Viewing profile — throwaway283719

The UK soccer league is the most popular sport in the UK, and has a huge following elsewhere in Europe as well as in South America and Asia. For many of the biggest teams, the majo…

It is also useful for rewriting routines in the critical path for slower, but more productive languages. Particularly languages that need to do a lot of heavy-duty data crunching (…

The situation is different because there isn't a 2000+ year history of Java developers discriminating against Lisp developers.

In fairness, thinking that 1 is a prime number (or just not knowing that it isn't) is in quite a different league to not knowing how to calculate the average of a list of numbers.

It is one of the top-ranked universities in Canada (roughly equivalent to an Ivy League university in the US, or Oxbridge in the UK).

Which other asset classes are you thinking of? I think that most transactions in cash equities, spot fx and futures are now done electronically. I'm sure that a large proportion of…

tptacek already responded to your previous comment about Flash Boys below [0] [0] https://news.ycombinator.com/item?id=9045150

The trouble with this argument is that, on basically every exchange in the world, you do not get to find out if someone has matched with your passive order until after the trade ha…

That would be a groupoid - http://en.wikipedia.org/wiki/Groupoid

No. For example, a FilePath is (after resolving a few other type aliases) data Root = RootPosix | RootWindowsVolume Char | RootWindowsCurrentVolume data FilePath = FilePath { pathR…

Would you back up your 99.9% confidence level with a bet? For example, I will send you $1 if he is convicted, and you will send me $1,000 if he is acquitted? If not, how much would…

Yes. You can get significant signal attenuation (particularly at high frequencies, i.e. above 10 GHz) when it is raining.

The problem is that it is absolutely not a good primer on the subject, and the only way you could know this is if you have experience in electronic trading already. If you are tryi…

What markets is this done on? On most markets that I'm aware of, there is a fee for passive trades and a fee for aggressive trades. Sometimes the fee for a passive trade is negativ…

But McDonald's makes a profit every time I buy a cheeseburger from them. It's like the know the true price in advance, and set their prices so that they always make a profit. The c…

It looks like 20-25 of the Forbes "30 under 30" are YC founders or otherwise involved in YC - is that correct? An incredible achievement if so!

Most market making algorithms work like - Market state -> price forecast Price forecast + other factors (risk, liquidity) -> trading decision If you know (or have a good guess) how…

You generally receive a salary (dependent on what you do, what kind of firm you work for and how experienced you are, but $60-200k probably captures 95% of people) and a performanc…

One (slightly cynical) answer is that people like to hire people like them. Most quant types working in hedge funds are very good at brainteasers, and if other people are good at b…

Kudos for having enough doubt that your intuition was correct to actually write the simulation! Self-doubt is a quantity often found wanting among smart people, computer programmer…

You think it's a "bad" design decision because you think that a Python list should represent a vector of numbers (not even an array - a mathematical vector). But a list is much mor…

No. In the first case, the fact that the host shows you a goat has not put you in any new state of the world (the host was going to show you a goat regardless of what happened). In…

The Monty Hall problem is actually a bit more subtle than this article makes out. The exact wording of the problem can change the answer. For example, in this version > There are t…

"The exact quote is roughly" Um..?

Out of curiosity, what percentage of out-of-sample variance explained would convince you that a predictive model had some power? 0.1%? 1%? 2%?