5,885 reputation
31949
bio website chrisaycock.com
location New York, NY
age 33
visits member for 4 years, 2 months
seen Jan 19 at 5:23

I do high-frequency trading, mostly in C++ and Python (formerly q/kdb+). My views are my own and do not reflect the same of my employer.


Feb
14
comment Examples of Finite State Machines
Regular expressions are finite state machines.
Feb
14
comment Why do we keep using CSV?
@Stephen Costing thousands of what? Key-value storage like JSON is really only appropriate for semi-structured (schema-less) data. Fully structured data is best stored in a table.
Feb
14
answered Standard survey questions for gauging job satisfaction
Feb
11
answered How do I find fun companies?
Feb
10
comment How to make people new to programming stop asking me questions and distracting me?
Newbies asking questions doesn't go away when you graduate...
Feb
8
awarded  Pundit
Feb
7
awarded  Nice Answer
Feb
6
awarded  Mortarboard
Feb
6
awarded  Good Answer
Feb
5
awarded  Nice Answer
Feb
5
awarded  Editor
Feb
3
comment ETL Software Research Question
@WernerCD etltools.net/etl-tools-comparison.html
Feb
3
answered ETL Software Research Question
Jan
24
answered Interesting or unique types in programming languages?
Jan
23
comment When is C a better choice than C++?
Is there any reason to use C++ instead of C, Perl, Python, etc?
Jan
21
comment Programming language usage at Google
See Why can't there be an “ultimate” programming language?
Jan
20
comment Equity derivatives programming
@lomaxx Ok, it's done.
Jan
20
answered Equity derivatives programming
Jan
20
awarded  Citizen Patrol
Jan
19
comment Equity derivatives programming
@lomaxx All devs should at least be familiar with the Black-Scholes model. Knowledge of time-series analysis in general is a requirement, though a bank might have a separate role for developers independent of the quant analysts. Note that you run the risk of being pigeon-holed to the back-office (a career dead end) if you can't get "close to the money", ie work with the traders or portfolio managers directly in some capacity.