5,860 reputation
31949
bio website chrisaycock.com
location New York, NY
age 33
visits member for 4 years
seen Oct 20 at 14:31

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.

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


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.
May
18
answered Are functional languages better at recursion?
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.)
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?
May
15
awarded  Nice Answer
May
10
awarded  Civic Duty
May
7
awarded  Famous Question
May
6
awarded  Notable Question
May
6
awarded  Good Question
May
6
awarded  Publicist
May
6
awarded  Booster
May
6
awarded  Popular Question
May
6
awarded  Announcer
May
6
awarded  Quorum
May
4
answered Why would I write a DSL instead of a form based RIA?
May
4
answered Corporate Framework: good or bad?
May
4
comment How does a beginner programmer find a mentor for learning from doing?
This is really not the right place to ask career advice. See the FAQ.
Apr
30
reviewed Approve suggested edit on Merits of a “Message Passing” system vs. an “Event Based” system
Apr
29
comment Paid open-source app
Are your users programmers?
Apr
27
revised Question regarding approach to programming and testing
Removed tags that clearly don't have anything to do with the question.