Hacker News Board Hacker News, browsed like a classic message board
Live data from Hacker News

Arthur Whitney releases an open-source subset of K with MIT license

shakti.com

Post reply on HN
Print view View original

101–110 of 234 posts

Re: Arthur Whitney releases an open-source subset of K with MIT license

#101

Post by eigenvalue »

wood_spirit wrote: post #90
eigenvalue wrote: post #81

Earlier quoted context omitted.

Was working at a quant pod at Millennium for a bit where they used it. I was ultimately able to use it but everything took me 20x longer than using Numpy/Pandas. The irony was that the Python code was shorter because there were so many more library functions and better abstractions and syntax. So it was slow and unintuitive for zero benefit whatsoever.

But how did your perf compare to the best of the K kicking quants around you? Were they too being less productive than they would have been in python? I’m not saying they were right or better. Horses of courses. Array languages do my head in and my choice is sql.

I was able to explore new ideas much much faster using Python than the experienced k people could. But creativity is more important anyway. Ultimately, having good ideas/data/signals trumps fancy or fast data wrangling. Glad I’m doing other things now in any case.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#102

Post by magicalhippo »

tluyben2 wrote: post #58
andrepd wrote: post #48

Earlier quoted context omitted.

My money is on "it's not, and the benchmarks are cherry picked" I mean faster at filtering data than a python script? Sure. Faster than a database or hand-rolled C code? Only if your benchmarks are misleading.

Not for all cases, but he (and his team) take the time to squeeze performance out of things where others just say 'it's fast enough'. There was a monh+ long conversation why all most used json parsers are so terribly slow etc. Not many people take the time to try to optimise the last drop of blood out of everything, especially if you have shareholders or deadlines; you settle for 'good enough'.

And to be clear, in many, if not most cases, settling for "good enough" is the right call, and spending hours upon hours chasing performance is the wrong call.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#103

Post by BeefWellington »

papercrane wrote: post #63
sph wrote: post #41

Earlier quoted context omitted.

Yes, but C isn't APL. I don't buy it that this how it was written from day 1. Occam's razor and all, this is obfuscated C, not code written by an alien superintelligence.

Whitney is famous for writing code like this, it's been his coding style for decades. For example, he wrote an early J interpreter this way in 1989. There's also a buddy allocator he wrote at Morgan Stanley that's only about 10 lines of C code. https://code.jsoftware.com/wiki/Essays/Incunabulum https://github.com/tavmem/buddy/blob/master/a/b.c

When writing code in this manner, lines of code is kind of a meaningless metric. You could put the entire Linux kernel in one very long line of C.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#104

Post by sharmajai »

NKosmatos wrote: post #82

He might be a smart person, with a very high IQ and on a different level than the rest of us, but by writing with this style, with no comments, with no proper capitalization/style and with this attitude, he’s putting me off (IMHO). Oftentimes, the way something is presented and how the language is used, might be as important as the thing itself ;-)

But but look at all the Turing Award and Putnam Prize winners he was worked with.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#106

Post by tiffanyh »

Chirono wrote: post #96
stefano wrote: post #61

Those are some very big claims with respect to performance. Has anyone outside of the author been able to reproduce the claims, considering you need to pay 100k/month just to do it? I also wonder if the commercial version has anti-benchmark clauses like some database vendors. I've always seen claims that K is much faster than anything else out there, but I've never seen an actual independent benchmark with numbers. E…

I used to use K professionally inside a hedge fund a few years back. Aside from the terrible user experience (if your code isn’t correct you will often just get ‘error’ or ‘not implemented’ with no further detail), if the performance really was as stellar as claimed, then there wouldn’t need to be a no benchmark clause in the license. It can be fast, if your data is in the right formats, but not crazy fast. And easy…

Would you recommend K?

Is something else better (if so what)?

Re: Arthur Whitney releases an open-source subset of K with MIT license

#107

Post by rscho »

mrob wrote: post #60

Is there some application that demonstrates the utility of this language? E.g. it's tempting to dismiss Haskell as something invented by mathematicians more concerned with the elegance of their abstractions than actually getting things done, but Pandoc is so undeniably good and useful that you're forced to admit Haskell can be a good choice. What's the Pandoc of K?

That's not the idea. In a sense, the Pandoc of K is K itself. I mean its designed for interactive, fast and terse scripting on financial data for quants. And it's incredibly good for that. So almost all substantial K is proprietary.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#109

Post by taf2 »

NKosmatos wrote: post #82

He might be a smart person, with a very high IQ and on a different level than the rest of us, but by writing with this style, with no comments, with no proper capitalization/style and with this attitude, he’s putting me off (IMHO). Oftentimes, the way something is presented and how the language is used, might be as important as the thing itself ;-)

I’ve always told myself- no matter how smart my idea is , if no one else understands it it could be as if it didn’t exist.

Re: Arthur Whitney releases an open-source subset of K with MIT license

#110

Post by tluyben2 »

magicalhippo wrote: post #102
tluyben2 wrote: post #58

Earlier quoted context omitted.

Not for all cases, but he (and his team) take the time to squeeze performance out of things where others just say 'it's fast enough'. There was a monh+ long conversation why all most used json parsers are so terribly slow etc. Not many people take the time to try to optimise the last drop of blood out of everything, especially if you have shareholders or deadlines; you settle for 'good enough'.

And to be clear, in many, if not most cases, settling for "good enough" is the right call, and spending hours upon hours chasing performance is the wrong call.

Sure, but not in the case of maximising performance if that is your goal. Which is what we are talking about here… wringing every ounce of overhead from it is basically the business case; at least one of them.
Post reply on HN