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petercerno

6 karma · joined April 29, 2014

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petercerno··on A Year at Google Brain (2020)
I once did Convex Optimization course with Stephen Boyd and it was totally amazing! I think it is still available here: https://www.edx.org/course/convex-optimization and the e-book https://web.stanford.edu/~boyd/cvxbook/ is also freely available. I am quite jealous. :) Good luck with your PhD!
petercerno··on High-performance backtesting engine written in C++
Hi, I would like to share with you my own C++ backtesting engine that I have been using for a while for analysing all sorts of cryptocurrency trading ideas and strategies. I think that many people could potentially benefit from a tool like this. Although I have spent a lot of time testing and unit-testing this tool, there still might exist some uncovered bugs. So please use at your own risk. If there is one learning that I would like you to take away from this is that trading is a hard game to master. :) Anyway, I would appreciate your opinions and suggestions for improvement. The tool is definitely far from perfect. Thx!
petercerno··on How real are real numbers? (2004)
> Plus, you can actually empirically compute a finite set of initial digits (a specific Turing machine can be analyzed to see if it terminates or not).

Well, the fact that the number is not computable means that there will exist an index i, for which you will not be able to compute a_i (no matter how hard you try). In other words, you will not be able to analyze the Turing Machine i, i.e. it will not be possible to prove the termination or non-termination of the Turing Machine i.

So this specific digit will be a mystery forever, and you would not be able to compare it to anything.

petercerno··on How real are real numbers? (2004)
Think about a real number with digits: 0.a_1 a_2 a_3 ... in which a_i encodes whether Turing Machine with index i (or program i) halts or not. Since Halting problem is not computable, we will never be able to compute the digits of this real number. Never in our universe.
petercerno··on Buck – A build system developed and used by Facebook
I have used Bazel (on Mac OS) to build a small C++ project. The nice thing about it is that it can be easily configured to download and build third-party dependencies from github. I have used this feature to add gflags, protobuf, and googletest dependencies to my project. That being said, it is still not perfect. For instance, I was not able to build GzipInputStream and GzipOutputStream (see e.g. https://github.com/google/protobuf/issues/2365).