More challenging projects every programmer should try • Hacker News Board

Re: More challenging projects every programmer should try

#21

Post by atomicnumber3 » Mon, Dec 21, 2020, 12:05 AM UTC

henning wrote: post #9

As someone who has played with writing trading bots but never traded them with real money, some advice: if your results seem too good to be true, they probably are. Your trading bot may be doing unrealistic things or its results may not be reliable if the following are true: - You are trading in a market with low liquidity or one that is controlled by a small number of market participants. I'm not an expert but I thi…

I worked in this industry. 2 more common issues:

* Doing a latency-sensitive trade when you don't have good execution. It's easy to go wild in simulation and think you can flip in and out of positions. But if you're a retail trader (and in this context, by that I mean "not connected directly to the exchanges, at the minimum")

* Not taking into account the impact of your own trading on markets. This is obviously impossible to really simulate. Sometimes you can ignore it (if there's enough liquidity) but I've seen trades that looked great on paper and when trading at small-ish sizes, but then when you try to crank it up and do more volume, prices run away from you.

Obviously, there is money to be made in algo trading. It's big business and obviously not everyone is doing crazy latency sensitive stuff- there are quant trades that you could probably do with execution available to retail traders. And honestly I wouldn't be surprised if some retail traders manage it. But I will say that I think for an individual, it's not worth the effort even if you are ones of the ones who can consistently make a profit. Just buy sp500 ETFs and sit on them and do something else with your time.

Re: More challenging projects every programmer should try

#22

Post by the_cat_kittles » Mon, Dec 21, 2020, 12:12 AM UTC

another one related to stock trading, but perhaps more interesting- build a simulator for a sport. both baseball and darts lend themselves to markov models, and are simple enough to simulate in some detail. with darts, you can get very close to as accurate as possible. baseball has more weird complications because of the rules. but its fun to do, and to compare to old games to see how well your model does.

Re: More challenging projects every programmer should try

#23

Post by eatonphil » Mon, Dec 21, 2020, 12:15 AM UTC

I'd also recommend writing an emulator for real or fake (e.g. CHIP-8) hardware. It seems complicated but the core loop gets pretty simple. It ends up giving you a much better view of both assembly and pointer semantics (useful for better understanding C).

Re: More challenging projects every programmer should try

#24

Post by CBLT » Mon, Dec 21, 2020, 12:16 AM UTC

0xbadcafebee wrote: post #13

> it is really simple to create the basic "database". You can start by using the dictionary data structure that comes with whatever programming language you're using and slap a web API on top of it. Better yet: do it in C. There's no "dictionary" object type so you have to make it yourself. You'll soon learn a whole bunch of fallacies about how those "dictionaries" actually work. After you spent a good deal of time d…

I'll second this suggestion. Most of my toy projects aren't in C, but every time I design software in C I learn something.

Re: More challenging projects every programmer should try

#25

Post by 4778468d » Mon, Dec 21, 2020, 12:18 AM UTC

>> automate testing on historical data over long periods of time

I want to try this. Where can u get access to historical pricing data that includes pricing changes during the day, not just end of day prices?

Re: More challenging projects every programmer should try

#26

Post by yudlejoza » Mon, Dec 21, 2020, 12:20 AM UTC

xwdv wrote: post #5

Being able to do challenging projects is a cold comfort when by far the most challenging project I’ve ever faced was trying to build something people would pay.

You're being downvoted despite being a realist, having integrity, and putting things in perspective.

But I can tell you there is no shortage of oversellers in the programming community.

A programmer who's really a sleazy salesman at heart would jump at figuring out a fizbuzz solution on their own for the first time in their life, and would proceed to mark it as the biggest achievement in the history of mankind, make a webservice out of it, shout at the top of their lungs on social media, and would start knocking on VC doors. (hint hint: many of them actually get away with something not too different).

Re: More challenging projects every programmer should try

#27

Post by simias » Mon, Dec 21, 2020, 12:21 AM UTC

I would add "build a toy regex engine" to the list.

A couple of years ago I implemented a toy regex engine from scratch (building NFAs then turning them into DFAs). I thought it was an enlightening experience because it showed me that the core principles behind regular languages are fairly simple, although you could spend years optimizing and improving your implementation. How do you deal with unicode? How do you modify your implementation to know how many characters you can skip if you don't have a match in order to avoid testing every single position in a file?

It demystified the concept of a regex engine for me while at the same time making me realize how impressive the advanced, ultra optimized engines we use and take for granted are.

Re: More challenging projects every programmer should try

#28

Post by avl999 » Mon, Dec 21, 2020, 12:21 AM UTC

Building a distributed key value store is a fun project and lets you learn tons of real world world stuff. It's a great excuse to get a survey on grokking the design decisions required to build a distributed system and it will truly help one understand why No SQL DBs scale easier than relational ones and the kind of tradeoffs they make to achieve that.

Re: More challenging projects every programmer should try

#29

Post by SoSoRoCoCo » Mon, Dec 21, 2020, 12:23 AM UTC

I wrote a raytracer in 1996, and then a year later used Intel's VTune to speed it up. Just removing unused "return" statements gave me 3x speed increase. Apparently Borland C/C++ wasn't very smart back then.

A fun project I did after that was writing a AI frame language to do goal-stack problem solving, specifically with path finding. I connected it to the ray tracer and made movies of spheres having wars. (I used an unlicensed DivX encoder to stitch together thousands of GIFs.)

Re: More challenging projects every programmer should try

#30

Post by timvisee » Mon, Dec 21, 2020, 12:26 AM UTC

Fantastic list!

By the way, adventofcode.com is currently ongoing. Though the challenges are easy compared to the projects in this list, I highly recommend it. It covers problems you might face in big projects. With these small puzzles it's easy to experiment. It prepares you for bigger things.