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| bio | website | chrisaycock.com |
|---|---|---|
| location | New York, NY | |
| age | 31 | |
| visits | member for | 2 years, 6 months |
| seen | 10 hours ago | |
| stats | profile views | 367 |
I do high-frequency trading, mostly in C++ and q/kdb+. I am a pro tem moderator of Quant SE. My views are my own and do not reflect the same of my employer.
My favorite answers:
Separating the wheat from the chaff
How much data is needed to validate a trading strategy
Time-series similarity measures
Column-oriented storage for tick data
A new programming language can only succeed if it capitalizes on an emerging frontier
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May 20 |
comment |
Is there a more modern program than lex or yacc, which does not require JVM? Like C++'s Boost.Spirit and Haskell's Parsec? Or do you explicitly want a language-neutral generator? |
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May 19 |
comment |
Test Driven Development, has it reduced stress for developers? A quick search on the ACM Digital Library reveals tons of research papers for "test-driven development". |
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May 19 |
revised |
Synchronously write file Corrected grammar and added C tag. |
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May 19 |
answered | Synchronously write file |
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May 19 |
comment |
Seperable Kernel, MMX/SSE and TCP Transmittal of them? SSE is a vector (SIMD) instruction set for x86. It's not a data format or something that is transmitted; that's like asking how to send assembly. As for a separable image filter, read-up on Gaussian blur. I also recommend you study computer organization to learn why your question doesn't make any sense. |
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May 19 |
awarded | Nice Answer |
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May 18 |
comment |
Origin of structures and classes The history contest isn't for another two days. :) |
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May 18 |
comment |
Are functional languages better at recursion? Your imperative code could be collapsed to x == 0 ? 1 : x * factorial(x - 1). |
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May 18 |
reviewed | Approve suggested edit on Are functional languages better at recursion? |
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May 18 |
revised |
Are functional languages better at recursion? Emphasizing pattern matching. |
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May 18 |
comment |
Are functional languages better at recursion? @marcof My point is that all the talk about recursion vs iteration doesn't address the sleekness of your code sample. It's really about pattern matching vs conditionals. Perhaps I should have put that up top in my answer. |
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May 18 |
answered | Are functional languages better at recursion? |
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May 17 |
comment |
What sorting algorithm does STL use? I hope you aren't using <vector.h>! Standard C++ moved to <vector> back in the late '90s. All of the standard headers now omit the .h that standard C uses. (In contrast, Boost uses .hpp, which is what a lot of new C++ code uses outside the standard library.) |
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May 15 |
revised |
Programming language for numerical computing Punctuation, matching tenses |
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May 15 |
comment |
Abstract Data Type and Data Structure You first might want to read What is the difference between an Array and a Stack? |
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May 15 |
awarded | Nice Answer |
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May 15 |
answered | Programming language for numerical computing |
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May 10 |
awarded | Civic Duty |
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May 8 |
answered | Language-agnostic programming problem sets |
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May 7 |
awarded | Famous Question |
