61–65 of 65 posts
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Stop losses are a feature you can use on the platform, but I don't know if they were executed on time if the whole platform was down...
Usually stop losses are an exchange feature, their atomicity is sort of the point. They wouldn’t be impacted by platform outages. That said I don’t have any idea about how Robinhood implements them.
Earlier quoted context omitted.
Usually stop losses are an exchange feature, their atomicity is sort of the point. They wouldn’t be impacted by platform outages. That said I don’t have any idea about how Robinhood implements them.
Stop loss and stop limit orders are brokerage features.
https://www.google.com/amp/s/www.cnbc.com/amp/2015/11/18/why...
Lots of other exchanges still offer them https://www.cmegroup.com/confluence/plugins/servlet/mobile?c...
I’d be curious how brokerages actually implement stops on exchanges that don’t offer them natively because synthetic stops have notoriously bad edge cases.
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There is no rigorous study that has proven this. I wish there were because I strongly prefer static typing but it’s more a belief than anything proven.
I'm always surprised by what comes across to me as a dogmatic need for a "study" to prove something. There is no study that says my yard needs mowing once a week to look good. I know it because I've lived it. Similarly, I've lived in code bases that were once dynamic and were rewritten to be static. This is not an academic argument: the compiler catches things that I would otherwise have had to remember to put into a…
Without a more rigorous set of criteria we are arguing opinion. While my opinion is the same on static types there are people with their own experience on the other side of the argument.
They too have lived it.
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Hiring pool for Java is orders of magnitude larger, let's not pretend this isn't an issue with esoteric languages like Haskell
So your argument is you need a language with static typing to prevent defects, but also the language must be proverbially this tall to ride, and so you end up with, say, Java?
Quantitative hedge funds must be making an absolute killing these couple weeks from the number of individual traders trying to daytrade through all this volatility.