Recent content by satyag

  1. QuantNet Best-selling Quant Books of 2017

    I highly recommend the new book Advances in Financial Machine Learning - Marcos Lopez de Prado It is a treasure trove filled with ideas and real code from an eminent practitioner that manages several billions of dollars.
  2. From a Goldman Sachs Quant interview

    Name the mice as 0 to 9 (bit 0 to 9) Number the bottles as 1 to 1000. For each bottle n, get the binary representation of n, you will get a bit mask of mice that should be fed with a lethal dose from that bottle. The bit mask of dead mice (dead=1, live=0) after 24hrs give you the number of the...
  3. Multithreading Without Synchronization: Boost C++ ASIO Strand (C++ Souce Code Available)

    Am I missing something here ? I see only one strand. This is more like multiplexing than multi-threading. This is like using select to read/write to socket using single thread. There is no concurrency here (producer and consumer are not active at the same time).
  4. What book to study from after Absolute C++

    I recommend Effective C++ and More Effective C++. for any C++ interview.
  5. C++ binomial tree float versus double preformance

    It is probably hardware dependent. Which GPU are you using ?
  6. C++ CGI

    If you are looking for a quick and dirty solution, I suggest you write a perl cgi wrapper script that does all the dirty work of parsing parameters. You can then pass this as command line arguments to your c++ task. ---------- Post added at 05:52 PM ---------- Previous post was at 05:40 PM...
  7. Suggestion for learning database

    What do you guys use for in-memory databases ? i.e., databases that let you store and retrieve free floating C/C++ structures but those that provide some kind of query support. I have used berkleydb and SQLLite in the past. Wondering if there are any better and faster databases out there.
  8. The truth about LinkedIn

    What do you guys do to not over do linked in ? Every time I respond some thread in linked in, I get invitation to join somebody's network. The first kind reads "We spoke in the past, I have some very good opportunities waiting for you. Call me if you are looking for a change". The other kind is...
  9. Low latency trading system

    Nice article I found in linked in Latest News, Press Releases and Events - Corvil
  10. Low latency trading system

    Sounds like 35000 per second. 35000 per 25 usec = 1.4 ticks per CPU cycle on 1GHz core. Does anyone have details on what hardware optimizations are available out there ?
  11. Please suggest a perl book

    If you know some scripting and regular expressions, it is not too difficult to deal with perl. Read any book or tutorial on the basics - scalars, arrays and associative-arrays and print the perl quick ref card. perldoc, perlfunc and perlre manpages are your friends. If you need some fancy...
  12. Recruiters are calling, but...

    Dont do this to "Show". Do it if you are passionate about research irrespective of how others receive it.
  13. Saw your message about Matlab. Are you at Baruch ? If so, I would be interested in knowing who...

    Saw your message about Matlab. Are you at Baruch ? If so, I would be interested in knowing who to contact for Matlab software.
  14. Best way to store historical data

    If it is just storage and retrial, I would suggest using BerkelyDB. Searches will be limited to single key that you define. It lets you store raw structures but the api is also raw. If you need SQL access and transactional integrity, but dont like to deal with installing and maintaining RDBMS...
  15. Release mode vs debug mode

    It it tough to comment on particular scenario. But, it could happen because of difference in optimization levels. When optimization is not enabled, compiler keeps all the temporary variables you created for legibility. At higher optimization levels, these variables may get optimized out. Debug...
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