quantumofalpha

Joined 6 years ago

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336
Submissions
173
Member since
Nov 24
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Comment · 5 years ago
Comment · 5 years ago
Have a look at http://bitly.com/PBM-database - if there's one it's probably listed there
Comment · 5 years ago
It's sign that your VPN works:) Unfortunately that's the price to pay for anonymity today. Go to another website? DDG instead of google.
Comment · 5 years ago
GPUs are too slow for HFT trading, yes. Deep neural networks in general do work in this domain, people do use them, but the stuff that you can profitably deploy into production is not going to be your vanilla garden variety neural networks, there's a lot of extra engineering required to make it fast enough.
Comment · 5 years ago
Really depends on time horizon you're talking about. They actually work pretty well for HFT, there's plenty of data around, and most of the information is just in market data - no nasty low frequency stuff to deal with like news, earnings, alternative data, insider trading, butterflies flapping wings in china etc. But the problem is by the time your GPU spits out a datapoint somebody else can go in and trade a few thousand times in the meantime. State of the art on the most heavy competed exchanges is that your fpga (or even asic) with a fiber connected directly to the exchange needs to start sending ethernet/ip headers even before it made up its mind what it wants to send in the payload.

At lower frequencies when the data gets thin and noise/overfitting is a major problem, yeah it makes sense to use simpler models. Bias/variance tradeoff in action.

Comment · 5 years ago
Why not both? Linear models for absolute lowest tick-to-trade latency doesn't preclude you from using fancier stuff at earlier modelling steps. Final linear models you ship to fpga can be mere distillations/triggers
Comment · 5 years ago
Amazon is worst payer among them in the US as well. Facebook and Google pay decent money in London and Zurich, almost on par with US in the latter, London is maybe ~30% less.

> How much are you left with now, ~1% of the total tech jobs?

If you want top 1% pay, you gonna have to hunt for top 1% jobs, seems obvious, no?

Comment · 5 years ago
The author is spot on. You just happened to be working for the scrappiest/shittiest faang that's all. Shop around, there is decent money to be made in Europe - but of course it's not as easy to walk into it as in the US today. Oh and don't forget that it's TC that matters in big public tech, not salary.
Comment · 5 years ago
> The main issue is that there is just nowhere near enough housing to keep up with population increases, seemingly anywhere in the Western world.

With falling fertility rates, natural population growth in the west is about zero today. If not even (going to be) negative.

Comment · 5 years ago
Exactly. If you're in tech, you should be shooting first of all for $500k TC today than $500k pnl, the former is way easier (luck aspect aside). No point in thinking about active investing until you have like 7 figures of own capital to manage.
Comment · 5 years ago
Put spare money every now and then into VOO or VT or similar and forget. No knowledge needed and time investment is like a few minutes of your time a month/quarter/year. Squeezing more alpha than that and not losing it, properly done (i.e. not gambling), is at least a part-time job. Chances are you'll do better putting that time into your own career.
Comment · 5 years ago
wat? Google used clicks ("navboost") since approximately forever, it's one of strongest signals for all major web search engines. I guess the better question is why they don't optimize ranking directly on clicks, why still bother with all that expensive human raters business... well optimizing for clicks helps but only until a certain point beyond which it starts hurting relevancy by overpromoting old popular results and clickbait. But as an ingredient in overall ranking in one way or another they and everyone else definitely use click data.
Comment · 5 years ago
Steadily losing 0.5-1kg/month just by cutting out carbs and sugar. Not really full keto (which requires like 70-80%+ calories from fat to maintain ketosis), just paying attention to nutrition facts, stopped buying high carb food, started cooking more with quality ingredients I control, otherwise eat whatever and however much I want.

The biggest change by far was cutting out cow milk which is actually very caloric and sugary. I easily drink 1l+ carton a day and that's 500+ cals alone! Human metabolism is pretty high but that's just too much calories to consume every day and that you can hardly feel. Found a good substitute - almond milk, especially Blue Diamond and Alpro brands - they cream coffee and taste in it just like regular milk with only a fraction of calories and no carbs. Another good sub I grew to love is grated/mashed cauliflower instead of rice and potatoes.

Comment · 5 years ago
Not flaky at all. 10M+ LOC monorepo with a few hundred devs here. All it takes is a fast build system. Full clean rebuild for me is a few minutes tops (distributed on a shared cluster), incremental is O(seconds) - mostly linker. Precommit checks and code review system both warn if a build is failing, so there's no reason ever but sloppiness to check in broken code. Full test suite on other hand takes hours to finish and so gets broken half the time - the longer the feedback loop the more likely the thing is broken.
Comment · 5 years ago
> meaning I would need sponsorship for an H-1b work visa

There's your problem. H1B is just such a difficult and lengthy process today. Even for experienced candidates - I have a decade yoe at faangs, still couldn't crack it recently. And in your position, without experience and a degree, yes you're just wasting time.

You have to apply for H1B in March for a sub-30% chance (it's a heavily oversubscribed lottery) that you might get to start in October. Few companies are willing to go through it to import brand new overseas talent. Most just sponsor people already having permission to work somehow (H1B transfer from another co, F1 OPT, L1, through spouse etc) to retain them in the states.

Some alternatives of what you could do:

  * Go study in europe on the cheap. An undergrad degree is not a must for programmers, but still a very important piece of paper that you need to open doors later in your career. It's actually even a requirement for H1B: degree or 12+ yoe.
  * Go for masters afterwards in the US, not cheap but you can stay work for 3 years on STEM OPT and no lottery involved as with H1B.
  * Work for at least a year for an american company in europe, then you can transfer to the states on L1, lottery free.
  * Go to Canada, they can issue you a passport in 3 years with which you can come work in the states on TN visa, also lottery free.
  * Find second half with the right type of passport / visa that allows you to work in the states...

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