lpage

7 ms·

1.
by lpage 2mo ago
WFQueue isn't handing out &T, so Send is sufficient: unsafe impl<T: Send, const N: usize> Sync for WFQueue<T, N> {} unsafe impl<T: Send, const N: usize> Send for WFQueue<T, N> {}
2.
NTP at NIST Boulder Has Lost Power(lists.nanog.org)
488 points by lpage 9mo ago|210 comments
3.
by lpage 1y ago
https://archive.is/mGsFm
4.
The AI Boom Needs a Market for Compute(bloomberg.com)
5 points by lpage 1y ago|1 comments
5.
Polyhedral Compilation(polyhedral.info)
32 points by lpage 2y ago|7 comments
6.
by lpage 2y ago
As an auction theorist who's biased towards putting things in auctions and as an operator who's been through the venture investment process several times, I'm biased in wanting a more efficient capital formation process with
7.
by lpage 3y ago
Your mention of Futamura Projections was a nice reminder of how very mathy/theoretical foundations underpin Nice Things in high-level languages, like Hindley–Milner inspired type systems and modern optimizing compilers targeting SSA fo
8.
by lpage 3y ago
Maelstrom [1], a workbench for learning distributed systems from the creator of Jepsen, includes a simple (model-checked) implementation of Raft and an excellent tutorial on implementing it. Raft is a simple algorithm, but as others have no
9.
by lpage 3y ago
This thread [1] covering the 2020 Prize in Economic Sciences, awarded to Paul Milgrom and Bob Wilson for their improvement of auction theory, is a good read. Vickery Auctions are one of many in the auction format bestiary, and like all clas
10.
by lpage 4y ago
Joshua Bloch did a great post [1] on how nearly all standard library binary searches and mergesorts were broken (as of 2006) due to this exact issue. The punchline is that the bugs started cropping up when the need and capability to sort O(
11.
IGS is adopting a new reference frame on 27 November 2022(igs.org)
1 points by lpage 4y ago|0 comments
12.
Fed increases target rate to 3.75-4.00%(federalreserve.gov)
40 points by lpage 4y ago|173 comments
13.
by lpage 4y ago
Imandra [1] has an excellent literate programming walkthrough that hits on the same issues and plugs the holes one by one using formal methods, ultimately proving merge sort correct. [1] https://docs.imandra.ai/imandra-docs&
14.
by lpage 4y ago
The source itself is commercial AGPL v3.0. I'm guessing that this was an accident so I opened https://github.com/quickwit-oss/chitchat/issues/42 to clarify.
15.
by lpage 5y ago
> let's say hypothetically you create a market for "+100 FB shares, -500 SNAP shares". If everyone is competing on price to quote that combination, that creates the most competitive market Some combinatorial auctions make
16.
by lpage 5y ago
> Congrats on the launch! What are the main benefits of this approach compared to creating additional combo (multi-leg) products on existing exchanges? Thanks! There are two main differences. For one, combos are (as the name suggests) pr
17.
by lpage 5y ago
> Are you expecting to only support institutional investors or retail order flow as well? We don't segment the market at all or exclude subscribers (beyond requiring that they're FINRA registered BDs), but the way that PFOF wor
18.
by lpage 5y ago
Thanks! We found that the "UX" aspect of fitting squarely into existing workflows to disrupt without disrupting is key—as is how we message the product. Both our focus on solving speed and Expressive Bids as code are "UX&quot
19.
by lpage 5y ago
This is a significant tailwind for the next wave of electronification that we're hoping to advance. US swap dealers, for example, now have a SEF reporting requirement, but most of the pre-trade is still in the screens. A Smart Market t
20.
by lpage 5y ago
> How do you deal with best execution obligations for the "legs" of your trades? Excellent question. Each leg of the trade comes in as an individual limit order with a price/quantity bound on it. This makes it easy for bro
21.
by lpage 5y ago
Thanks! We're quite fortunate in that we always knew roughly where we needed to get to from a technical, business, and regulatory standpoint, so actually getting there was just a long hike on a mostly known path, one step at a time.
22.
by lpage 5y ago
Thanks! I'll say that a key design goal of ours is to make it so that PMs/asset managers/execution traders running complex books don't have to think about microstructure. Today's markets and the algorithmic trading
23.
by lpage 5y ago
Anything involving the phrase "better price" is a regulatory sensitivity, so please forgive the specificity of this answer. It's possible but not guaranteed that both the buyer and seller can get a better price for micro and
24.
by lpage 5y ago
Thanks, and with you 100%. That's why we've invested heavily in a more technically challenging for us but better for the end-user approach to Expressive Bidding. It's also worth noting two failed attempts at smart(er) markets
25.
by lpage 5y ago
To clarify, 1T isn't what we're claiming as our revenue opportunity; it's what traders are missing out on annually in the form of portfolio returns due to market friction and missed Pareto outcomes. (FWIW and not that it&#x27
26.
by lpage 5y ago
Speaking more broadly than capital markets, it can result in more economically efficient outcomes, especially when some economic agents create disproportionately large negative externalities for others. For OneChronos, we're a uniform
27.
by lpage 5y ago
Hey (I don't want to out your first name here), we should catch up! I'll email you after digging out the inbox. Proxy Bidders are pure functions that map inputs (market conditions on other venues, metadata) to Expressive Bids in o
28.
by lpage 5y ago
Thanks! I'll reply to you there as well. 1. There are two places where deep learning and prior-based approaches can come into play for combinatorial auctions. One is pretty analogous to AlphaZero, but substitute placing a piece on a Go
29.
by lpage 5y ago
We're still a small enough team that we're more focused on talent than roles. As an example of what that means, our stack is polyglot (rust, OCaml, elixir, python), and we don't assume or require that folks have worked in any
30.
by lpage 5y ago
VCGs got a real-world test in FB's ad market [1], and the results were mixed. VCG is in a class of theoretically interesting but fragile and overly game-theoretic mechanisms. Our mechanism is boring from a mechanism design standpoint—i

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