gituliar

5 ms·

1.
by gituliar 1y ago
For me Go is a success story.
2.
Bob Reads a Text File(tastycode.dev)
1 points by gituliar 2y ago|0 comments
3.
by gituliar 3y ago
Good observation! Basically `Error` is an alias to `std::string`. This way code is more meaningful as returning just std::string is too generic. It's also my convention to report errors as return arguments in this particular codebase,
4.
How-To Calibrate American Options Really Fast in C++(tastyhedge.com)
2 points by gituliar 3y ago|2 comments
5.
by gituliar 3y ago
> You can totally use both Definitely, some can use both. Again, it very much depends on the persona. All I need to be productive is a clear to-do list and no destruction, to focus on my work. No extra techniques, like Pomodoro, is neces
6.
by gituliar 3y ago
I gave pomodoro a try years ago, but failed. It simply doesn't fit my personality, don't like deadlines and time pressure. Instead, I put my tasks in a Moleskine notebook, mixed with other notes and ideas of mine. In front of each
7.
by gituliar 3y ago
This is because you run your own company. Things are different if one works for a company as an employee.
8.
by gituliar 3y ago
At first you pay taxes in the country the company you work for is registered (there might be b2b options, which might differ). Then you pay rest in the country where you have a tax residency. In your example, at first you pay taxes in Germa
9.
by gituliar 3y ago
In EU since Jul'23 cross-border remote work is free of extra taxes and similar obligation if done up to 50% abroad. One can come to Germany for 3 days and come back to his country to work for 2 days remotely and spend weekend. More her
10.
by gituliar 3y ago
Real historical data might not cover current market state. For example, option price among other params depends on the interest rate. For the last decade interest rate was around 0% in Europe and slightly higher in US. If you train on that
11.
by gituliar 3y ago
Indeed, Andersen-Lake method is much faster, but is limited to vanilla problems. The finite-difference covers wider range of problems, including stochastic volatility models, like SABR or Heston.
12.
by gituliar 3y ago
Curious to see some references to people doing this. Have any ?
13.
by gituliar 3y ago
You don't need fancy math to study financial modeling, like measure theory. Focus on market dynamic, like in physics try to model that with math and programming. Newton built solid models without advanced math of XX or XIX centuries. O
14.
by gituliar 3y ago
As already mentioned American / European / Bermuda / Asian options vary by features of option contracts. They don't belong to a particular regulatory regime. For some reason its names are associated to the geo locations.
15.
Pricing Americans with finite-difference(tastyhedge.com)
49 points by gituliar 3y ago|42 comments
16.
by gituliar 3y ago
Here in Denmark, both realized and unrealized gains are taxed at the year end. The losses are transferred to next years and deducted from the gains. This might be an advantage if paying 27% lower-tier tax over the years, rather than being t
17.
Tasty GPU – Pricing Derivatives on a Budget(tastycode.dev)
1 points by gituliar 3y ago|0 comments
18.
by gituliar 3y ago
> Your "simple solution" misses the point of the article which is to have the compiler automatically generating the serialized string representation of the enum without a human programmer having to manually code the switch case
19.
by gituliar 3y ago
So far, I'm happy with this simple solution: enum _ : u8 { kMonday, kTuesday, ... kSize }; constexpr const char* toString[kSize] = { "Monday", "Tuesday", ... } auto day = to
20.
by gituliar 3y ago
I'm not sure this is a true story. Open Interest is 420 contracts, this is a max number of options someone can hold (for that strike and expiry). See the first line on the first screenshot, just below "Historical Volume / OI&
21.
by gituliar 3y ago
Can anyone confirm this unusual volume (to ensure this is not a clickbait) ? The option chain I have shows regular volume, with open interest to be ~420 contracts.
22.
by gituliar 3y ago
> Unfortunately, I am all too well aware of why these decisions were made, and it is exactly one reason: Compatibility with legacy code. C++ has no editions system, no way to deprecate core language features. Actually, I'm curious i
23.
by gituliar 3y ago
I am verry happy with `screen` which I use for ~10 years. Hear about `tmux` here and there, but so far not sure about the benefits. Any particular reason it's better over `screen` ?
24.
Tasty C++ – Memory Layout of std:string(tastycode.dev)
3 points by gituliar 3y ago|1 comments
25.
by gituliar 4y ago
Is it also the case for floating point data? I know about fast_float (which is by the same author as simdjson), however my believe is that binary format is impossible to beat here.
26.
by gituliar 4y ago
Exactly the same attack happened with me about a month ago, also with expired domain name and recovery email associated with it. Fortunately I also had an active phone number assigned, which I believe ruined hacker’s attempt. Funny facts: -
27.
by gituliar 4y ago
Great post, thanks for sharing your experience. Could you also share what is you strategy for marketing and acquiring new users ?
28.
by gituliar 4y ago
My guess: https hits HAProxy from external world, afterwards all is just http. There is no need to encrypt internal trafic.
29.
by gituliar 4y ago
Absolutely agree. Exercises are the key for learning. Like with riding a bicycle -- you learn by trying not reading or watching. Composing an exercise section is hard, so thoughtful books usually have one. Also, I'd pick just one book
30.
by gituliar 4y ago
The story is managable as long as we use local operations, like read/write a value. Once we need iterators (read "aggregate operations") life becomes tough. In this case only copy-on-write strategy seem to work, doesn't

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