physguy1123

5 ms·

1.
by physguy1123 7y ago
> When there's a stopped vehicle in the lane you're in, you can simply check for traffic in the next lane and switch lanes. > You're not restricted to the bike lane if there's an obstruction. These comments proves
2.
by physguy1123 7y ago
This doesn’t do anything when cars decide to park in your bike lane anyways, and your bike lane has maybe a foot clearance to traffic in the other side. It’s also an interesting attitude, that cars are so much more important than bikes that
3.
by physguy1123 7y ago
I can attest to the basic lock-free spsc queues being far faster than a basic spinlocking version of the same queue, on xeon-class X86 at least. LOCK'ed instructions (one might use lock xchg or lock cmpxchg) perform a full memory barri
4.
by physguy1123 8y ago
I'm not sure if I'm the target audience for this (low-latency trading), but here's my thought - code which would allocate in a fast path is a strict no-go for me, and this runs fairly close to that in a few regards: > It s
5.
by physguy1123 8y ago
If you are in an environment where you can guarantee that a piece of code runs in bounded time (no interrupts, no faults, etc), then locks can actually be used in lock-free algorithms since code inside the lock will always be making forward
6.
by physguy1123 8y ago
In New York at least, constructions unions extract large amounts of money from the government. Some examples that come to mind: * Lots of construction employees are mandated by unions to stay around (crane greasers I believe are an exam
7.
by physguy1123 8y ago
If you're talking about the USA, this is incorrect. I actually work in the industry and know how this works * One has to initiate an auction of the client order, at least in the USA - see https://www.sec.gov/rules/
8.
by physguy1123 8y ago
It is strictly not internalization, in fact, and as far as I know from friends working on retail at the new owner of Timber Hill IB and Timber Hill didn't ever cooperate on optimal routing strategies since Thomas Pterfry didn't wa
9.
by physguy1123 8y ago
The downside of setting a limit order is that you only get executed when the market moves against you, OR just don't get filled. For retail order sizes and holding periods, that's probably fine as long as you place orders close to
10.
by physguy1123 8y ago
If you're an HFT, you would much rather just pay for the order flow and not deal with all the shit that is retail (government, customers, all that shit). If you're some big retail firm, you're probably run by suits, way to be
11.
by physguy1123 8y ago
IEX's speed bump in the end simply allowed their special internal dpeg order type to pull slightly back when they saw adverse movements incoming, for many normal trades it's essentially an exchange that acts like it's a littl
12.
by physguy1123 8y ago
This trade is theoretically possible, but customers don't frequently trade enough volume to move all the lit markets that much, and it's extremely dubious from a legal perspective anyways.
13.
by physguy1123 8y ago
It might simply just be that's the terms that Robinhood reached with the firms? Paying 0.2c/share and giving 0.2c/share price improvement is fairly similar from the perspective of a market maker as just paying 0.4c/share
14.
by physguy1123 8y ago
Timber Hill did not participate in the retail business to avoid conflict of interests with IB. For what it's worth, one can't internalize options orders in the same way one can equity orders, purchased options flow must make it to
15.
by physguy1123 8y ago
In this specific case, it means that retail flow is much less likely to immediately move the market than flow from an informed (knows the market will move soon) or large (will trade so much that it will move the market) player, and is much
16.
by physguy1123 8y ago
On x86, push/pop have dedicated hardware optimizations known as the stack engine which perform most of the rsp increments/decrements and passes those offsets into the decoder, instead of using executions slots on them. push/p
17.
by physguy1123 8y ago
There are three carefully crafted posts in new where commenters mention this market, it's clearly some ad attempt.
18.
by physguy1123 8y ago
What sort of benefits have you seen from something like this in real software? I tried some techniques like this before, but in the end they didn't have much of an impact.
19.
by physguy1123 8y ago
For me, it's around ~45-50fps@4k for a good set of games, and often ~100-120fps@144hz for me. 1000$ is a steep price for the 2080TI, although depending on the 2080 performance it might be the only card which can and will continue to re
20.
by physguy1123 8y ago
> even though by definition people are overvaluing whatever is in the bucket By that do you mean that etfs which people might buy are overvalued compared to the stocks which compose the etf? Or that overinvesting in the etf results in th
21.
by physguy1123 8y ago
Individual investors don't need to pick single stocks to benefit from growth. These companies also don't have a presence in various etfs and mutual funds that people can invest in, and it's not unreasonable to think that a wi
22.
by physguy1123 8y ago
This is great benchmark of the fundamental problems with say Java - the code itself is fairly simple and the JITs probably generate optimal code given their constraints, but the performance problems clearly show that the GC and pointer chas
23.
by physguy1123 8y ago
In my experience, writing java (or groovy here) in c++ results in horribly slow code which the jvm runs circles around, and it sounds like that's the problem your employee ran into. > But for all the applications where the high perf
24.
by physguy1123 8y ago
SIMD, multicore, and caches don't just magically happen with better compilers. SIMD requires very specific memory access and computation patterns, and cache-friendly code has similar restrictions. The features of even basic javascript
25.
by physguy1123 8y ago
There's a distinction to be made between many different players in 'hft'. You have market makers, latency arb, plain old short-term quant trading which all provide different sorts of 'economic value. Most players are run
26.
by physguy1123 8y ago
You should try maintaining 4 independent sum variables and summing after the loop so there's no serializing dependency at all. Such a transformation in microbenchmarks is a fun trick to show the power of a proper OOO engine with pipeli
27.
by physguy1123 8y ago
It's theoretically possible and has always been for somebody to see order execution in progress and trade ahead of it. In practice, that's frequently just a side effect of somebody being so slow that their actions trigger quant al
28.
by physguy1123 8y ago
Then this whole discussion is nonsensical since in almost all cases retail orders are directly filled by wholesale market makers and don't ever land on the exchanges (and don't see any 'frontrunning' as a result).
29.
by physguy1123 8y ago
Yes, I work in the industry. Flash boys is misleading garbage, it's a long form advertisement for IEX. What a broker does has nothing to do with how market orders work. The strategy you're describing also doesn't really work
30.
by physguy1123 8y ago
They would go to whomever else was marker makers, whomever else was doing short-term trading, and some of fhe rest to quant firms doing frequent but not hft trading. Mostly human traders/market makers in short.

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