Comments for Hack the market

Comment on A trading strategy is an option by tito

tito — Fri, 20 Jan 2012 02:03:24 +0000

I certainly won’t come after you if you do…

Comment on A trading strategy is an option by v

Thu, 19 Jan 2012 07:50:03 +0000

may i use this diagram in my coursework please

Comment on basic economics of an algorithmic trading startup by @mccartjt

@mccartjt — Fri, 23 Dec 2011 01:46:47 +0000

Volatile Smile

The funny bit is that the grand daddy of all of this HFT/ Maths in finance was Dr Edward O. Thorpe. He was very gunshy before giving up his university position! Still its funny how even today with all the computers and hardware out there that PeterLBrandt is still able to make a living!

Comment on “prudent and… disastrous” by Corporate Serf

Corporate Serf — Tue, 18 Oct 2011 17:35:56 +0000

This should tie in with your “trading strategy = exotic option” discussion when you use portfolio optimization. Strategies are non-linear things.

Comment on lock free by Corporate Serf

Corporate Serf — Tue, 18 Oct 2011 16:34:31 +0000

Bit late in the post, but have you looked at the “purely functional data structures”/ “functional arrays” work? Quite simply instead of “array[index] = 42;” you do “newArray = array[ with index = 42]” with the intent that you get to keep pointers to both the old and the new array. The data structures are tree based and keeps some sort of “modifications” in a tree like fashion. The clojure language does this on top of the java vm and allegedly it is almost lock free (some locks in garbage collection I would imagine, so you will need to fake that if you are doing it in C).

Comment on billions and billions by mao

mao — Tue, 28 Jun 2011 17:00:12 +0000

Have you ever considered Berkeley DB recno table?

Comment on redistribution by varenne

varenne — Tue, 12 Apr 2011 17:36:18 +0000

Can you describe your MR strategy?Thanks

Comment on pairs portfolio by raf

raf — Tue, 29 Mar 2011 13:57:45 +0000

Hello,

As far as I know we should look at cointegration and not correlation to pairs trade

Cheers
Raf

Comment on lock free by Lock free: the new C++ frontier « Coding the markets

Lock free: the new C++ frontier « Coding the markets — Wed, 09 Feb 2011 15:58:07 +0000

[...] on lock free queues out there, folks on stackoverflow say it’s difficult, Hack the Market has blogged about FastFlow, and there’s a “Boost” lock free lib. Posted in coding | Leave a Comment » [...]

Comment on ship of fools by Jack

Jack — Sat, 05 Feb 2011 04:13:57 +0000

Almost 2 years later, and Scott Johnston was proven right. See Trustee Irving Picard’s lawsuit againt Fred Wilpon made public today, February 4, 2011. Looks like Tim and Kelly owe Scott an appology. Way to get it right Scott!