Search results

  1. Daniel Duffy

    Shared Memory

    Is OpenMP a possibility https://hpc-wiki.info/hpc/OpenMP
  2. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    Citadel Securities hires 20-year Microsoft vet in a new tech leadership role https://www.citadelsecurities.com/wp-content/uploads/sites/2/2022/07/Citadel-Securities-Hires-20-Year-Microsoft-Vet-in-a-New-Tech-Leadership-Role.pdf
  3. Daniel Duffy

    Option Pricing Simulator in Haskell with API Endpoint

    I have ported the GOF Ganma patterns from OOP way to Haskell/Concepts way.
  4. Daniel Duffy

    Option Pricing Simulator in Haskell with API Endpoint

    QUOTE Concepts (and constraints) are predicates that determine whether a type is a member of a set. You do not need to explicitly declare whether a type is a model of concept (an instance of a type class). That's determined by a set of requirements and checked by the compiler. In fact...
  5. Daniel Duffy

    Option Pricing Simulator in Haskell with API Endpoint

    Haskell is very important and influential. Seems it inspired C++ Concepts. https://dl.acm.org/doi/10.1145/1411318.1411324
  6. Daniel Duffy

    Shared Memory

    It was just a brainstorming idea. No idea on shared memory meets actors. https://arxiv.org/pdf/1505.03060
  7. Daniel Duffy

    Shared Memory

    This is a PC using C++20 and Agents library. I'm showing off my skills here 🤖 (Rust supports somethin similar == channels) // Test101ActorConcepts.cpp // // Simplest example of a system. Context diagram consists only // of Input and Output systems. // // We use C++20 Concepts to replace V1...
  8. Daniel Duffy

    Shared Memory

    No problem. Good luck. BTW IMHO Agents >> objects. I have used them for producer-consumer apps. I find it cool. https://learn.microsoft.com/en-us/cpp/parallel/concrt/asynchronous-agents-library?view=msvc-170
  9. Daniel Duffy

    Shared Memory

    This is a variant of "always turn the PC OFF and ON and try again". Saves time.
  10. Daniel Duffy

    Shared Memory

    The decision is between a push (Observer) and a pull (spin) model?
  11. Daniel Duffy

    Shared Memory

    Some Q 1. Do you have a catch block ==> can tell what the error is. 2. My SynchronisedQueue is thread safe AFAIR it is essential(?) 3. TRY SynchronisedQueue instead of IPC::deque??? one possible issue? 4. ipc:: is nice 5. Allocation thread-safety: Allocation and deallocation are not...
  12. Daniel Duffy

    Shared Memory

    Plan B ? Message Queue // Introduction to the Boost C++ Libraries - Volume II - Advanced Libraries // // Chapter 12.4 - Boost Interprocess: Process Synchronisation - Message Queue // // Producer inserts messages in the queue with a priority. // Consumer retrieves the messages from the queue. //...
  13. Daniel Duffy

    Shared Memory

    Synched queue // SynchronisedQueue.hpp // // A queue class that has interprocess synchronisation. // // (C) Datasim Education BV 2011 #ifndef SynchronisedQueue_hpp #define SynchronisedQueue_hpp #include <boost/interprocess/containers/deque.hpp> #include...
  14. Daniel Duffy

    Shared Memory

    V1 ; with my own synchronised queue, runs OK // Introduction to the Boost C++ Libraries - Volume II - Advanced Libraries // // Chapter 12.3 - Boost Interprocess: Process Synchronisation - Condition Variable // // (C) Datasim Education BV 2011 #include "SynchronisedQueue.hpp" #include...
  15. Daniel Duffy

    Shared Memory

    I can't remember about deque .. let me look up my stuff (of > 10 years ago). I have 2 chapters in my Boost II book on deque and message_queue. Actually, your code looks good. I used a) find_or_construct, b) shm ... create only.(?) We now turn our attention to showing how to use shared memory in...
  16. Daniel Duffy

    Shared Memory

    If you like my code for this, give us a shout :) Not sure what the best library is these days, maybe a good start-off? The principles are standard. https://www.boost.org/doc/libs/1_78_0/doc/html/interprocess.html
  17. Daniel Duffy

    Shared Memory

    In which language? https://www.boost.org/doc/libs/1_85_0/doc/html/interprocess/sharedmemorybetweenprocesses.html It's also in my Boost C++ book Vol II.
  18. Daniel Duffy

    Math course recommendations...

    Which seminars are they? You can join the Datasim online courses at any time. The approach is both mathematically rigorous (I have 3 degrees in mathematics) and highly relevant to computational finance. The student price is Euro 1500 for the first course and Euro 995 for any course after that...
  19. Daniel Duffy

    Math course recommendations...

    https://www.datasim.nl/onlinecourses with student discount. We do 2) (Numerical Linear Algebra!), 3) and 4) (and more).
  20. Daniel Duffy

    Computer engineering or computer science

    My 2 cents I would say that CS is the more relevant of two, especially numerical and programming skills.
  21. Daniel Duffy

    Computer engineering or computer science

    What's the definitions of these terms?
  22. Daniel Duffy

    Job advice for MFE student with math background

    What kind of pure maths did you do?
  23. Daniel Duffy

    Which A.I. course (2 out of 5 possible ) to take to boost my resume?

    4) not I'm not terribly impressed with ANNs https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020
  24. Daniel Duffy

    C++ Online Programming Course Testimonials

    You're welcome. Just remembered: Excel addins can be done using the code you learned. Might need it sometime :) https://excel-dna.net/
  25. Daniel Duffy

    C++ Online Programming Course Testimonials

    Excel is also a database, meaning you can check the accuracy of your numerics. Console output and matplotlib are less in this regard. Excel is (still) a standard in front office I reckon.
  26. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    MSc thesis The LSM method of Longstaff and Schwartz for American options
  27. Daniel Duffy

    Where should Imperial rank among these US colleges?

    Do you like fish/chip and rain/foggy weather? Chicken tikka masala is better.
  28. Daniel Duffy

    Aerospace to Quant analyst/dev

    Yes. Quite a good background based on several MSc/MFE degrees I was able to supervise.
  29. Daniel Duffy

    Matrix Library in C for Neural Networks

    Just curious, what's the rationale for a C library? Libraries like Eigen are C++. Of course, Python has lots of useful stuff. https://docs.scipy.org/doc/scipy/tutorial/linalg.html
  30. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    C++17 std::filesystem Interesting possibilities https://en.cppreference.com/w/cpp/filesystem
  31. Daniel Duffy

    Matrix Library in C for Neural Networks

    Here is a thesis on ANNs using Eigen matrix library https://www.datasim.nl/blogs/29/msc-theses-on-machine-learning-and-computational-finance-2020
  32. Daniel Duffy

    C++ techniques for $600K high frequency trading jobs

    C++ has support for multithreading and (parallel) promises. Boost C++ Asio etc. NEW LIBRARY https://www.boost.org/doc/libs/1_86_0/libs/redis/doc/html/index.html
  33. Daniel Duffy

    C++ techniques for $600K high frequency trading jobs

    Here is a catalogue of reusable software solutions for all kinds of applications. Domain classification is like ornithology and design blueprints: does my application look familiar? Ask yourself this question before jumping headfirst into code!!
  34. Daniel Duffy

    C++ vs Rust

    QUOTE I think you shall not use C++. It is too difficult for you. You cannot comprehend. You CANNOT use it. It is too UNSAFE. It uses abhorrent pointers. And malloc. And free. And these pesky new and new[], delete and delete[]. Nightmare. Not talking about the templates. You cannot understand...
  35. Daniel Duffy

    C++ techniques for $600K high frequency trading jobs

    How do you set up a scalable software architecture? https://en.wikipedia.org/wiki/List_of_software_architecture_styles_and_patterns to avoid a software ball of mud? It's one thing having building blocks but you need some kind of design blueprint, otherwise there's no point. Douglas C...
  36. Daniel Duffy

    Moving from Pure Math PhD to Quant Researcher advice

    My 2 cents, In my experience, people do PhD because they want to. it's hard work. And topic topic is intellectually demanding and rewarding. Real and Functional Analysis were my favourites in undergrad and I used it in applied research (see my websites) I feel you should gear up to PDE/SDE...
  37. Daniel Duffy

    Are we fans of boost::zip_iterator?

    Is there a reason for NOT using indices (like in Fortran)? Or use the matrix class?
  38. Daniel Duffy

    Are we fans of boost::zip_iterator?

    Is it a fancy tuple? What are you trying to do?
  39. Daniel Duffy

    Prerequisite

    https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations Student price Euro 1500 This is the only course focused on finance. On UCB's accredited list for MFE students. https://www.datasim.nl/testimonials
  40. Daniel Duffy

    C++ vs Rust

    Library Looks rather mundane?
  41. Daniel Duffy

    C++ vs Rust

    https://www.phoronix.com/news/Rust-Linux-Maintainer-Step-Down Hey folks, This is as short a series as one can be: just removing myself as maintainer of the Rust for Linux project. I am retiring from the project. After almost 4 years, I find myself lacking the energy and enthusiasm I once had...
  42. Daniel Duffy

    C++ vs Rust

    Rust Quant https://crates.io/crates/RustQuant
  43. Daniel Duffy

    Asian option pricing using the ADI method

    Here is my ADI stuff from a while back (all quants had problems...lots of horror stories because they don't know wave equation) My ADE post was to show how to document.. All I get is a graph.
  44. Daniel Duffy

    Asian option pricing using the ADI method

    Here is a good example of a nicely written up thesis.
  45. Daniel Duffy

    Asian option pricing using the ADI method

    Hmm, still very incomplete, unfortunately. eg.do you have an A_max?? If this is an academic project as you mention, then I assume you write up the maths first? https://en.wikipedia.org/wiki/How_to_Solve_It
  46. Daniel Duffy

    Asian option pricing using the ADI method

    Your code is unreadable .. I fail to see the underlying structure of the PDE and the ADI scheme.
  47. Daniel Duffy

    Asian option pricing using the ADI method

    For ADI, one component is dV/dt + c dV/dA = ... and crucial essentials are here https://ocw.mit.edu/courses/16-920j-numerical-methods-for-partial-differential-equations-sma-5212-spring-2003/a1b0398626222c735a8bac5b261c43ad_lecs8_9_10_notes.pdf hth
  48. Daniel Duffy

    Asian option pricing using the ADI method

    Ok, maybe pinpoint the problems, no upwinding.. https://www.diva-portal.org/smash/get/diva2:444271/FULLTEXT01.pdf my harsh conclusion: ivory tower is behind curve WRT FDM.
  49. Daniel Duffy

    Asian option pricing using the ADI method

    Some discussion on this https://forum.wilmott.com/viewtopic.php?p=853445&hilit=ADI#p853445
  50. Daniel Duffy

    Asian option pricing using the ADI method

    https://www.wiley.com/en-ae/Numerical+Methods+in+Computational+Finance%3A+A+Partial+Differential+Equation+(PDE%2FFDM)+Approach-p-9781119719731 https://www.datasim.nl/books
  51. Daniel Duffy

    Asian option pricing using the ADI method

    My first piece of advice is: DON'T USE ADI for Asian options, believe me. Most quants use it as a recipe down the last twenty years. ADE is better https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10366 https://onlinelibrary.wiley.com/doi/epdf/10.1002/wilm.10620 Note we use...
  52. Daniel Duffy

    C++ Online Programming Course Testimonials

    https://www.datasim.nl/books
  53. Daniel Duffy

    Manchester Quant Finance

    One of my MSc thesis students at the University of Birmingham (MSc finance) has an Aerodynamic degree. Her thesis with me was very good. I have a connect request to you on LI .
  54. Daniel Duffy

    ChatGPT

    How did the negotiations go?
  55. Daniel Duffy

    QA Profession: a "birthday" discount

    Happy birthday, Andrey. Is there an OAP discount :ninja:
  56. Daniel Duffy

    ChatGPT

    I was the first to have resurrected Fichera and ADE and introduced them in computational finance. ChatGPT is rubbish here: bluffing, misleading and 95% woefully incorrect. Platitudes galore.
  57. Daniel Duffy

    ChatGPT

    Thank you very much, Andy!
  58. Daniel Duffy

    ChatGPT

    A modest proposal. If you someone/anyone have any time ask ChatGPT "What is the Fichera function and how is it used in combination with Alternating Direction Explicit (ADE) methpd, expeciallly for PDE-based option pricing". thx @Paul Lopez @APalley @Andy Nguyen
  59. Daniel Duffy

    ChatGPT

    Not much to go on..
  60. Daniel Duffy

    C++ Online Programming Course Testimonials

    I wrote several books related to that. https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731
  61. Daniel Duffy

    Incoming PhD in Computational Materials Science at target school in UK

    Fortran is the best for HPC (I started with Fortran 66..) It is a niche, however. Before building a C++ portfolio, first learn C++ properly, no half measures. It might come as a shock that C++ has no native Matrix structure.
  62. Daniel Duffy

    Incoming PhD in Computational Materials Science at target school in UK

    This book might give some relevant info https://onlinelibrary.wiley.com/doi/book/10.1002/9781119719731 And C++ is kind of vital. Are you using Fortran?
  63. Daniel Duffy

    Incoming PhD in Computational Materials Science at target school in UK

    Computational Materials Science (i.e. physics) What is the focus? mathematical or more experimental? In general, physics is not (necessarily) maths. Not a bad thing. Just saying.
  64. Daniel Duffy

    Would a minor in French boost my application?

    In general, one does not "learn" a language just for a job, but for cultural reasons.
  65. Daniel Duffy

    Would a minor in French boost my application?

    Everybody speaks English. Anglo-Saxons, for example (~ native English speakers) are notoriously woeful at foreign languages. Do you wish to work in France? C++ would be a better language to learn. Charles V, Holy Roman Emperor: "To God I speak Spanish, to women Italian, to men French, and to...
  66. Daniel Duffy

    CMU MSCF Course Requirements - How bad it is if I didn't take a course listed on the website?

    ODE/PDE is on UCB list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations
  67. Daniel Duffy

    Python Numpy.array() Value error as a rite of passage?

    Rule of thumb Let M(n,m) == matrices with n rows and m columns A, B matrices then C = A*B is possible if #columns(A) = #rows(B) A ~ M(n,p), B ~= M(p,m) C = A*B then C ~ M(n,m). also applies when B is a vector.
  68. Daniel Duffy

    Python Numpy.array() Value error as a rite of passage?

    finally realize that np.array() defaults to a 1xn vector but standard math notation uses nx1 vectors? Maybe avoid defaults; ReadTheDocs? import scipy.sparse.linalg as spla import numpy as np from numpy import linalg as LA from scipy import linalg import random print("Solve Ax = b") A =...
  69. Daniel Duffy

    Python Numpy.array() Value error as a rite of passage?

    Take a step backwards and focus on the problem (ignore the bells and whistles). numpy is only a library. #QR decomposition r = c = 4 A = np.random.randn(r, c); print(A) Q,R = np.linalg.qr(A); print(Q); print(R) # Cross-check print (np.matmul(Q,R)) QR = np.matmul(Q,R) for i in range(0,r)...
  70. Daniel Duffy

    C++ vs Rust

    Any updates?
  71. Daniel Duffy

    ChatGPT

    It's a form of mental corrosion.
  72. Daniel Duffy

    ChatGPT

    We asked ChatGPT to generate a document on SOLID (OOP design principles). Useless. High-tech plagiarism. Those OO classes are obscene.
  73. Daniel Duffy

    Math major course recommencation

    I find C++ a vital skill in general.
  74. Daniel Duffy

    Math major course recommencation

    I like these foundations, others also look good - Differential equations - Numerical analysis - Partial differential equations Learn to program a bit in Python and C++, for example.
  75. Daniel Duffy

    How can I get into a good MFE program as a student athlete?

    Wow, then 25 hours/week for gymmastics sounds logical. In Ireland, we are supporting Rhys Joshua McClenaghan in Paris. on topic, my 2 cents . QN C++ . My ODE/PDE course is popular (e.g. UCB), follows on from Calc-3...
  76. Daniel Duffy

    How can I get into a good MFE program as a student athlete?

    Out of curiosity, which sport? Are you training for the Olympics?
  77. Daniel Duffy

    Course Options

    Things like numerical analysis, ODE, PDE, C++, optimisation. Measure theory is not really so important as some might lead to believe (BTW I did several MT courses as undergrad). https://www.datasim.nl/onlinecourses
  78. Daniel Duffy

    Course Options

    What area of study are you doing?
  79. Daniel Duffy

    C++ Online Certificate Students' intro thread

    I'm here for one, the originator of the course!
  80. Daniel Duffy

    Non standard math courses

    The 1st and 2nd courses are OK but seem to miss the more interesting analysis. Linear Algebra ... no numerical linear algebra, which is daily practice. https://www.datasim.nl/onlinecourses
  81. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    Visual Studio 2022 does not suppport Gaussian integers. ... not end of world, stilll, error messages are scary for some. Gaussian integer - Wikipedia Code: Select all // Not on VS2022 // std::complex<int> com(1, 1); // std::complex<int> com2(1.0, 1); // std::complex<float> com3(1.0...
  82. Daniel Duffy

    Chance of getting admitted without math courses

    I didn’t take any linear algebra or calculus courses in college. That's awkward.. How to do Actuart, Quant Econ w/o the above??
  83. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    Partial differential equations meet Brownian motion (Thanks to Albert Einstein). https://en.wikipedia.org/wiki/Fokker%E2%80%93Planck_equation
  84. Daniel Duffy

    LaTeX: Matrix math format generator

    ? https://texdoc.org/serve/gauss-doc.pdf/0
  85. Daniel Duffy

    What books are you currently reading?

    Time and Space … It is not nature which imposes them upon us, it is we who impose them upon nature because we find them convenient. Henri Poincaré
  86. Daniel Duffy

    Stochastic calculus resource

    Here is a nicely balanced book on SDE by two top numerical analysts https://epubs.siam.org/doi/10.1137/1.9781611976434 i.e. continuous space to discrete space (as it should be).
  87. Daniel Duffy

    Proving mathematics knowledge

    This (my) ODE/PDE course is on the UCB official list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations
  88. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    A summary high-impact C++ features (personal view) C++11 is a version of the ISO/IEC 14882 standard for C++ and it replaced C++03; it was later replaced by C++14. It is a major update to the language and its goals were to improve the quality in general, in particular promoting efficiency...
  89. Daniel Duffy

    C++ vs Rust

    Feels a bit like that. Analogy? If a house were built using different languages, then we get a Rust programmer to do the (low-level) plumbing work. C might be >> Rust?
  90. Daniel Duffy

    C++ vs Rust

    Just out of curiosity, I would be interested in technical (not idiosyncratic, altho' they exist as well) reasons for choosing Rust. I have 35 years C++ exposure and I learned essential Rust in about 5 days. In a sense it is an extreme mini C++. Channels have potential but they are nowhere...
  91. Daniel Duffy

    Profile Evaluation for 2025 MFE

    I am biased, but numerical analysis/methods is a very important skill here. https://www.datasim.nl/onlinecourses
  92. Daniel Duffy

    C++ vs Rust

    This looks interesting https://www.patterndiagnostics.com/memory-thinking-rust
  93. Daniel Duffy

    Looking for Career Advice

    I'm not the best person to answer, but numerical/applied maths and C++ is viewed positively. @achirikhin @Paul Lopez
  94. Daniel Duffy

    C++ vs Rust

    I understand. Have you tried some examples in Rust?
  95. Daniel Duffy

    Looking for Career Advice

    I would imagine that with a maths degree then Oxford, Imperial, Warwick might be good choices. In any case, it's a start. edit: C++ and Python are useful skills.
  96. Daniel Duffy

    Looking for Career Advice

    Which top university? TCD?
  97. Daniel Duffy

    C++ vs Rust

    It all seems less elegant than others. just a random remark.
  98. Daniel Duffy

    C++ vs Rust

    I knew you were going to ask about actix. I wrote 101 program in actix yesterday.
  99. Daniel Duffy

    C++ vs Rust

    The following code uses features from C++20 and QN Adv C++ course that uses Concepts // At this moment I have a vague idea on how I would do it in Rust; is it even worth the effort.. @APalley @MichaelLewis // Test101ActorConcepts.cpp // // Simplest example of a system. Context diagram...
  100. Daniel Duffy

    C++ vs Rust

  101. Daniel Duffy

    C++ vs Rust

    That's good summary. My hunch is that inside Rust there is an actor model trying to get out. But I fear that this is not good for producer-consumer pipeline programs. I have experimemented with Actors in C++, C# and Python. All nice stuff. Couldn't find much in Rust...
  102. Daniel Duffy

    C++ vs Rust

    https://www.dumpanalysis.org/MTR/Memory-Thinking-Rust-Reference-TOC.pdf
  103. Daniel Duffy

    Help needed: Unsure about what Quantitative Finance Program to choose

    I would learn QN C++. AFAIK Erasmus would not a very quanty university in the US sense. But check it out. NL tends to focus on the econometrics side of things. Utrecht uni and CWI have research quant students, but that's another story. In the old days, Nirvana was: work in R'dam, live in the...
  104. Daniel Duffy

    What books are you currently reading?

    Here is a nicely balanced book on SDE by two top numerical analysts https://epubs.siam.org/doi/10.1137/1.9781611976434 i.e. continuous space to discrete space (as it should be). Most books and articles on SDE give numerical methods short shrift... In fact, most books only tell half the story...
  105. Daniel Duffy

    New website/job-board for quant work

    "First Derivatives" originated in Newry, Co. Down, Northern Ireland.
  106. Daniel Duffy

    C++ vs Rust

    RUSTQUANT library https://crates.io/crates/RustQuant
  107. Daniel Duffy

    C++ vs Rust

    Any use cases, Paul?
  108. Daniel Duffy

    C++ vs Rust

    Bindings https://docs.rs/pyo3/latest/pyo3/ https://pyo3.rs/v0.21.2/
  109. Daniel Duffy

    Python on Virtual Studio

    I use VS and Python .. never any problems in Release mode. So your program runs fine but it is the debugger you get issues with? We can chat.
  110. Daniel Duffy

    C++ vs Rust

    Some years ago when the giant dinos Corba and COM roamed the great plains and shared the spoils, then a clever chap had the brainwave of creating a common interface to them, meaning only 1 interface to learn. Due to heavy leaking they had to learn THREE interfaces! Go tell management. Rust and...
  111. Daniel Duffy

    C++ vs Rust

    SUMMARY OF POLL ON RUST
  112. Daniel Duffy

    Advice for Older Software Developer

    With your experience, you can leverage it. And age is probably an advantage, depending on the role. I reckon get foot in door could be an issue. Lattice-Boltzmann Method CFD using CUDA and C++ Not many who can say that.
  113. Daniel Duffy

    C++ vs Rust

    Option 2 of my poll has to do with actors (and an actor is not an object) 1, Actors use message passing ==> no shared data => problem solved? 2. Null references ==> non-issue in typical producer-consumer applications?? So, objects were NOT built for concurrent access, but actors are...
  114. Daniel Duffy

    ETH QF

    All of these in an economics degree?
  115. Daniel Duffy

    C++ vs Rust

    Quizzie 1. channels can be found in C++ Actor libraries Asynchronous Agents Library 2. C++ Concepts are a superset of Rust traits. 3. Would you write a CAD library or Black Scholes option pricer in Rust? 4. How does Rust generics compare to C# generics or C++ templates? The follow-on...
  116. Daniel Duffy

    C++ vs Rust

    I'll let them argue among themselves over there:) but I see some use cases of interest to C++. 1. vanilla structs 2. generic structs 3 traits 4 channels You learn this in a week if you know the adv C++ course. No kidding.
  117. Daniel Duffy

    C++ vs Rust

    https://www.linkedin.com/feed/update/urn:li:activity:7198263640532074496/?commentUrn=urn%3Ali%3Acomment%3A(ugcPost%3A7198263639772930048%2C7198266111803478017)&dashCommentUrn=urn%3Ali%3Afsd_comment%3A(7198266111803478017%2Curn%3Ali%3AugcPost%3A7198263639772930048) @MichaelLewis
  118. Daniel Duffy

    C++ vs Rust

    Thank you. Memory stuff is the next target.
  119. Daniel Duffy

    C++ vs Rust

    Some generic classes and traits (using parametric polymorphism). struct Point<X, Y> { x: X, y: Y, } // Method definitions impl<X,Y> Point<X,Y> { fn x(&self) -> &X { &self.x } } impl<X,Y> Point<X,Y> { fn y(&self) -> &Y { &self.y } } // Traits...
  120. Daniel Duffy

    C++ vs Rust

    Nah, click "Watch on You Tube"
  121. Daniel Duffy

    C++ vs Rust

    C++20 versus Rust Good examples Now we agree ... C++ Concepts == Rust traits!!!
  122. Daniel Duffy

    Advice for Older Software Developer

    Knowing maths is obviously an advantage https://www.datasim.nl/onlinecourses
  123. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Depends. I knew C++20 so going to Rust was easyish. I suppose you can learn Rust before C++. I never went down that road.
  124. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Why not just learn Rust _and_ C++? Your post is a bit ambiguous, it is not precise. C++ Concepts were based on Haskell TYPECLASSES. But who cares now, it works. I know C++ Concepts and it then took me a day or so to learn Rust traits.. It takes 15 years before a technology becomes accepted.
  125. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Maybe they got into the wrong company when they were younger.
  126. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Hoare described Rust as targeted at "frustrated C++ developers"
  127. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Nope. Correlation is not causation! I spent the last 2 weeks experimenting with Rust code and benchmarking with C++ (BTW I was the 1st C++ programmer in the Netherlands in 1990 and I originated the QN C++ courses). summary: Rust is rather incomplete compared to C++, a kind of carbon copy of...
  128. Daniel Duffy

    C++ vs Rust

    A safe pair of hands. // unsafe code 101 unsafe fn dangerous() {} unsafe { dangerous(); } // unsafe code, raw ptr and dereferencing let mut num = 5; let r1 = &num as *const i32; let r2 = &mut num as *mut i32; //println!("r1 is: {}", *r1); unsafe {...
  129. Daniel Duffy

    C++ vs Rust

    “When I was a boy of 14, my father was so ignorant I could hardly stand to have the old man around. But when I got to be 21, I was astonished at how much the old man had learned in seven years.” Mark Twain A little learning is a dangerous thing ; Drink deep, or taste not the Pierian spring ...
  130. Daniel Duffy

    C++ vs Rust

    Indeed; that's the 64 million dollar question!
  131. Daniel Duffy

    C++ vs Rust

    In cause some people missed this quote This is a symptom of a larger immaturity in the crypto space. Crypto is replete with recent students who chase after buzzwords and new fads but can't see the forest from the trees. They don't understand the pitfalls of experimenting with a new technology...
  132. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Thanks good concrete information. Thanks.
  133. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    C# is TIOBE language of the year 2023. It is used, people don't shout about it. Very good language.
  134. Daniel Duffy

    C++ vs Rust

    It is probably a junior version of Erlang?
  135. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Soon Rust will be "just another language". And lots of legacy code. When can we expect pricing libraries in Rust? Or ML?
  136. Daniel Duffy

    C++ vs Rust

    Random question: why is there a plethora of Actor "frameworks" in Rust?
  137. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    I am a veteran in this industry and I know that computer scientists love new technologies. Many (technolgies) turn out to be fads. (caveat: I am not CS). In 1991 there were at least 10 object-oriented languages. All the functionality in Rust is in C++20 (and more). Rust and OOP is not there...
  138. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    Can you back up your claims? Not everyone is doing crypto. BTW I am working on a report/critique "If Rust is the answer, then what is the question?" (w/o handwaving or waffle). Rust is way down the list here #18. https://www.tiobe.com/tiobe-index/
  139. Daniel Duffy

    What's the Future of Programming Languages in AI and Quantitative Finance?

    What do you think yourself? Do you have hard evidence on Rust? Or from hearsay?
  140. Daniel Duffy

    Advanced C++ and Modern Design Cert Testimonials

    Congratulations! General question, @Fangtong How did you find the usefulness of traits and C++20 Concepts in particular? Game changer and highly future-proof imo. Rust has exactly the same features, but lesser. It is lagging. @Devon Kaberna @Paul Lopez @APalley
  141. Daniel Duffy

    Quantitative Analyst, Developer, Strat: The Profession

    Welcome on Quantnet, Andrey! It's great to see you here.
  142. Daniel Duffy

    C++ vs Rust

    Coming up, Sir! A serious point I would like to addess is: "If Rust is the answer, then what is the question?" aka the right tools for the right job!
  143. Daniel Duffy

    C++ vs Rust

    In Volume II of book. This be Vol I.
  144. Daniel Duffy

    C++ vs Rust

    Good idea. This week I'm just kicking the tyres (like uchi komi) and then I can go to a small app, e.g. Black Scholes (call C++/C maths function from Rust). yes?? Rust does not have much OOP support .. Our goal is eventually interop.
  145. Daniel Duffy

    C++ vs Rust

    I spent the last 3 days doing Rust programming for a bit of relaxation (am almost an expert by now :), but being my age means I'm a fast learner). I plan to spend a few more days to suss out more features. It is just a C++20 lookalike; if you know C++20 (and you do) then it is a piece of cake...
  146. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    Raiffeisenbank-Boerenleenbank. Boer == farmer.
  147. Daniel Duffy

    C++ will be used for the next 50-100 years in financial services

    Another question: will Rust be the new replacement for C/C++?
  148. Daniel Duffy

    Education advices

    I don't know, I am not in academia. But business studies is almost a million miles from maths imo.
  149. Daniel Duffy

    Education advices

    yes, I would do a maths degree.
  150. Daniel Duffy

    C++ vs Rust

    Developers use Rust for general programming, web development, data science and video gaming, as well as for augmented reality (AR), virtual reality (VR) and blockchain projects. OK, any other applications?
  151. Daniel Duffy

    C++ vs Rust

    Question: has anyone written an in-depth, "scientific" comparison of Rust and C++ at a level higher than "factional cheerleading" (no offence intended :-)? I found blogs like this. https://www.techtarget.com/searchapparchitecture/tip/Rust-vs-C-Differences-and-use-cases In particular...
  152. Daniel Duffy

    C++ vs Rust

    Maybe it's for emphasis?
  153. Daniel Duffy

    C++ vs Rust

    fn main() { println!("Hello, world!"); }
  154. Daniel Duffy

    Blog: Articles on C++11 and Computational Finance (by Daniel J. Duffy)

    A general related remark: Remark on code speedup. The prevailing "mindset" is to write sequential (single-threaded) code and to profile it to locate performance bottlenecks. Then we pepper the code using #pragma and @decorator etc. This is fine-grained paralled pattern (e.g. parallel loop)...
  155. Daniel Duffy

    UCB MFE UC Berkeley MFE Application Discussion

    This ODE/PDE course is on recommended list https://www.datasim.nl/onlinecourses/97/distance-learning-ordinary-and-partial-differential-equations
  156. Daniel Duffy

    OS for quant work?

    A good developer doesn't care what the OS is.
  157. Daniel Duffy

    OS for quant work?

    You are not even wrong. Depends on the environment in which you are working.
  158. Daniel Duffy

    Regarding the use of ChatGPT in this course

    I just caught ChatGPT-4 blatantly lying about the differences between user-level and system-level OS threads. When I confronted it, it confessed, apologized, and thanked me for the correction. Students, beware: Unless you can tell the right from the wrong, assume that ChatGPT-4 lies to you.
  159. Daniel Duffy

    MATH COURSE ADVICE NEEDED

    That's what I would do. When I was OP's age, there was no C++ course, so I said #$&&2, I'll make one myself.
  160. Daniel Duffy

    MATH COURSE ADVICE NEEDED

    I offer Maths courses for MFE etc. e.g. ODE/PDE, Numerics (Students Euro 1500 1st course, Euro 995 each course after first course). https://www.datasim.nl/onlinecourses https://www.datasim.nl/testimonials
  161. Daniel Duffy

    ChatGPT

  162. Daniel Duffy

    C++ vs Rust

    "To prevent the unexpected execution of batch files, you should consider moving the batch files to a directory that is not included in the PATH environment variable," Ryotak advised. "In this case, the batch files won’t be executed unless the full path is specified, so the unexpected execution...
  163. Daniel Duffy

    What books are you currently reading?

    Firsy, we intend documenting it in book form. I get quite a number of requests for these kinds of application-oriented (for want of a better name) courses. a lot of effort and work..:whistle:
  164. Daniel Duffy

    What books are you currently reading?

    My feeling is if you know C++ then learning Rust is easy. e.g. Rust is a multi-paradigm, general-purpose programming language that emphasizes performance, type safety, and concurrency. It enforces memory safety—meaning that all references point to valid memory—without a garbage collector. To...
  165. Daniel Duffy

    What books are you currently reading?

    https://www.amazon.com/Rust-Programming-Language-Steve-Klabnik/dp/1593278284 Just in case Rust <-> C++ interop becomes the next hot topic.
  166. Daniel Duffy

    C++ vs Rust

    Rust traits Similar to C++ Concepts https://doc.rust-lang.org/book/ch10-02-traits.html
  167. Daniel Duffy

    Rebellion Research going against BARUCH

    “Do not judge, or you too will be judged. For in the same way you judge others, you will be judged, and with the measure you use, it will be measured to you." Matthew 7:1-6
  168. Daniel Duffy

    Rebellion Research going against BARUCH

    As an author, I would suggest doing some grammar checks. For example, " We will not." should be "we shall not". It could be structured better. Personally, I hate the widespread use of commas to structure sentences.
  169. Daniel Duffy

    C++ vs Rust

    We should entertain all scenarios, one of which Rust is and will remain a niche product. It may have vocal cheerleaders. Due diligence and all that. Of course, I still think Rust-C++ interop is important.
  170. Daniel Duffy

    C++ vs Rust

    Just write Rusty wrappers. I rest my case. QED.
  171. Daniel Duffy

    C++ vs Rust

    Thus, C code is wrong, the root cause. Clear.
  172. Daniel Duffy

    C++ vs Rust

    I think pricing libraries will never be (re)written in Rust. No way. C++ is forever here. Just like rewriting Fortran libraries in Java.
  173. Daniel Duffy

    C++ vs Rust

    8. Rust to C use cases. Clearly a case of legacy (incorrect) code?
  174. Daniel Duffy

    C++ vs Rust

    So, Rust is a silver bullet? If you are getting segfaults with smart ptrs probably means you are doing something wrong.. At the least, this should be investigated. But the core question remains: what is the root cause of this fiasco?
  175. Daniel Duffy

    C++ vs Rust

    Anyone using Rust/Python interop? https://www.infoworld.com/article/3664124/how-to-use-rust-with-python-and-python-with-rust.html
  176. Daniel Duffy

    C++ vs Rust

    General Remark: wondering why developers have issues with pointers? 1. Are you using raw or smart pointers? 2. Incorrect use of raw pointers (code is a ball of mud with no centralised control). 3. Wrong design, no modular decomposition. 4. Developer does not fully understand pointers/using...
  177. Daniel Duffy

    C++ vs Rust

    one more thing.. If Rust is the answer, what is the question, i.e. why all the hullabaloo? Thinking out loud. 1. Better memory mgt than C++. 2. Better language features than C++ (at face value, can't imagine that). 3. Call C++ from Rust(*). 3A. vide versa. 4. Rust's channels look promising...
  178. Daniel Duffy

    C++ vs Rust

    Volume II is the interop book. Am thinking about Rust/C++. What are the uses cases? 1. Call C++ from Rust 2. Vice versa 3. Using Rust Actor frameworks? no idea 🙃
  179. Daniel Duffy

    C++ vs Rust

    Do you think I could quickly pick up Rust? Interop is the key issue. Can I use this thread if I am stuck? PATH stuff?
  180. Daniel Duffy

    C++ vs Rust

    How to install Rust on Windows? @Paul Lopez
  181. Daniel Duffy

    C++ vs Rust

    What about C++ Rust interop https://google.github.io/comprehensive-rust/chromium/interoperability-with-cpp.html Q What is CXX A C++ rotated \pi /4 // CXX was coined by John Carolan http://www.edm2.com/index.php/Glockenspiel_C%2B%2B...
  182. Daniel Duffy

    C++ vs Rust

    Our manuscript is in the copy/print edit phase. Contents are ready. We discusss Cython. I Volume II (2025 hopefully) ==> more interop e.g. pybind11, Boost Python.
  183. Daniel Duffy

    C++ Online Programming Course Testimonials

    Thank you! My company Datasim was probably the first OOP/C++ in the Netherlands and we worked with industrial/business clients from the outset. Our designs were stress-tested in real-life environments. And having a mathematical background and having worked in industry doesn't do any harm :) If...
  184. Daniel Duffy

    C++ vs Rust

    never say never. Maybe it will take over in 10-20 years.
  185. Daniel Duffy

    C++ vs Rust

    Why not do both? A big miss in C++ is support for asychronicity, events, signals, Actor model. TBH, saying that Rust is great for memory management is not all that exciting.
  186. Daniel Duffy

    Advanced C++ and Modern Design Cert Testimonials

    A general remark on learning. It is always human to want to cram in as much stuff as possible, but this is not a good idea for at least 4 reasons. Compare to getting a black belt from blue belt level. 1. Blue to brown 2. Practice as a brown for a year 3. Brown to black.
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