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Magic-trace – High-resolution traces of what a process is doing

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Re: Magic-trace – High-resolution traces of what a process is doing

#91

Post by collinmanderson »

Frost1x wrote: post #14

You should make it clearer in the magic trace Readme that the UI service fork used for viewing and analyzing the traces is also available should one want to deploy it locally or in a situation without Internet access: https://github.com/janestreet/perfetto/ It is mentioned in the documentation but for anyone quickly skimming and expecting a SaaS pricing model underneath (I think many do now), that isn't obvious. From…

I've recently stumbled on Google's Perfetto in the last few months. Very very nice UI. I've been using it with viztracer for Python.

Re: Magic-trace – High-resolution traces of what a process is doing

#92

Post by mirekrusin »

b20000 wrote: post #84
t_mann wrote: post #22

Earlier quoted context omitted.

Yeah, quite impressive language to make the backbone of all your systems.

I doubt that it is used for actual trading. Maybe the OP can elaborate what the live infrastructure and backtesting setup look like?

Of course they use it for trading and everything around for many years.

Re: Magic-trace – High-resolution traces of what a process is doing

#93

Post by csomar »

tonyarkles wrote: post #52
kangda123 wrote: post #43

Earlier quoted context omitted.

Doesn't that pretty much characterise all for-profit companies?

I think for a lot of people there's a pretty big difference between these two business models: - We use cash to buy circuit boards, screens, enclosures, etc, write software, and sell mobile phones. - We use cash to rent a building, order pallets of inventory, and sell that inventory locally to walk-in customers. - We use cash to buy shares, hold onto them for a bit, and sell those same shares and make money off the s…

They are the same model. They both buy stuff, do some stuff and then re-sell the same stuff but with the modifications they made.

In the case of a trading shop, the stuff they do is playing the market liquidity, collecting interest, arbitrage, etc...

Sure there are some evil ones, but other businesses have those too.

Re: Magic-trace – High-resolution traces of what a process is doing

#94

Post by kolbe »

isogon wrote: post #78
kolbe wrote: post #6

Nice. And it satisfies my curiosity about whether trading firms are switching to AMD or not

For low-latency strategies, AMD's lack of DDIO [0] makes it a non-starter. The memory latency is a big gap to close. [0] https://www.intel.com/content/www/us/en/io/data-direct-i-o-t...

Do you know this for a fact? I've done some work in the industry where I needed to make fast software, but never the like sub-microsecond tick-to-trade type fast, so I really don't know.

There was a great presentation from 2017 about some of Optiver's low latency techniques[1]. I had assumed they released it because the had obviated all of them by switching to FPGAs, but I don't know. Either way, he suggested that if you ever needed to ping main memory for anything, you already lost. So, I wouldn't have thought DDIO plays into their thinking much.

[1] https://www.youtube.com/watch?v=NH1Tta7purM

Re: Magic-trace – High-resolution traces of what a process is doing

#97

Post by isogon »

kolbe wrote: post #94
isogon wrote: post #78

Earlier quoted context omitted.

For low-latency strategies, AMD's lack of DDIO [0] makes it a non-starter. The memory latency is a big gap to close. [0] https://www.intel.com/content/www/us/en/io/data-direct-i-o-t...

Do you know this for a fact? I've done some work in the industry where I needed to make fast software, but never the like sub-microsecond tick-to-trade type fast, so I really don't know. There was a great presentation from 2017 about some of Optiver's low latency techniques[1]. I had assumed they released it because the had obviated all of them by switching to FPGAs, but I don't know. Either way, he suggested that if…

The idea is precisely that you want to avoid pinging main memory at all, which is possible (in the happy case) if you do things correctly with DDIO. Not everything is done in hardware where I am. I am wary of saying much because my employer frowns on it, and admittedly I work on the software more than the hardware, but DDIO is certainly important to us.

Re: Magic-trace – High-resolution traces of what a process is doing

#98

Post by DonaldPShimoda »

b20000 wrote: post #84
t_mann wrote: post #22

Earlier quoted context omitted.

Yeah, quite impressive language to make the backbone of all your systems.

I doubt that it is used for actual trading. Maybe the OP can elaborate what the live infrastructure and backtesting setup look like?

> I doubt that it is used for actual trading.

Do you have a basis for that claim?

JS have developed tons of libraries and tools for OCaml development, and new developers and quants that they hire go through an OCaml bootcamp to come up to speed. They put lots of work into the OCaml compiler, and in blog posts about that work they talk about why this is useful for trading. Maybe I'm missing something crucial, but I think it's more likely that you just don't know what you're talking about.

Re: Magic-trace – High-resolution traces of what a process is doing

#99

Post by DonaldPShimoda »

b20000 wrote: post #85
DonaldPShimoda wrote: post #21

Earlier quoted context omitted.

You think they are platinum-level sponsors at multiple conferences every year, sponsors of PLMW multiple times a year, sponsors for carbon-neutrality at ICFP each year, and continue investing in hiring PhDs and improving the OCaml ecosystem because... the... cost of switching away from OCaml is too great? I don't think that tracks. They like OCaml, and they are pretty adamant that it is a good tool for the job. Maybe…

I think they are mostly here to hire people. Not to educate.

If by "here" you mean "at academic conferences", then I'd ask you why they bother to actually do primary research and publish it if they have no interest in sharing knowledge.

If all they wanted was to hire people, they... would. You don't have to sponsor a conference to attend or hire from that conference. And you especially also don't need to sponsor additional workshops, or carbon neutrality initiatives, or anything else.

It's genuinely silly to suggest that they spend all this money on things just to hire people. There are so many more effective uses of their money if that is the only goal.

Re: Magic-trace – High-resolution traces of what a process is doing

#100

Post by andrepd »

rtlfe wrote: post #88
tonyarkles wrote: post #52

Earlier quoted context omitted.

I think for a lot of people there's a pretty big difference between these two business models: - We use cash to buy circuit boards, screens, enclosures, etc, write software, and sell mobile phones. - We use cash to rent a building, order pallets of inventory, and sell that inventory locally to walk-in customers. - We use cash to buy shares, hold onto them for a bit, and sell those same shares and make money off the s…

> - We use cash to rent a building, order pallets of inventory, and sell that inventory locally to walk-in customers. > - We use cash to buy shares, hold onto them for a bit, and sell those same shares and make money off the spread. Those two sound like pretty much the same thing.

Indeed, but not like the first one.
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