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A small writeup on the Fast Fourier Transform and implementing it in functional languages.

Thanks for writing this up, Chris! I took a break from Julia a year or two ago because of some of these issues, one of the big ones being I didn't want to write and maintain a set …

I love Julia and choose to work in it almost exclusively, but I agree with the points in the article. I've run into a lot of issues just writing numerical linear algebra type algor…

Why not just use fixed point? That's specifying how much precision you need in a fixed way and has the benefit of being quite simple

You can do operator overloading in fortran to add a new number type, don't remember the details but I wrote a quaternion library once.

I meant doing day trades of long term puts, but yes I agree any money here is a huge gamble.

It looks good, I'll definitely give it a real try if I start trading options more, the order flow data alone looks like it would make it worthwhile. Do you incorporate L2 data? Cou…

You can make big money trading the volitility, if you get really lucky. The price of some puts I looked at went up 500%+ during the drop today. Would not try this personally lol

Looking right now some of the options a few months out have implied volitility of 1000%+, your best bet might be selling them off on big crashes instead of waiting it out? Some of …

What kind of premiums did you pay on those puts though? Last I looked the prices were pretty insane.

What do you think of tradytics? Looks really interesting, though I mainly trade OTC, which I sort of doubt it has much support for.

You absolutely can use regular jupyter notebooks for julia! Pluto has some advantages, like being stored as a normal julia file. The julia startup time issues affect both.

You are making a lot of ontological and epistemological assumptions that are contentious in the philosophy of math. Not saying you are wrong in thinking this, metaphysical question…

I agree this is a common sentiment among mathematicians, but this is a very modern perspective. If you look back 100 years ago to Hilbert, there was less distinction between physic…

As an 'academic' who has done plenty of physical labor, I find this argument reductive and offensive. You can disagree with the author without painting this negative picture of the…

On demand printing has also been horrible for textbooks/monographs, Springer being one of the worst. Very few copies are printed, but they serve as an important means of preserving…

It is entirely possible, but is not trivial, especially for the user who then needs to know "arcane knowledge" of BLAS/LAPACK work array sizes and flags. There was some discussion …

Yes, many of these are "in-place" but will still allocate. I typically use the geev!/ggev!/geevx! routines, if you look at the source code you will see that the work arrays are sti…

Higher level BLAS operations, such as solving a linear system, or computing svd/eigen, cannot be done in-place the way matrix multiplication can, and require additional memory of a…

As much as I like Julia, I think "trivial to write allocation free code" is a bit of an overstatement. Depending on what you are doing, it can be difficult, for example iteratively…

This is good to know, thanks Chris. I mostly solve sparse PDEs, being able to always use LU makes everything much simpler, especially with quaternions.

I found this approach to work well for linear systems, here is some rough code I used for the representation map (note the jmag/kmag functions are part of my implementation, not su…

My experience with various linear solvers (which a diffeq solver typicaly relies on) is that if they assume commutivity anywhere at all, which they often do, they almost definitely…

I think the functionality of Julia's sparse arrays is mostly on par with scipy.sparse, it's just a bit rough around some edges still, and spread out into non-base packages (e.g. in…