5,824 reputation
31848
bio website chrisaycock.com
location New York, NY
age 32
visits member for 3 years, 4 months
seen Mar 18 at 13:25

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.
Jan
19
comment Equity derivatives programming
This is a good answer. Options market data is quite massive, so any dev needs to be able to handle large data sets (up to 1 TB a day if doing "level 2" quotes), both historical and realtime. The OP didn't mention the specifics of the job ad, so I'll just mention that the quants who design pricing algos usually hold a PhD in a mathematical discipline. Many banks separate quant analysts from quant developers because of the divergent tasks for derivatives. (Contrast that to cash markets, where the analyst and dev are often the same person.)
Jan
18
comment Understanding the stateless internet
@David What about persistent (keep-alive) connections? Those are in HTTP 1.1.
Jan
18
comment Understanding the stateless internet
@P. It's hardly reassuring when the reference you've cited opens with: This article contains weasel words, vague phrasing that often accompanies biased or unverifiable information.
Jan
18
comment What is C used for?
@martjno A lot of the core MATLAB routines rely on LAPACK, which is written in Fortran.
Jan
17
comment Project Manager that wants to lock in time estimate with a signed contract
@Pemdas The point of the counter-contract isn't really to lock the spec; it's to make the PM back off.
Jan
17
answered What is the point where multitreaded programming becomes slower than the problem?
Jan
16
answered Programming languages that improve your programming skill in general?
Jan
15
comment How to convince my boss to improve code quality?
+1 Enthusiasm and initiative are your best bet for getting someone's attention.
Jan
15
answered I do not have a degree but have 7 years of experience with ASP.NET, C#, can a institute offer me a degree?
Jan
14
awarded  Enlightened
Jan
14
awarded  Nice Answer
Jan
14
answered Where do you look for help?
Jan
12
awarded  Nice Answer
Jan
4
comment What do you wish language designers paid attention to?
Instead of "don't listen to users", the advice is better phrased as "don't listen to users you don't have".
Dec
31
answered Does it help to be core programmer of a product (meant for social good) for getting into a PhD program at a top university?