The argument isn't saying that arithmetic is random. It's saying that a lot of properties of number systems behave as if they are random. A good example is finding arithmetic sequences of length K in the prime numbers…
Kind of off topic, but your comment reminded me of something that I've wondered about for a couple of months. I was in the US (NYC) last year and went to a music event at a bar. My girlfriend and I were there an hour…
It's painfully obvious to me that I have this linguistic quirk, because my fiancé (who is not a computer geek) interjects with "buttons!" every time I start a sentence with "So...". This is annoying, but possibly not as…
Everyone has a personal tolerance for risk. If you are diversified, then you decrease the risks that you are exposed to - possibly below your personal risk tolerance. That allows you to use leverage to increase your…
No - I just use a throwaway account by default (actually, several of them on different machines) because (a) sometimes I do want to comment on something without having my name attached to it, and (b) it's too much…
I think it's something that's worth pointing out occasionally. Male programmers tend to assume that all other programmers are male. Even if they don't actually think that, it slips out in their language (as in this…
I'm kind of surprised that `enumerate` isn't defined in any standard libraries (as far as I know) since I need it pretty often. After a while spent programming in Haskell you would probably develop your own mini-library…
> It feels a little redundant to have to manually list out all the elements when the information is known statically, and updating the list will be necessary if the Peg type changes. In Racket, writing a macro for this…
I can't speak for other teams, obviously. But almost everything we do would fall under the heading of "Bayesian methods". It's such a broad term that it would be hard to write a trading algorithm that couldn't be…
What Virtu does to make money (market making and latency arbitrage on a milli- and microsecond timescale) is very, very far away from recognizing chart patterns and trading on them!
What is being discussed in those links is commonly called complex systems theory[0] which is a mathematical/scientific/philosophical field concerned with how complexity (in the natural language sense of the world)…
You are not allowed to do it, full stop.
When most high frequency traders trade, they are not actively trying to manipulate the market for their own gain (in the cases where they are manipulating the market, they should of course be punished). Most high…
Here's an interesting proposal - you charge a small amount (e.g. 0.001 of a cent) for every single order placement and rebate the proceeds to all market participants in proportion to how much volume they actually…
The market clears any matching orders in effectively zero time (that is, it runs its matching algorithm to clear the book before it allows any new quotes to enter). After an order is matched, you can't cancel it except…
Are you suggesting that the API should read your mind to discover whether you really intend to trade on an order that you enter?
Theorem: No. Proof: Any rectangle made of Tetris pieces must have an even number of squares (in fact, a multiple of 4) and hence the same number of black/white squares. Every Tetris piece except the T has the same…
Not necessarily. The standard way of valuing a bond is future value discounting. If the annualized interest rate between times 0 and T is r, then a payment of 1 unit at time T is worth exp(-r * T) and a stream of…
Sure, pounds sterling had a different value in 1720 (although the question arises - a different value in comparison to what? The US dollar and the Euro didn't exist in 1720! You could take a set quantity of gold as your…
I don't think that log(a + b) = log(a) log(b) is a rule I'm familiar with!
The argument isn't saying that arithmetic is random. It's saying that a lot of properties of number systems behave as if they are random. A good example is finding arithmetic sequences of length K in the prime numbers…
Kind of off topic, but your comment reminded me of something that I've wondered about for a couple of months. I was in the US (NYC) last year and went to a music event at a bar. My girlfriend and I were there an hour…
It's painfully obvious to me that I have this linguistic quirk, because my fiancé (who is not a computer geek) interjects with "buttons!" every time I start a sentence with "So...". This is annoying, but possibly not as…
Everyone has a personal tolerance for risk. If you are diversified, then you decrease the risks that you are exposed to - possibly below your personal risk tolerance. That allows you to use leverage to increase your…
No - I just use a throwaway account by default (actually, several of them on different machines) because (a) sometimes I do want to comment on something without having my name attached to it, and (b) it's too much…
I think it's something that's worth pointing out occasionally. Male programmers tend to assume that all other programmers are male. Even if they don't actually think that, it slips out in their language (as in this…
I'm kind of surprised that `enumerate` isn't defined in any standard libraries (as far as I know) since I need it pretty often. After a while spent programming in Haskell you would probably develop your own mini-library…
> It feels a little redundant to have to manually list out all the elements when the information is known statically, and updating the list will be necessary if the Peg type changes. In Racket, writing a macro for this…
I can't speak for other teams, obviously. But almost everything we do would fall under the heading of "Bayesian methods". It's such a broad term that it would be hard to write a trading algorithm that couldn't be…
What Virtu does to make money (market making and latency arbitrage on a milli- and microsecond timescale) is very, very far away from recognizing chart patterns and trading on them!
What is being discussed in those links is commonly called complex systems theory[0] which is a mathematical/scientific/philosophical field concerned with how complexity (in the natural language sense of the world)…
You are not allowed to do it, full stop.
When most high frequency traders trade, they are not actively trying to manipulate the market for their own gain (in the cases where they are manipulating the market, they should of course be punished). Most high…
Here's an interesting proposal - you charge a small amount (e.g. 0.001 of a cent) for every single order placement and rebate the proceeds to all market participants in proportion to how much volume they actually…
The market clears any matching orders in effectively zero time (that is, it runs its matching algorithm to clear the book before it allows any new quotes to enter). After an order is matched, you can't cancel it except…
Are you suggesting that the API should read your mind to discover whether you really intend to trade on an order that you enter?
Theorem: No. Proof: Any rectangle made of Tetris pieces must have an even number of squares (in fact, a multiple of 4) and hence the same number of black/white squares. Every Tetris piece except the T has the same…
Not necessarily. The standard way of valuing a bond is future value discounting. If the annualized interest rate between times 0 and T is r, then a payment of 1 unit at time T is worth exp(-r * T) and a stream of…
Sure, pounds sterling had a different value in 1720 (although the question arises - a different value in comparison to what? The US dollar and the Euro didn't exist in 1720! You could take a set quantity of gold as your…
I don't think that log(a + b) = log(a) log(b) is a rule I'm familiar with!