gituliar

For me Go is a success story.

Good observation!

Basically `Error` is an alias to `std::string`. This way code is more meaningful as returning just std::string is too generic.

It's also my convention to report errors as return arguments in this particular codebase, instead of throwing exceptions for example.

> You can totally use both

Definitely, some can use both.

Again, it very much depends on the persona. All I need to be productive is a clear to-do list and no destruction, to focus on my work. No extra techniques, like Pomodoro, is necessary in my case.

I gave pomodoro a try years ago, but failed. It simply doesn't fit my personality, don't like deadlines and time pressure.

Instead, I put my tasks in a Moleskine notebook, mixed with other notes and ideas of mine. In front of each task I put a square box, to be checked when the task is completed in the future. Usually tasks are 1-2 hours long, they are for evenings, longer tasks are for weekends. It's crucial to keep tasks small, no longer than 1 day of work, so split big tasks into small. This is crucial, as abstract tasks lead to procrastination and make you lose focus. The checkbox gives satisfaction when done and remains in the notebook, so that you can see a lot of completed by reviewing your notes.

I use this technique for 3 years now and it works for me. Not sure if it's known by other name as I came to it myself. Hopefully, this can be useful for others as well.

This is because you run your own company. Things are different if one works for a company as an employee.

At first you pay taxes in the country the company you work for is registered (there might be b2b options, which might differ). Then you pay rest in the country where you have a tax residency.

In your example, at first you pay taxes in Germany and if Estonian taxes are bigger, you pay the difference there.

Real historical data might not cover current market state.

For example, option price among other params depends on the interest rate. For the last decade interest rate was around 0% in Europe and slightly higher in US. If you train on that data only, there is no chance to "learn" option prices in the high-interest-rate environment which we saw for the last few years. Hence, you need synthetic data to learn that region of the market space.

Indeed, Andersen-Lake method is much faster, but is limited to vanilla problems.

The finite-difference covers wider range of problems, including stochastic volatility models, like SABR or Heston.

Curious to see some references to people doing this. Have any ?

You don't need fancy math to study financial modeling, like measure theory. Focus on market dynamic, like in physics try to model that with math and programming. Newton built solid models without advanced math of XX or XIX centuries. Of course, some advanced effects require advanced math, but those are built on top of simple theories, like General Relativity on top of the Newton theory.

As already mentioned American / European / Bermuda / Asian options vary by features of option contracts. They don't belong to a particular regulatory regime. For some reason its names are associated to the geo locations. I'm sure there are people who can wrap that in a nice narrative. :)