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by dd3
April 25th, 2017, 2:53 pm
Forum: Programming and Software Forum
Topic: Reading linux device from file from device tree overlay without 300-microsecond overhead
Replies: 5
Views: 779

Re: Reading linux device from file from device tree overlay without 300-microsecond overhead

I would try t4a's nr 3 first. There is also inotify in C++ to monitor file change events (t4a option nr 2) , but I don't think you can get the content: http://www.thegeekstuff.com/2010/04/inotify-c-program-example/ No, it just tells you when something changed, you have to manually open the files yo...
by dd3
February 24th, 2017, 1:36 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3655

Re: Hints for interviewers

Because I'd be asking questions I don't know the answers to.

Anyway, we hired a guy from some credit risk place, and he's underworked and overpaid. Nice chap though.
by dd3
January 28th, 2017, 6:01 pm
Forum: Programming and Software Forum
Topic: Looking for hardware recommendations
Replies: 252
Views: 18242

Re: Looking for hardware recommendations

Why not take a look at renting a machine in the cloud if Mathematica has a command line interface?
https://aws.amazon.com/ec2/instance-types/

I've only experience with AWS.
by dd3
August 22nd, 2016, 9:07 pm
Forum: Programming and Software Forum
Topic: Usain: A Low-Latency Market Data Generation Program
Replies: 12
Views: 1245

Re: Usain: A Low-Latency Market Data Generation Program

Is rand() good enough? Your code is also a bit of a mess. Check out boost::program_options for better handling of commandline args, and <random> for better random number generators. I tried something similar but used a brownian bridge (there is VB code somewhere on this site) to create 'scenarios', ...
by dd3
June 27th, 2016, 12:15 pm
Forum: Programming and Software Forum
Topic: Implementation of dynamic pricing
Replies: 3
Views: 701

Implementation of dynamic pricing

<t>I'm working on a product that prices in real-time, and I'm interested in how to describe this pricing information to the machines that actually do the trading.One approach would be to distribute the actual bid/ask prices to these machines and they blindly use those values until told otherwise.A s...
by dd3
April 18th, 2016, 9:29 am
Forum: Programming and Software Forum
Topic: what is the pros and cons of using visual function and the visual function?
Replies: 4
Views: 71356

what is the pros and cons of using visual function and the visual function?

<t>QuoteOriginally posted by: tagomaVisual Studio Code 1.0! QuoteVS Code was initially built for developers creating web apps using JavaScript and TypeScript. But in less than 6 months since we made the product extensible, the community has built over 1000 extensions that now provide support for alm...
by dd3
March 5th, 2016, 4:55 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3655

Hints for interviewers

<t>QuoteOriginally posted by: katastrofa"Q3. Here is a relatively simple project typical of our company. Take it home, think about it, and write up a couple page answer for us."Isn't there a threat they will discourage the best candidates (who have a job already and thus don't have time)?dd3, purely...
by dd3
March 5th, 2016, 4:54 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3655

Hints for interviewers

<t>QuoteOriginally posted by: AlanQuoteOriginally posted by: CuchulainnIndeed, I would avoid too much discussion on generic quant maths. Would a quant be a better fit than say someone with strong CS skills who is good with maths?I heard of cases when quant newbies had a week to study the book by Hul...
by dd3
March 4th, 2016, 9:05 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3655

Hints for interviewers

<t>QuoteOriginally posted by: AlanQ1. When did you first learn about 2nd price auctions? My answer would be: about 2 mins. ago. (If you are looking for some deep knowledge of auctions, you're asking forsomething well outside typical 'quant knowledge', IMO). Q2. Can you explain Black-Scholes hedging ...
by dd3
March 4th, 2016, 3:52 pm
Forum: Careers Forum
Topic: Hints for interviewers
Replies: 11
Views: 3655

Hints for interviewers

<t>Hello,We are hiring for a junior quant(-ish) role. As they'll be working with me I've been asked to interview them, however I'm not a mathematicianand really have no idea what sort of questions I should ask in order to filter out bluffers from those with potential.This is the first time we're hir...
by dd3
February 24th, 2016, 2:53 pm
Forum: Programming and Software Forum
Topic: circle-ellipse inheritance problem
Replies: 81
Views: 4893

circle-ellipse inheritance problem

<t>QuoteOriginally posted by: billyx524hi,i was recently asked during an interview if a circle class can inherit from an ellipse class. my thinking was that since a circle is a special case of an ellipse, then it should be allowed. but the interviewer said no. I find this to be subjective. Is there ...
by dd3
February 8th, 2016, 3:02 pm
Forum: Programming and Software Forum
Topic: Shared ptr
Replies: 34
Views: 7937

Shared ptr

<t>QuoteOriginally posted by: Cuchulainnyes, I like atomic. Previously you had to use silly volatiles etc. Now it is much cleaner and lightweight. What do your think of this?It's not great really.I'm not sure what production code would accept a lock that had :a) massive latency,b) allows for a Produ...
by dd3
February 8th, 2016, 3:01 pm
Forum: Programming and Software Forum
Topic: Shared ptr
Replies: 34
Views: 7937

Shared ptr

by dd3
February 8th, 2016, 2:52 pm
Forum: Programming and Software Forum
Topic: MicroSuck WinSuck.
Replies: 26
Views: 4291

MicroSuck WinSuck.

Why not use Linux on a VM? That's what I do.But then you'd have either Libreoffice or OpenOffice and you'd wish for Excel back.
by dd3
September 25th, 2015, 12:39 pm
Forum: Programming and Software Forum
Topic: Speed testing between C++, C# and VB
Replies: 143
Views: 84869

Speed testing between C++, C# and VB

<t>QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: outrun a complete C++ rewrite of Cassandra (popular OS NoSQL DB) is 10x fasterLooking at the responses, some people think it's a lie. I thought the Java/C language wars were over.Chances are the Java code was written some time ago an...
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