122 karma · joined January 20, 2009
Also, women haven't been liberated from the home [1].
[1] https://www.ft.com/content/0c9f068c-711f-11e9-bf5c-6eeb83756...
I agree with his use of a double etc there.
Reminds me of Simon Marlow's work[1] on tuning the Haskell runtime for a specific use at fb.
[1] https://simonmar.github.io/posts/2016-12-08-Haskell-in-the-d...
The author apparently made no attempt to do an apples to apples comparison and drew a hasty conclusion. After realizing the error the only change to the article is a small update at the end saying everything he said before was wrong. This is diggbait at its worst.
If, however, OP's interest in learning about the market goes further than the academic, then the motley fool (www.fool.com) website has a decent amount of basic info geared towards individual investors, e.g. http://www.fool.com/investing/beginning/investing-strategies...
Disco (http://discoproject.org) is a really elegant MR framework implemented in erlang and python, with additional support for jobs in C and Java. I've used it for a little over a year and am convinced it is the superior MR platform (Hadoop's terasort victories notwithstanding). New features are being integrated very quickly, the core platform is rock solid, management is simple and it's extremely flexible.
I've done some integration of C code using ctypes, which works quite well, and offers the obvious speed boost, but feels less coherent and ultimately less maintainable, project-wise, than a well-coded Cython module. Writing a full-on CPython module from scratch would probably offer better performance than Cython if you know the quirks and are disciplined. But to someone who doesn't already drip CPython C modules, Cython is a godsend.
Ultimately, there's 5 commonly used ways (CPython, Boost::Python, SWIG, Cython, ctypes) to integrate C into Python, and right now you'd be crazy not to give Cython a shot, if that's your need. It's very easy to learn for anyone familiar with both C and Python.
I've also been replacing some rather excessive struct.unpack usage in my code with Cython's C struct pointer casting syntax, and uncovering _massive_ performance gains. 45 seconds of parsing now takes 3 seconds.
I'm pretty much convinced there's no reason to learn CPython's C API, given Cython's maturity and PyPy's improbable, scintillating ascendancy. viz. RPython may be Python's performance future, but Cython is ready now.
For a reasonably accessible, yet complete introduction to basic trade design, 'Pairs Trading' by Vidyamurthy is quite solid. The strategy may well be picked clean, but the book does a commendable job in exposing the general process of finding edge and minimizing slippage.