physguy1123
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No user record in our sample, but physguy1123 has activity below (stories or comments). Likely we have partial data — the full bulk-load will fill profiles in.
> When there's a stopped vehicle in the lane you're in, you can simply check for traffic in the next lane and switch lanes. > You're not restricted to the bike lane if there's an obstruction. These comments proves my…
This doesn’t do anything when cars decide to park in your bike lane anyways, and your bike lane has maybe a foot clearance to traffic in the other side. It’s also an interesting attitude, that cars are so much more…
I can attest to the basic lock-free spsc queues being far faster than a basic spinlocking version of the same queue, on xeon-class X86 at least. LOCK'ed instructions (one might use lock xchg or lock cmpxchg) perform a…
I'm not sure if I'm the target audience for this (low-latency trading), but here's my thought - code which would allocate in a fast path is a strict no-go for me, and this runs fairly close to that in a few regards: >…
If you are in an environment where you can guarantee that a piece of code runs in bounded time (no interrupts, no faults, etc), then locks can actually be used in lock-free algorithms since code inside the lock will…
In New York at least, constructions unions extract large amounts of money from the government. Some examples that come to mind: * Lots of construction employees are mandated by unions to stay around (crane greasers I…
If you're talking about the USA, this is incorrect. I actually work in the industry and know how this works * One has to initiate an auction of the client order, at least in the USA - see…
On x86, push/pop have dedicated hardware optimizations known as the stack engine which perform most of the rsp increments/decrements and passes those offsets into the decoder, instead of using executions slots on them.…
There are three carefully crafted posts in new where commenters mention this market, it's clearly some ad attempt.
What sort of benefits have you seen from something like this in real software? I tried some techniques like this before, but in the end they didn't have much of an impact.
For me, it's around ~45-50fps@4k for a good set of games, and often ~100-120fps@144hz for me. 1000$ is a steep price for the 2080TI, although depending on the 2080 performance it might be the only card which can and…
> even though by definition people are overvaluing whatever is in the bucket By that do you mean that etfs which people might buy are overvalued compared to the stocks which compose the etf? Or that overinvesting in the…
Individual investors don't need to pick single stocks to benefit from growth. These companies also don't have a presence in various etfs and mutual funds that people can invest in, and it's not unreasonable to think…
This is great benchmark of the fundamental problems with say Java - the code itself is fairly simple and the JITs probably generate optimal code given their constraints, but the performance problems clearly show that…
In my experience, writing java (or groovy here) in c++ results in horribly slow code which the jvm runs circles around, and it sounds like that's the problem your employee ran into. > But for all the applications where…
SIMD, multicore, and caches don't just magically happen with better compilers. SIMD requires very specific memory access and computation patterns, and cache-friendly code has similar restrictions. The features of even…
There's a distinction to be made between many different players in 'hft'. You have market makers, latency arb, plain old short-term quant trading which all provide different sorts of 'economic value. Most players are…
You should try maintaining 4 independent sum variables and summing after the loop so there's no serializing dependency at all. Such a transformation in microbenchmarks is a fun trick to show the power of a proper OOO…
It's theoretically possible and has always been for somebody to see order execution in progress and trade ahead of it. In practice, that's frequently just a side effect of somebody being so slow that their actions…
Then this whole discussion is nonsensical since in almost all cases retail orders are directly filled by wholesale market makers and don't ever land on the exchanges (and don't see any 'frontrunning' as a result).
Yes, I work in the industry. Flash boys is misleading garbage, it's a long form advertisement for IEX. What a broker does has nothing to do with how market orders work. The strategy you're describing also doesn't really…
They would go to whomever else was marker makers, whomever else was doing short-term trading, and some of fhe rest to quant firms doing frequent but not hft trading. Mostly human traders/market makers in short.
I'm pretty sure you misunderstand market orders because by definition they are only visible to the market after they have traded, so nobody can get ahead of you or do sonething irrational before your order lands. I…
I know of certain firms that will never reject retail orders unless they're truly invalid and will just fill at a loss to keep their flow.
Market makers have absolutely no incentive to quote tight spreads up until the last minute where they might have some idea about the price, or maybe not so they don't quote at all. A lot of 'alternative solutions' to…