Viewing profile — sonthonax

Basically this exists to solve one of my biggest pain-points with dataframe libraries and big data. It's basically impossible to lazily download data on S3 with polars unless you'r…

The thing that people forget about databases is that they are just really complicated ways of writing to a file. The crux of all these “you only need sqlite” posts isn’t that you n…

They’re extremely temperamental vehicles because they’re not fit for purpose. The original Range Rover is an upmarket agricultural vehicle, and used the same platform from 1970 unt…

You just set the alembic version yourself in the alembic.version table. It’s not rocket science.

To the contrary, a simple expression language is one of those things that can easily be done in that size.

Yeah, parent comment is deeply unserious. Imagine you're writing trading software, you have an algo go haywire and it machine guns the whole order book, and then you refuse to put …

Just not true. Lots of oil companies have a vested interest in renewables now. A lot of the infrastructure for offshore oil is being redeployed for offshore wind.

600 people on a median 200k salary in New York, when including taxes and obligatory benefits is about $150 million dollars a year just in payroll. This is an enormous spend. Unlike…

I know they have a larger range of services, but are they 20x the breadth of services? Think of what other companies do with 600 tech people and compare what the profitability per …

They have at least 600 employees, get some perspective on just how much that is. It's least $150 million dollars a year in technology payroll alone. They have more technology worke…

If it's low for the market why choose to work at the NYT? Being a tech worker isn't like being a steelworker where you're kinda screwed if the plant shuts down. You're fully capabl…

The New York Times is a glorified blogging platform. Not to long ago it was a Wordpress site. I'm fully aware of how jaring it is for the median HN reader to hear this, but mainten…

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Linux outages and upgrade fuckups happen all the time. The difference is that Linux isn't on a unified upgrade cycle so issues come as a trickle rather than a dulge, so the problem…

Surely you've worked with other traders who get confused by import statements. Whole point of this file is to provide a common interface for common math operations that might be ex…

Wait until you learn that they believe they need Kafka. Their engineers are probably bitter they work at a media company and not a FAANG. https://www.confluent.io/en-gb/blog/publis…

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Thanks for the thorough response. But firstly: > If your firm has had KDB for ages there's a good chance it's big enough to be signed up to one of the research groups who maintain …

What did you do for your backtesting testing?

> Loading your rust code into your existing KDB data lake and periodically updating it will be a significantly smaller lift than rewriting your data lake. This is probably going to…

So I’ve actually contributed to this project. My concern with adding custom libraries into KDB, while better than writing duplicative Q code is the maintenance nightmare of keeping…

If it’s partitioned this should be even faster.

> What does "move the code to the data" mean in practice? This grasps at why I’m finding KDB so hard to use. I’ve written a pricing and risk library in Rust. Historical data really…

> Unless there's some significant new data that might change that decision, it is what it is. This is what I’m grasping at. Are the challenges of writing a KDB system for back test…