Viewing profile — throwaway183839

The argument isn't saying that arithmetic is random. It's saying that a lot of properties of number systems behave as if they are random. A good example is finding arithmetic seque…

Kind of off topic, but your comment reminded me of something that I've wondered about for a couple of months. I was in the US (NYC) last year and went to a music event at a bar. My…

It's painfully obvious to me that I have this linguistic quirk, because my fiancé (who is not a computer geek) interjects with "buttons!" every time I start a sentence with "So..."…

Everyone has a personal tolerance for risk. If you are diversified, then you decrease the risks that you are exposed to - possibly below your personal risk tolerance. That allows y…

No - I just use a throwaway account by default (actually, several of them on different machines) because (a) sometimes I do want to comment on something without having my name atta…

I think it's something that's worth pointing out occasionally. Male programmers tend to assume that all other programmers are male. Even if they don't actually think that, it slips…

I'm kind of surprised that `enumerate` isn't defined in any standard libraries (as far as I know) since I need it pretty often. After a while spent programming in Haskell you would…

> It feels a little redundant to have to manually list out all the elements when the information is known statically, and updating the list will be necessary if the Peg type change…

I can't speak for other teams, obviously. But almost everything we do would fall under the heading of "Bayesian methods". It's such a broad term that it would be hard to write a tr…

What Virtu does to make money (market making and latency arbitrage on a milli- and microsecond timescale) is very, very far away from recognizing chart patterns and trading on them…

What is being discussed in those links is commonly called complex systems theory [0] which is a mathematical/scientific/philosophical field concerned with how complexity (in the na…

You are not allowed to do it, full stop.

When most high frequency traders trade, they are not actively trying to manipulate the market for their own gain (in the cases where they are manipulating the market, they should o…

Here's an interesting proposal - you charge a small amount (e.g. 0.001 of a cent) for every single order placement and rebate the proceeds to all market participants in proportion …

The market clears any matching orders in effectively zero time (that is, it runs its matching algorithm to clear the book before it allows any new quotes to enter). After an order …

Are you suggesting that the API should read your mind to discover whether you really intend to trade on an order that you enter?

Theorem: No. Proof: Any rectangle made of Tetris pieces must have an even number of squares (in fact, a multiple of 4) and hence the same number of black/white squares. Every Tetri…

Not necessarily. The standard way of valuing a bond is future value discounting. If the annualized interest rate between times 0 and T is r, then a payment of 1 unit at time T is w…

Sure, pounds sterling had a different value in 1720 (although the question arises - a different value in comparison to what? The US dollar and the Euro didn't exist in 1720! You co…

I don't think that log(a + b) = log(a) log(b) is a rule I'm familiar with!