144hz for me. 1000$ is a steep price for the 2080TI, although depending on the 2080 performance it m…

> even though by definition people are overvaluing whatever is in the bucket By that do you mean that etfs which people might buy are overvalued compared to the stocks which compos…

Individual investors don't need to pick single stocks to benefit from growth. These companies also don't have a presence in various etfs and mutual funds that people can invest in,…

This is great benchmark of the fundamental problems with say Java - the code itself is fairly simple and the JITs probably generate optimal code given their constraints, but the pe…

In my experience, writing java (or groovy here) in c++ results in horribly slow code which the jvm runs circles around, and it sounds like that's the problem your employee ran into…

SIMD, multicore, and caches don't just magically happen with better compilers. SIMD requires very specific memory access and computation patterns, and cache-friendly code has simil…

There's a distinction to be made between many different players in 'hft'. You have market makers, latency arb, plain old short-term quant trading which all provide different sorts …