Ask HN: Help a Hacker Out
But if you need help solving hard problems, I'm your guy. I have an undergraduate degree in Mathematics from the University of Chicago and a masters in Mathematics from Iowa State. I know C++ and Python ok and I've worked as a derivatives quant, a high-frequency trader and even tried my hand at poker for a while. I'm open to short or long-term consulting projects as well as full-time employment. I'm particularly interested in working on challenging problems dealing with algorithms and big data, but I'm up for jumping back into HFT if there's a decent opportunity. Hell, I'll even tutor linear algebra or basket weaving if that's where this adventure needs to begin.
In short, I'm a smart guy coming to SF and I need an opportunity. Please help a hacker out.
97 comments
[ 3.0 ms ] story [ 97.1 ms ] threadkozjob at yahoo.com
You should reach out to people from your class (and years around it) that ended up in SF. Check out RethinkDB for example - part of their team is UChicago. Lollihop is another one.
If this isn't something you feel comfortable discussing in public, feel free to email me — address in my profile. I don't have a job to offer you right now, but would like to talk. When you get to SF, lunch or beer on me.
What do you mean, exactly, by starting a trading shop? If you mean becoming a broker dealer, that will require certificates and capital - and lots of it! :P
Trying to understand the market is surely a shortcut to crazy town, and certainly trying to rationalize it is a poor mechanism to profit. But it's clearly evident that the market isn't uniformly random, and that there exists exploitable patterns in the market that are reliably (to a degree) profitable over certain time periods.
I think the thesis of "Fooled by Randomness" is best taken advantage of by understanding that you need to recognize the pattern, and exploit it directly, rather than trying to extrapolate meaning and use that directly.
The market is clearly a truly chaotic system, but you just need to take advantage of patterns that are statistically relevant and profitable.
Edit: After additional contemplation, I'm not sure I actually agree with what I just said.
I currently have been making money the last 3 years by trading futures. It's been consistent, however, my co-founder of our fund has been trading for 20 years, lost his family, lost all his money, his house, everything. He was working at dominos when I took a little risk to give him some cash to trade, and boy was it a good decision. You could even say then, that the fooled by randomness theory exists - I was _really_ lucky to have found him and he was _really_ lucky to have been able to succeed. Regardless, it is possible. For every successful trader I personally know, I can give you 10 that majorly failed. It's human nature to want to try it - to be in (arguably) the most competitive business in the world. I offer my advice on where to start for free, but jumping into HFT in the really big markets is where people get crushed. Our current trading system can read a quote, send an order, and get confirmation about 2,000 times before you can blink! With that said, there are a lot of places (penny stocks, spread strategies, smaller equities) where you can thrive, and not have to trade against big machines. I will post to hackernews one day with an overview of his story and what we do
For just momo or momentum traders that deal in extremely liquid trading instruments, microseconds can even make a difference. Our current feed from a US equity exchange is about 220 microseconds or .22 miliseconds - and we are on the "slow" side of things. The guys that actually read, process, send transactions usually go as far as using FPGAs even (some of the bigger firms)
That said - there are still lots of places in the market where opportunities exist!
Regarding the existing opportunities, It's interesting imagining a situation where opportunities did not exist, seemingly the market would either become completely random, and driven by luck, or remarkably stable. Most interestingly it crazy to imagine a market that has been optimized to complete stability. I wonder if that's the natural progression of things.
Besides, it's a chance to crunch numbers for something other than selling ads and cat pictures. :)
http://www.twosigma.com/
Honestly more of a technologist HFT company vs financial (stuffy) firm (details in email I shot ya).
Edit: I see the discussion has passed me by. I'll add that I'm really enjoying working at RGM, and would definitely recommend it for anyone who does not have a strong preference toward living in SF or NY.
One of my good friends started working as an engineer for Texas Instruments (in Dallas) and loved it until he had offer he couldn't refuse from a Silicon Valley company and moved out to California.
https://twitter.com/jobs/home
Maybe you should write a post titled, "How Twitter Failed to Fulfill My Sense of Entitlement".
I don't have the OP's history, my own isn't nearly as impressive, but I can certainly relate. I'm sure he could find a job in Iowa, just as I've had no trouble finding jobs in my current location, but the draw of Silicon Valley is high though from the outside can appear more difficult to enter than perhaps is the case.
This is pretty common in the tech industry as I've come to realize. The issue is that many people can be good at programming, and hell, they might even have open source projects or even shipped applications to show for it. But put them in a software engineering interview where they have to walk through a basic dynamic programming or data structures problem and they will probably stumble. This situation is even more likely for interdisciplinary individuals where they don't have typical degrees for their field of interest.
So, point being, it takes a while to find a good fit. One where your skills expectations are agreeable for both sides. I don't see advertising on HN an issue, since we are the target market for this type of situation, but so long as it doesn't become a job board.
Someone started a "Who's looking" thread a month or two ago. It would be nice to see that become a regular fixture alongside the "Who's Hiring" thread.
Sorry; offtopic, just a pet-peeve with 'modern employers' :)
I know C++ and Python ok
(never took math classes at U of C, but spent lots of time in Eckhart library)
Yup Rumsfeld knew blind spots
Good luck man :-)
Also I see you have some writing skills too.You can be a great asset for companies who are trying to get some good content on their blogs and gain traction.
Most or every weekday, the faculty and other interested parties meet for tea at about 4PM in the tea room across from the library.
I was taking abstract algebra at the time and the professor was a fairly recent Phd. And, most or all UC undergraduates learn some familiarity with the categorical imperatives of Immanuel Kant. Somehow, the subject came up whether or not the idea of category theory (or at least the name) is in some way derivative of the categorical imperative.
The inventor of category theory was Saunders Mac Lane who was on the faculty. At tea one day our teacher asked Mr Mac Lane if there was any relationship between category theory and the categorical imperative.
Oddly enough the answer was yes, in an oblique way. This story would be quite a bit better if I remembered some idea of what the relationship was but unfortunately I don't. In any case it seemed pretty cool at the time.
The thing was, you were never sure whether he was trolling you or not. At a party or some event, supposedly somebody asked him what his research interest was. They were probably expecting to hear something like knot theory or PDE or whatever, but his research interest was "Mathematics", which I guess makes sense because that's what he worked on.
He liked teaching undergraduates but the department only let him do it once every four years or so, as the memories faded from the last time he did it. The year he taught the honors analysis class, it started in the fall with something like 32 students (and all of them by invitation at that) and ended with 6. And so the six survivors printed up T-shirts for having completed the course and wore them to the spring semester final. He's handing out the final and sees the shirts and says something like, "Don't be too confident about that."
frock or livery That aptly is put on. Refrain to-night; And that shall lend a kind of easiness To the next abstinence: the next more easy; For use almost can change the stamp of nature, And either curb the devil, or throw him out With wondrous potency. Once more, good-night: And when you are desirous to be bles'd, I'll blessing beg of you.--For this same lord [Pointing to Polonius.] I do repent; but heaven hath pleas'd it so, To punish me with this, and this with me, That I must be their scourd says...