Secret sauce, at least for the team involved, and well-received. Nice combination of extreme perf and decent productivity for them. I've moved into non-finance stuff for quite a while now though, so not sure what's…
Not kdb+, but a proprietary (internal-only) language that it heavily influenced was designed around execution on GPU clusters. The FPGAs were used mainly for feedhandlers and there was a different DSL for that…
Yep, he said while eyeballing a dashboard, there are plenty of larger private machines..
And you too sir!
If the combination of such languages, high-performance hardware, and large scale compute problems is interesting.. the startup I work for in Mountain View is hiring...
Indeed; as I've heard it ordered: 6 parts gin and a moment of silence for the vermouth.
The problem is less the spurious DRAM accesses etc, as awful as they would be. The compiler problem is really a mix of 1) understanding enough about fixed-bound unit-stride loops to nonoverlapping memory (or…
Current publicly announced AVX512 does not support fp16. Skylake Server (SKX) and Knights Landing (KNL) are at a disadvantage here. They've not publicly said anything about extensions in Knights Hill (the long announced…
An important detail is that this is not 130 petaflops of double precision floating point. Their target is >130 single or even half precision.
One tidbit is Google themselves saying they'll roll skylake out in cloud early next year. https://cloudplatform.googleblog.com/2016/11/power-up-your-G...
I always recommend these: https://scalableinformatics.com/assets/documents/Unison_Peta... Surprisingly cost effective given the massive performance and support. Cloud is great for some things but not everything.
Based on random sampling of those that contact me about such transitions, the latter is somewhat true. A couple have mentioned Julia but I wouldn't say it's the majority.
Bill
Fixed; added to 'about' as well as email field.
I shouldn't say too much. But more than one large firm has explored writing an in-house replacement and floated actual $ offers. Occasionally someone pops up wanting to do a company to compete with them but they're…
For his sins, Fermin got dragged into the q/kdb+ world. I assume he's still using it at MS :-)
Drop me a note (email in profile). I'm not a recruiter, these are the offers I've been contacted with, through my personal network based on past gigs. It's not just knowing an APL though -- far from it. For the chi/nyc…
It's not obvious to me that an open core business can sustain the necessary margins to be interesting as an engineering company rather than a glorified services business. There are been very few examples (friend of mine…
A lot of the decisions that some might quibble with are not actually Arthur's end of things. The former CEO drove a lot of it.
In the interests of transparency.. That sounds like the low-end base salary for ~entry level. It probably gets topped up with ~100k bonus. There are a couple places that hire many but don't pay well. At what I think is…
Pascal won't be cheap so comparing to a top-end Xeon E5 v4, it's about 7x the theoretical FP64 performance (assuming the Xeon is 2.2GHz * 22 cores * 8 avx pipes per * 2 for FMA per socket, given the price range).…
Essentially, no, at least not in the usual sense. The "best" options are to either 1) short ETFs that have a suitable concentration in some subsector of the industry you think will be affected by falling unicorns, esp.…
I strongly agree with you re 'conservation of distributed systems problems'. I'm being vague because I know what they're doing, but I'm limited in what I can comment on. Their public comments are that they are running…
Correct
Yes, exactly. (I've built things for a few chicago/newyork hft shops).
Secret sauce, at least for the team involved, and well-received. Nice combination of extreme perf and decent productivity for them. I've moved into non-finance stuff for quite a while now though, so not sure what's…
Not kdb+, but a proprietary (internal-only) language that it heavily influenced was designed around execution on GPU clusters. The FPGAs were used mainly for feedhandlers and there was a different DSL for that…
Yep, he said while eyeballing a dashboard, there are plenty of larger private machines..
And you too sir!
If the combination of such languages, high-performance hardware, and large scale compute problems is interesting.. the startup I work for in Mountain View is hiring...
Indeed; as I've heard it ordered: 6 parts gin and a moment of silence for the vermouth.
The problem is less the spurious DRAM accesses etc, as awful as they would be. The compiler problem is really a mix of 1) understanding enough about fixed-bound unit-stride loops to nonoverlapping memory (or…
Current publicly announced AVX512 does not support fp16. Skylake Server (SKX) and Knights Landing (KNL) are at a disadvantage here. They've not publicly said anything about extensions in Knights Hill (the long announced…
An important detail is that this is not 130 petaflops of double precision floating point. Their target is >130 single or even half precision.
One tidbit is Google themselves saying they'll roll skylake out in cloud early next year. https://cloudplatform.googleblog.com/2016/11/power-up-your-G...
I always recommend these: https://scalableinformatics.com/assets/documents/Unison_Peta... Surprisingly cost effective given the massive performance and support. Cloud is great for some things but not everything.
Based on random sampling of those that contact me about such transitions, the latter is somewhat true. A couple have mentioned Julia but I wouldn't say it's the majority.
Bill
Fixed; added to 'about' as well as email field.
I shouldn't say too much. But more than one large firm has explored writing an in-house replacement and floated actual $ offers. Occasionally someone pops up wanting to do a company to compete with them but they're…
For his sins, Fermin got dragged into the q/kdb+ world. I assume he's still using it at MS :-)
Drop me a note (email in profile). I'm not a recruiter, these are the offers I've been contacted with, through my personal network based on past gigs. It's not just knowing an APL though -- far from it. For the chi/nyc…
It's not obvious to me that an open core business can sustain the necessary margins to be interesting as an engineering company rather than a glorified services business. There are been very few examples (friend of mine…
A lot of the decisions that some might quibble with are not actually Arthur's end of things. The former CEO drove a lot of it.
In the interests of transparency.. That sounds like the low-end base salary for ~entry level. It probably gets topped up with ~100k bonus. There are a couple places that hire many but don't pay well. At what I think is…
Pascal won't be cheap so comparing to a top-end Xeon E5 v4, it's about 7x the theoretical FP64 performance (assuming the Xeon is 2.2GHz * 22 cores * 8 avx pipes per * 2 for FMA per socket, given the price range).…
Essentially, no, at least not in the usual sense. The "best" options are to either 1) short ETFs that have a suitable concentration in some subsector of the industry you think will be affected by falling unicorns, esp.…
I strongly agree with you re 'conservation of distributed systems problems'. I'm being vague because I know what they're doing, but I'm limited in what I can comment on. Their public comments are that they are running…
Correct
Yes, exactly. (I've built things for a few chicago/newyork hft shops).