pierrealexandre

6 ms·

1.
by pierrealexandre 6y ago
There is some interesting research regarding the optimal tick size (by instrument), eg https://arxiv.org/abs/1207.6325
2.
by pierrealexandre 6y ago
No, it does not sit at the same 1-tick spread all day. Typically for these tickers the 1-tick spread transitions very quickly to the 1-tick spread above or below (each individual market is going to be 2-tick wide for a very small amount of
3.
by pierrealexandre 11y ago
If I understand Table 1 correctly, it shows that with ICC a block size of 8 with 4000x4000 matrices gives roughly a speedup factor of 2 (~10.53 / 6.38). The unit is not clearly stated but it looks like a bigger number means a better &q
4.
Square’s IPO Terms Put Valuation Below Latest Funding Round(wsj.com)
116 points by pierrealexandre 11y ago|86 comments
5.
Theranos may be seeking to raise $200M in new funding(fortune.com)
1 points by pierrealexandre 11y ago|0 comments
6.
Tech Startups Feel an IPO Chill(wsj.com)
55 points by pierrealexandre 11y ago|15 comments
7.
I Was an Amazon Chew Toy(theawl.com)
37 points by pierrealexandre 11y ago|6 comments
8.
by pierrealexandre 11y ago
The article provides historical context and a framework to think about the question. I think it does a better job answering the question than your last 2 paragraphs.
9.
Regulators Probe Marketing of Hot Private Tech Shares(wsj.com)
4 points by pierrealexandre 11y ago|0 comments
10.
by pierrealexandre 11y ago
Actually, replace 90 by 91 (100 / 1.1), and 35 by 38.5 (100/1.1^10)
11.
by pierrealexandre 11y ago
You don't "specify a duration" for the valuation: an infinite duration is baked in the valuation itself through the time value of money. If the annual interest rate is 10%, 100$ in 1 year is worth 90$ today, 100$ in 10 years
12.
San Francisco Expands Racial Bias Inquiry into Police(nytimes.com)
2 points by pierrealexandre 11y ago|0 comments
13.
Is It OK for Employers to Seek Out ‘Digital Natives’?(blogs.wsj.com)
49 points by pierrealexandre 11y ago|102 comments
14.
Twitter Reports Weak Earnings and the Stock Is Crashing(bloomberg.com)
152 points by pierrealexandre 11y ago|143 comments
15.
Venture-capital infusions shrank Box founders’ stakes, ignited strife(wsj.com)
37 points by pierrealexandre 11y ago|47 comments
16.
Google Lab Puts a Time Limit on Innovations(wsj.com)
8 points by pierrealexandre 11y ago|1 comments
17.
Fracking’s New Legal Threat: Earthquake Suits(wsj.com)
1 points by pierrealexandre 11y ago|0 comments
18.
Google Gets the Message, Launches Gmail (2004)(googlepress.blogspot.com)
3 points by pierrealexandre 12y ago|0 comments
19.
A female computer science major at Stanford: “Floored” by the sexism(fortune.com)
162 points by pierrealexandre 12y ago|158 comments
20.
How White House Thwarted FCC Chief on Internet Rules(wsj.com)
14 points by pierrealexandre 12y ago|1 comments
21.
Do Startups Matter?(bloombergview.com)
2 points by pierrealexandre 12y ago|0 comments
22.
Nobel Laureate Stiglitz Blocked from SEC Panel After Faulting High-Speed Traders(bloomberg.com)
34 points by pierrealexandre 12y ago|4 comments
23.
What the Supreme Court’s Amazon Decision Means(op-talk.blogs.nytimes.com)
7 points by pierrealexandre 12y ago|1 comments
24.
Snapchat Says No to Native Ads(blogs.wsj.com)
1 points by pierrealexandre 12y ago|0 comments
25.
How Russian Hackers Stole the Nasdaq(businessweek.com)
2 points by pierrealexandre 12y ago|0 comments
26.
by pierrealexandre 12y ago
Isn't the phenomenon you describe extreme price elasticity rather than inelasticity? Also, any source for your assertion about the effect of rent control on rents in NYC? I'm very interested in this if you have it.
27.
Airbnb's Battle for New York(businessweek.com)
1 points by pierrealexandre 12y ago|0 comments
28.
by pierrealexandre 12y ago
Are you aware of the distionction between market orders and limit orders? HFTs by themselves can provide liquidity (like any other investor), namely by entering a limit order in the order book. They can also by themselves narrow the bid-as
29.
High Frequency Hyperbole(realclearmarkets.com)
2 points by pierrealexandre 12y ago|0 comments
30.
After Postponing Its I.P.O., Box Gets a Break(bits.blogs.nytimes.com)
2 points by pierrealexandre 12y ago|0 comments

More ›