123 reputation
4
bio website google.com
location New York, NY
age 28
visits member for 2 years, 5 months
seen Oct 7 at 15:54

Writing, and programming pretty much sums up what I do with my life.

My Favorite Language: C++

Favorite Scripting Language: Python

Favorite Editor: vim

Favorite Food: Lasanga

Favorite Person: Wife


May
4
comment Why is C++ still a very popular language in quantitative finance?
templates != speed increase. Sometimes templating can result in increased inlining, which can sometimes increase performance. There are also template metaprogramming techniques that can increase performance. C++ speed advantages mostly comes from the excellent compiler optimizing, and the fact that there is no GC or interpreter.
May
3
awarded  Scholar
May
3
accepted How do brokers charge for locates?
May
3
awarded  Supporter
May
3
comment How do brokers charge for locates?
For #1 - I am not sure why the amount you use effects the price, can you explain more? For #2 - Contracting with someone to "put aside" the shares is asking them to take a risk, as it makes what they hold not movable, correct? I'd imagine they are compensated for this risk somehow. #3 - This makes sense if someone else is actually holding the shares, but if the brokerage itself holds them then it stands to reason they are exposing itself to risk in the change of the underlier.
May
3
awarded  Student
May
3
asked How do brokers charge for locates?
May
2
comment Resequencing of MsgSeqNum in FIX 4.2
Sounds like this is really a question about QuickFix, and not FIX in general. Can you show us the error message?
Apr
30
comment How 'High' is the frequency in HFT?
Also need to have broker dealer status?
Apr
27
awarded  Autobiographer