#  @MarkBestForex Mark Best Mark Best posts on X about if you, money, max holloway, inflation the most. They currently have [-----] followers and [---] posts still getting attention that total [-------] engagements in the last [--] hours. ### Engagements: [-------] [#](/creator/twitter::2994128525/interactions)  - [--] Week [------] -64% - [--] Month [------] +377% - [--] Months [-------] +190% - [--] Year [-------] +62% ### Mentions: [--] [#](/creator/twitter::2994128525/posts_active)  ### Followers: [-----] [#](/creator/twitter::2994128525/followers)  - [--] Week [-----] +0.63% - [--] Month [-----] +3.50% - [--] Months [-----] +18% - [--] Year [-----] +78% ### CreatorRank: [---------] [#](/creator/twitter::2994128525/influencer_rank)  ### Social Influence **Social category influence** [finance](/list/finance) [countries](/list/countries) [cryptocurrencies](/list/cryptocurrencies) [technology brands](/list/technology-brands) [ufc](/list/ufc) [stocks](/list/stocks) [currencies](/list/currencies) [exchanges](/list/exchanges) [automotive brands](/list/automotive-brands) [social networks](/list/social-networks) **Social topic influence** [if you](/topic/if-you), [money](/topic/money), [max holloway](/topic/max-holloway), [inflation](/topic/inflation), [stocks](/topic/stocks), [hedging](/topic/hedging), [debt](/topic/debt), [ai](/topic/ai), [market](/topic/market), [what is](/topic/what-is) **Top accounts mentioned or mentioned by** [@beatzxbt](/creator/undefined) [@dub0x3a](/creator/undefined) [@bruhftquant](/creator/undefined) [@quantarb](/creator/undefined) [@paleologo](/creator/undefined) [@levbeta](/creator/undefined) [@ptrpomorski](/creator/undefined) [@phoenixstealthy](/creator/undefined) [@maxholloway](/creator/undefined) [@pedma7](/creator/undefined) [@degenquant](/creator/undefined) [@yenwod](/creator/undefined) [@alphazen](/creator/undefined) [@therobotjames](/creator/undefined) [@macrocephalopod](/creator/undefined) [@quantxbt](/creator/undefined) [@degensugarboo](/creator/undefined) [@quantymacro](/creator/undefined) [@airm4rx](/creator/undefined) [@alicecomfy](/creator/undefined) **Top assets mentioned** [Ethereum (ETH)](/topic/$eth) [Bitvolt (VOLT)](/topic/bitvolt) [Quant (QNT)](/topic/quant) [Bitcoin (BTC)](/topic/bitcoin) [Uber Technologies, Inc. (UBER)](/topic/$uber) [CVS Health Corp (CVS)](/topic/cvs) [MongoDB, Inc. (MDB)](/topic/mongodb) [Reddit, Inc. (RDDT)](/topic/reddit) [Alphabet Inc Class A (GOOGL)](/topic/google) [Waves (WAVES)](/topic/waves) ### Top Social Posts Top posts by engagements in the last [--] hours "@cryptoklotz @AlgodTrading show me a country where the tax rate is 20-30% on a [--] figure income" [X Link](https://x.com/MarkBestForex/status/1716087428589470025) 2023-10-22T13:41Z [--] followers, [--] engagements "@JosephPolitano What % of gdp was government deficit spending over time" [X Link](https://x.com/MarkBestForex/status/1721451241203458265) 2023-11-06T08:55Z [--] followers, [--] engagements "@therobotjames And then there is @larpcapitalwc and his opinion about btc" [X Link](https://x.com/MarkBestForex/status/1726542721811468514) 2023-11-20T10:07Z [--] followers, [--] engagements "@RampCapitalLLC No one that's still alive" [X Link](https://x.com/MarkBestForex/status/1736286121783333229) 2023-12-17T07:24Z [--] followers, [--] engagements "@TimMeggs I heard one of the bond quants at DB did this. Not in the middle of the day but just disappeared and never came to work again. No one knew what happened to him and it was the days before social media" [X Link](https://x.com/MarkBestForex/status/1754260344875192439) 2024-02-04T21:47Z [--] followers, [----] engagements "@leoxtc @BeatzXBT Yeah its a fair point. There always has to be a point where the queue becomes single file. So it depends on the exchange what you can do to get an advantage to be first to that part" [X Link](https://x.com/MarkBestForex/status/1754277271605526985) 2024-02-04T22:54Z [--] followers, [--] engagements "@leoxtc @BeatzXBT Do you market make Have you ever timed this latency difference" [X Link](https://x.com/MarkBestForex/status/1754277414899699992) 2024-02-04T22:55Z [--] followers, [--] engagements "@elonmusk @eyeslasho Did CS very few ppl I did my degree are coders now. Most are in sales or managers etc. Very few people are cut out of a career as coders and the worst part is that the incentives are all wrong" [X Link](https://x.com/MarkBestForex/status/1757292813891330407) 2024-02-13T06:37Z [---] followers, [--] engagements "@BeatzXBT @quant_arb Can you just over write the bba and set a dirty flag rather than using a q You only really need a q for trades. Then at least you won't get backed up" [X Link](https://x.com/MarkBestForex/status/1757543344249385103) 2024-02-13T23:12Z [---] followers, [---] engagements "@BeatzXBT @quant_arb Well there are two ways to do IPC. qs and the other is shared memory wrapped in a seqlock. The seperate processes isn't the end of things. A dirty flag is just a way to tell another process you've updated some data. In this case the consumer just needs the last seq no. processed" [X Link](https://x.com/MarkBestForex/status/1757660900448776543) 2024-02-14T06:59Z [---] followers, [---] engagements "@BeatzXBT @quant_arb The answer is. It depends. In most cases I think its over kill. It depends on the cardinality of your feeds to strategies. IPC though also just means threads talking to each other" [X Link](https://x.com/MarkBestForex/status/1757696721381892099) 2024-02-14T09:22Z [---] followers, [--] engagements "@13yroldwithcc You get the hero you deserve" [X Link](https://x.com/MarkBestForex/status/1761332800639140000) 2024-02-24T10:10Z [---] followers, [---] engagements "The UNI pump was at least good for testing the robustness of infrastructure" [X Link](https://x.com/MarkBestForex/status/1761354114250801285) 2024-02-24T11:35Z [---] followers, [---] engagements "@experquisite @Dub0x3A @max_holloway @BeatzXBT @nayshins There's some stuff like intrusive data structures and object pools that are a bit tricky in rust. Also it does kind of suck having to use get unchecked on vectors in an unsafe block if you want to avoid out of bnds checks. That said I hope I never use cpp again" [X Link](https://x.com/MarkBestForex/status/1771466975920730226) 2024-03-23T09:20Z [---] followers, [--] engagements "@Dub0x3A @max_holloway @BeatzXBT @experquisite @nayshins Whats's not discussed is if it's better to have something that's 10-20% faster but is a buggy mess full of alloc npe & hiesenbugs. Its worth doing it just to know why its hard to write good cpp. I'd happily give up some performance so I can sleep knowing it won't core dump" [X Link](https://x.com/MarkBestForex/status/1771533654679793970) 2024-03-23T13:45Z [---] followers, [--] engagements "@Dub0x3A @BeatzXBT @max_holloway @experquisite @nayshins Internal latency is nothing on network and network stack latency. You're always going to get hosed by someone with kernel bypass and a direct lines. Tbf you're learning all this stuff but becareful thinking speed in crypto == alpha" [X Link](https://x.com/MarkBestForex/status/1771534452230889841) 2024-03-23T13:48Z [---] followers, [--] engagements "@BeatzXBT Can't you just write a slow impl using a map and update both and confirm they're the same" [X Link](https://x.com/MarkBestForex/status/1772519481903882728) 2024-03-26T07:02Z [---] followers, [---] engagements "@Dub0x3A Very thorough and nicely presented" [X Link](https://x.com/MarkBestForex/status/1776520057813684258) 2024-04-06T07:59Z [---] followers, [---] engagements "Five Lines of Code: How and when to refactor If you're looking for a practical book on refactoring I can recommend this. Lots of examples and a lot of good ideas. https://a.co/d/e2KZ8pE https://a.co/d/e2KZ8pE" [X Link](https://x.com/MarkBestForex/status/1781752759521288559) 2024-04-20T18:32Z [---] followers, [--] engagements "@Austen How would it work. Would you mark to market. Or would you be told that the mark price was x then you calculate the tax you owe Also does that mean when you get taxed the next year that will be on the difference of the next mark price How do you get prices for illiquid assets" [X Link](https://x.com/MarkBestForex/status/1783275116689780939) 2024-04-24T23:21Z [---] followers, [--] engagements "@DismalDefi @Truthcoin Its also Eritrea" [X Link](https://x.com/MarkBestForex/status/1785446427063210414) 2024-04-30T23:09Z [---] followers, [----] engagements "There are rusty ways to write code and if you come from languages like python or even c++ it can be quite different. These are a few things that could help people getting into it and its slanted towards #hft/#hpc. https://markrbest.github.io/rust-for-the-rustless/ https://markrbest.github.io/rust-for-the-rustless/" [X Link](https://x.com/MarkBestForex/status/1785952849249100003) 2024-05-02T08:41Z [---] followers, [----] engagements "@BeatzXBT @elprodyukutogo And don't forget it" [X Link](https://x.com/MarkBestForex/status/1786271293098115326) 2024-05-03T05:47Z [---] followers, [--] engagements "@therobotjames @IDrawCharts Do you like Howard Mark's books" [X Link](https://x.com/MarkBestForex/status/1786272312129360132) 2024-05-03T05:51Z [---] followers, [---] engagements "@ieszczyk @BeatzXBT @Dub0x3A @soundsonacid @BruHFT_quant @quant_arb It can and should be done with zero locking" [X Link](https://x.com/MarkBestForex/status/1786572805535883773) 2024-05-04T01:45Z [---] followers, [--] engagements "@simplex_fx @Arantor How so Do you mean fragile tests I would assume tests would be less fragile if you're testing smaller functions which are either stateless or have much simpler dependencies" [X Link](https://x.com/MarkBestForex/status/1787119956544356437) 2024-05-05T13:59Z [---] followers, [--] engagements "@DrawsMiguel I don't think that cpp will be replaced by rust. For uber performance cpp will win out. All languages have their place to shine. The language that now doesn't need to exist is java" [X Link](https://x.com/MarkBestForex/status/1788075586948039142) 2024-05-08T05:16Z [---] followers, [---] engagements "@mcneilly_alex Cope" [X Link](https://x.com/MarkBestForex/status/1788465142109208860) 2024-05-09T07:04Z [---] followers, [--] engagements "@PtrPomorski This is as bad if not worse than your take on kf. Is this bait or do you actually believe it I think the only place that might have merit is as a pre filter to regression like deprado describes in adv. in ML. U need confidence intervals. That plus all the reg residual tests" [X Link](https://x.com/MarkBestForex/status/1788489508545073223) 2024-05-09T08:41Z [---] followers, [---] engagements "@atc6955 2.5k would buy you a 32gb monster gaming laptop with double the specs of this. Apple is just a tax on laziness" [X Link](https://x.com/MarkBestForex/status/1788498155367018886) 2024-05-09T09:16Z [---] followers, [--] engagements "@goretexamerica @lemire Who would people be buying the goods from" [X Link](https://x.com/MarkBestForex/status/1788892761308999724) 2024-05-10T11:24Z [---] followers, [--] engagements "@FedeItaliano76 University maths building from the 60s" [X Link](https://x.com/MarkBestForex/status/1788900712040087745) 2024-05-10T11:55Z [---] followers, [---] engagements "@jamonholmgren Didn't CVS only allow one file to be locked at a time I remember a project where there was a person coordinating who could work on what files for a team of [---] people" [X Link](https://x.com/MarkBestForex/status/1789281664721445036) 2024-05-11T13:09Z [---] followers, [--] engagements "@BruHFT_quant @Dub0x3A This is impressive. What chip is it on On an amd 3950x I get about 350ns. So I'm wondering now where the fat is" [X Link](https://x.com/MarkBestForex/status/1789352076591484950) 2024-05-11T17:49Z [---] followers, [---] engagements "@RootOfParadox @BruHFT_quant @Dub0x3A I just have the numbers to mind as I was working on it recently" [X Link](https://x.com/MarkBestForex/status/1789402743523651851) 2024-05-11T21:10Z [---] followers, [--] engagements "@BruHFT_quant @RootOfParadox @Dub0x3A @JeffBezos If you're getting that latency on a laptop you should be good. Server chips are normally lower tdp and clock than desktops. I'd say that instruction set and mem speed are likely the biggest reasons for differences. I don't assume macOs is a thing as why would anyone use them" [X Link](https://x.com/MarkBestForex/status/1789409848607596890) 2024-05-11T21:38Z [---] followers, [---] engagements "Just finished this. A lot of useful ideas for parameter optimisation of hard to simulate systems (see mm). Author is ex getco. Its a pretty easy read and the stats are not too spicy" [X Link](https://x.com/MarkBestForex/status/1789689628770849167) 2024-05-12T16:10Z [---] followers, [----] engagements "@sahebswaich Why couldn't you just use limit orders to work out of it" [X Link](https://x.com/MarkBestForex/status/1790114526634840326) 2024-05-13T20:18Z [---] followers, [---] engagements "Recent discussions about tick to trade made me do a more in depth analysis of the practical problems. Data is really bursty and the problem is actually worse than i thought. Thanks @BruHFT_quant for the inspiration. https://markrbest.github.io/message-arrival-rates-and-latency/ https://markrbest.github.io/message-arrival-rates-and-latency/" [X Link](https://x.com/MarkBestForex/status/1790273792654123232) 2024-05-14T06:51Z [---] followers, 31.5K engagements "@zenhft @BruHFT_quant I made the account [--] years ago when i still worked in TradFi. I mean crypto is kind of a currency" [X Link](https://x.com/MarkBestForex/status/1790315508610240917) 2024-05-14T09:37Z [---] followers, [---] engagements "@zenhft @BruHFT_quant Its super important if you trade forex repo" [X Link](https://x.com/MarkBestForex/status/1790315786675839169) 2024-05-14T09:38Z [---] followers, [---] engagements "@hot_girl_spring just talk about monads for half and hour. You will never be asked to present anything again" [X Link](https://x.com/MarkBestForex/status/1790321811781001721) 2024-05-14T10:02Z [---] followers, [---] engagements "@0xDeadSheep @BruHFT_quant You can normally work it out pretty simply looking at short term mark outs" [X Link](https://x.com/MarkBestForex/status/1790671830874739033) 2024-05-15T09:13Z [---] followers, [--] engagements "@loftwah Last Sunday. Par [--] [---] yards. Used a [--] onto the green" [X Link](https://x.com/MarkBestForex/status/1790681187532345707) 2024-05-15T09:50Z [---] followers, [--] engagements "@JaeMargal 2am wedding version every time" [X Link](https://x.com/MarkBestForex/status/1790685346511908996) 2024-05-15T10:07Z [---] followers, [--] engagements "@Ola_tunjl Yes" [X Link](https://x.com/MarkBestForex/status/1790687976579641460) 2024-05-15T10:17Z [---] followers, [--] engagements "@BeatzXBT @KlondikeFX @Dub0x3A i would also like to know this" [X Link](https://x.com/MarkBestForex/status/1790696882316152846) 2024-05-15T10:53Z [---] followers, [--] engagements "@dillon_mulroy I don't understand how you could ever prefer merge" [X Link](https://x.com/MarkBestForex/status/1790812696331325490) 2024-05-15T18:33Z [---] followers, [---] engagements "@cryptohound666 How are you computing it You might see some advantages from realised vol. If you stuck on a math thing like this. The easiest thing to do is just run the portfolio optimiser with the daily and [--] hour cov and check weights. You can also convert with the root T rule" [X Link](https://x.com/MarkBestForex/status/1790974303682412721) 2024-05-16T05:15Z [---] followers, [---] engagements "@ValueStockGeek There's a guy who wrote a book about horse racing and being a bookie. He said he could never make money as a punter. The book is under round by 30%. Its amazing anyone uses them vs betfair that about 1%" [X Link](https://x.com/MarkBestForex/status/1790977474626473992) 2024-05-16T05:27Z [---] followers, [--] engagements "@therobotjames @EntropyChase Its called trading james. We are professionals after all" [X Link](https://x.com/MarkBestForex/status/1790985340888416754) 2024-05-16T05:59Z [---] followers, [--] engagements "@EntropyChase Its not you are better of just trying to choose a good asset universe and then using risk parity" [X Link](https://x.com/MarkBestForex/status/1790987652906275297) 2024-05-16T06:08Z [---] followers, [--] engagements "@levbeta @Dub0x3A This is also a little bit @BruHFT_quant fault. That's who i blame at least" [X Link](https://x.com/MarkBestForex/status/1790988080679109053) 2024-05-16T06:10Z [---] followers, [---] engagements "@BruHFT_quant have fun with variable array lengths" [X Link](https://x.com/MarkBestForex/status/1791941052758106317) 2024-05-18T21:16Z [---] followers, [---] engagements "@l1quid1ty More to vol than theta" [X Link](https://x.com/MarkBestForex/status/1792169267590230321) 2024-05-19T12:23Z [---] followers, [--] engagements "@goretexamerica @VinnyLingham No" [X Link](https://x.com/MarkBestForex/status/1792528141518278886) 2024-05-20T12:09Z [---] followers, [--] engagements "@YannickKae The problem is one interest rate volatility to rule them all. Assuming you can price a 30y from a short term IR model is at best optimistic. Have you looked at how to bootstrap a swap curve The liquidity is split over 3-4 different assets. Reality is hard" [X Link](https://x.com/MarkBestForex/status/1793197029578932432) 2024-05-22T08:27Z [---] followers, [---] engagements "@0xfdf @quantymacro @YannickKae Which ones There is STIRs Swaps Eur Govs and USTs. Answer is a bit diff in each. I have most experience with Eur Gov but basically you build an IR curve and per country curve. These are fit from liquid on the run bonds. Each curve has 3-4 factors. Then there's the repo issue" [X Link](https://x.com/MarkBestForex/status/1793336101270155747) 2024-05-22T17:40Z [---] followers, [--] engagements "@0xfdf @quantymacro @YannickKae These are cool plots you often see of rates and i think visually describe the hedging problem. You can be fully hedged and still get rekt by owning the wrong end/parts of the curve" [X Link](https://x.com/MarkBestForex/status/1793339638704419190) 2024-05-22T17:54Z [---] followers, [--] engagements "@andrewhoyer I did it once working with a platform dev. I knew the maths better they knew the coding better. It was all in all great. Doing it for every task makes no sense. It might work well for coding interfaces" [X Link](https://x.com/MarkBestForex/status/1793565134608367643) 2024-05-23T08:50Z [---] followers, [--] engagements "@PicturesFoIder Why not raise both ends Then you have space for [--] cars plus you don't have to live like you're on a sinking ship" [X Link](https://x.com/MarkBestForex/status/1793887248079036579) 2024-05-24T06:10Z [---] followers, [--] engagements "@BITVOLT Wow that is actually pretty interesting to see" [X Link](https://x.com/MarkBestForex/status/1793941278813569228) 2024-05-24T09:45Z [---] followers, [--] engagements "@ramsfan55 @wanyeburkett The bit that's not discussed here is that in Europe you get none of this if you're self employed. So you get tonnes of welfare if you work for a large company. But if you don't then its a very different world. Being an entrepreneur in Europe is discouraged for reasons like this" [X Link](https://x.com/MarkBestForex/status/1794258363502694414) 2024-05-25T06:45Z [---] followers, [--] engagements "@cam_perrault We're you eating Chipotle I think I might know why" [X Link](https://x.com/MarkBestForex/status/1794258721608171993) 2024-05-25T06:46Z [----] followers, [----] engagements "@BruHFT_quant @anerdguynow OK follow up. Where do you keep grub When I buy a new disk and do a clean install grubs a bit of a pain" [X Link](https://x.com/MarkBestForex/status/1795728373706277249) 2024-05-29T08:06Z [---] followers, [--] engagements "@BeatzXBT @AirM4rx @Alice_comfy @levbeta @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway @yenwod_ Have you considered conflation. It'd basically just pull everything off the queue if you still have quotes on there or get a trade msg/other non quote. Then process the book and trades. It saves expensive feature calculations when you get a lot of irrelevant updates" [X Link](https://x.com/MarkBestForex/status/1796062915394474251) 2024-05-30T06:15Z [---] followers, [---] engagements "@DegenQuant @levbeta I was doing a bit more research into this and i think criterion benches give much better numbers than its possible to get live. I'm assuming it's just because the cache is super hot with using the same message. In reality I get super different numbers than the bench gives" [X Link](https://x.com/MarkBestForex/status/1796064529748459958) 2024-05-30T06:22Z [---] followers, [---] engagements "@6___0 @BeatzXBT @AirM4rx @Alice_comfy @levbeta @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway @yenwod_ You can just dump the ws msgs to a text file and replay them. Its useful to do this in test cases as it stresses the code more. Or are you talking about something else" [X Link](https://x.com/MarkBestForex/status/1796153556963074122) 2024-05-30T12:15Z [---] followers, [--] engagements "@BruHFT_quant @cognazor I don't mind studying it. I have a PDC. The issue is (mostly a European thing) access to land is a big problem. I went to a talk about growing food and everyone their either inherited land or sold property in cities to buy it. If you're young then best of luck" [X Link](https://x.com/MarkBestForex/status/1796459630576730162) 2024-05-31T08:32Z [---] followers, [---] engagements "@DorianDevelops Jesus christ no" [X Link](https://x.com/MarkBestForex/status/1796797319456669939) 2024-06-01T06:53Z [----] followers, [---] engagements "@Tallow_beach Are you trying to justify a disgustingly long nvidia position" [X Link](https://x.com/MarkBestForex/status/1797139898941497504) 2024-06-02T05:35Z [---] followers, [---] engagements "Remember kids if it looks like cope smells like cope. It's probably cope" [X Link](https://x.com/MarkBestForex/status/1797207545154527251) 2024-06-02T10:04Z [---] followers, [---] engagements "@yenwod_ @levbeta @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway I don't think it would be. I'm not sure about the batches part. I suppose you can read as much as you can until you can either drain the q hit a specific msg type or have read more than n messages before processing things. The concern would be causing some form of starvation" [X Link](https://x.com/MarkBestForex/status/1797247808409358576) 2024-06-02T12:44Z [---] followers, [---] engagements "@max_holloway @yenwod_ @levbeta @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ checks messages every n micros is going to be an issue" [X Link](https://x.com/MarkBestForex/status/1797313727848382769) 2024-06-02T17:05Z [---] followers, [---] engagements "@levbeta @max_holloway @yenwod_ @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ There are lock free ones. Which the cost is just the object write and updating an atomic int" [X Link](https://x.com/MarkBestForex/status/1797366499406974994) 2024-06-02T20:35Z [---] followers, [---] engagements "@levbeta @max_holloway @yenwod_ @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ There are loads of lock free q implementation. I've not used kanal. It would be worth benchmarking" [X Link](https://x.com/MarkBestForex/status/1797375816193495069) 2024-06-02T21:12Z [---] followers, [---] engagements "@quantymacro When I was at DB one of the US grads had this happen to him. His solution was to punch a hole through the middle of the door and climb out. I went there for drinks and let's say the huge hole raised some questions. Im Glad you survived" [X Link](https://x.com/MarkBestForex/status/1799811190778122280) 2024-06-09T14:30Z [---] followers, [---] engagements "@levbeta I didn't say I learnt it well. I was thinking of the word peixes" [X Link](https://x.com/MarkBestForex/status/1799811614784569649) 2024-06-09T14:31Z [---] followers, [--] engagements "@quant_arb RUST MENTIONED" [X Link](https://x.com/MarkBestForex/status/1799812615818064052) 2024-06-09T14:35Z [---] followers, [---] engagements "@PtrPomorski @pedma7 Bullets" [X Link](https://x.com/MarkBestForex/status/1799814976032678293) 2024-06-09T14:45Z [---] followers, [--] engagements "@Hamptonism Someone didn't spoon feed me. How could this happen" [X Link](https://x.com/MarkBestForex/status/1801533133436707111) 2024-06-14T08:32Z [---] followers, [---] engagements "@BruHFT_quant @Hamptonism What i don't get is any exposure to personal projects would solve the problem. So i can only assume they have never coded in their spare time. This is probably the bigger red flag" [X Link](https://x.com/MarkBestForex/status/1801548540461609466) 2024-06-14T09:33Z [---] followers, [--] engagements "@0xfdf @macrocephalopod @systematicls I went to a talk put on by bloomberg where there were PMs talking about macro strstegies. They said there is only predictability on monthly timeframes. It seemed most of their models used inputs like inflation etc. I'm sure there's also cycle based strategies that target sectors" [X Link](https://x.com/MarkBestForex/status/1802817906209862118) 2024-06-17T21:37Z [---] followers, [---] engagements "@alifarhat79 The Yorkshire pudding" [X Link](https://x.com/MarkBestForex/status/1804545050786885932) 2024-06-22T16:00Z [---] followers, [--] engagements "@quant_xbt Can you not run python 3.11" [X Link](https://x.com/MarkBestForex/status/1804776845943992731) 2024-06-23T07:21Z [---] followers, [---] engagements "@BeatzXBT @MrEhpresso @quant_xbt This" [X Link](https://x.com/MarkBestForex/status/1804777714659864603) 2024-06-23T07:25Z [---] followers, [--] engagements "@PGATUOR Does anyone even use even irons" [X Link](https://x.com/MarkBestForex/status/1804781815242129801) 2024-06-23T07:41Z [---] followers, [--] engagements "@BeatzXBT @quant_xbt Not yet i just know [----] was a big performance boost over [----]. https://en.lewoniewski.info/2023/python-3-10-vs-python-3-11-performance-testing/ https://en.lewoniewski.info/2023/python-3-10-vs-python-3-11-performance-testing/" [X Link](https://x.com/MarkBestForex/status/1804810552759185591) 2024-06-23T09:35Z [---] followers, [---] engagements "@ChShersh I'm not familiar with ocaml syntax but the example is pretty clear. Thanks" [X Link](https://x.com/MarkBestForex/status/1805297476108259442) 2024-06-24T17:50Z [---] followers, [--] engagements "@htmx_org How do you live like this" [X Link](https://x.com/MarkBestForex/status/1805363105863508099) 2024-06-24T22:11Z [---] followers, [---] engagements "@unusual_whales Source: trust me bro" [X Link](https://x.com/MarkBestForex/status/1806093183803179435) 2024-06-26T22:32Z [---] followers, [--] engagements "@Aero01Ag @Ankit_Quant Very curious" [X Link](https://x.com/MarkBestForex/status/1806281646326292932) 2024-06-27T11:01Z [---] followers, [--] engagements "@TheJackForge Aderall" [X Link](https://x.com/MarkBestForex/status/1806713851481608483) 2024-06-28T15:38Z [----] followers, [--] engagements "@BeatzXBT @SmallCapSmarts @Dub0x3A Its interesting that not a lot of c++ hft stuff gets posted. Probably because it's all in funds and people tend not to share it. That or its absolutely horrendous and its hard to explain a [----] lines of asm and avx512 riddled code" [X Link](https://x.com/MarkBestForex/status/1806807995973587022) 2024-06-28T21:52Z [----] followers, [---] engagements "@BruHFT_quant @Dub0x3A Come To The Dark Side" [X Link](https://x.com/MarkBestForex/status/1806955102126604708) 2024-06-29T07:37Z [----] followers, [---] engagements "@iamalabradoodle @idoccor @BruHFT_quant @BeatzXBT @SmallCapSmarts @Dub0x3A Don't use mutexes. Unordered maps are 0(1) lookup. Intrusive data structures for order books. Ring buffers for ipc. If you need to do multiple emas you can use avx to do many exp calcs. Cpu affinity and cpu isolation" [X Link](https://x.com/MarkBestForex/status/1807153387781112155) 2024-06-29T20:45Z [----] followers, [--] engagements "@BruHFT_quant @Dub0x3A You're not going to like this but if you're not running on a bare metal machine then this is pretty accedemic. Also the cheap aws ones are arm64 which is absolutely ass" [X Link](https://x.com/MarkBestForex/status/1807329032981164197) 2024-06-30T08:23Z [----] followers, [---] engagements "@paddyjobsman Who is honestly replying to this absolute garbage Linked in is the day time tv of social media" [X Link](https://x.com/MarkBestForex/status/1807336911612043670) 2024-06-30T08:54Z [----] followers, [--] engagements "@__paleologo Probably. The thing is i expect that most people don't even get the point about the above being a regression and the parameters being distributions. To re-formulated this as a multivariate regression on market risk factors will only make that problem worse" [X Link](https://x.com/MarkBestForex/status/1808111725696197104) 2024-07-02T12:13Z [----] followers, [--] engagements "God damn you rust" [X Link](https://x.com/MarkBestForex/status/1808155331274441200) 2024-07-02T15:06Z [----] followers, [---] engagements "@levbeta @BruHFT_quant @cremedupepe" [X Link](https://x.com/MarkBestForex/status/1808171562077495661) 2024-07-02T16:11Z [----] followers, [---] engagements "@midpricedog @levbeta @BruHFT_quant @cremedupepe I'm embarrassed to say for a very long time i didn't even know that multi threading isnt even multi processing in python" [X Link](https://x.com/MarkBestForex/status/1808172852237013337) 2024-07-02T16:16Z [----] followers, [---] engagements "@Vertox_DF [--]. If its a good lecture they will explain the material and not just read notes. [--]. learning incrementally means you are more likely to remember it for the exam. [--]. If you dont get it you can ask questions [--]. More likely you will just not study it until [--] day before the exam" [X Link](https://x.com/MarkBestForex/status/1808795274888048693) 2024-07-04T09:29Z [----] followers, [---] engagements "@Vertox_DF We had a fixed income class in business school which was absolutely knarley. It was derivation of HJM and swaption pricing etc. I think about 20% of the class came to lectures. I have absolutely no idea how the hell you think you're teaching yourself that shit at home with notes" [X Link](https://x.com/MarkBestForex/status/1808806985766207517) 2024-07-04T10:16Z [----] followers, [---] engagements "Dialect in europe is crazy. I can meet people from new zealand/india/kenya etc and have no problem talking to them. In Europe you can travel 50km and have no idea what anyone is saying. Language seems to be a continuous thing with dialects bridging the gap between countries" [X Link](https://x.com/MarkBestForex/status/1810228132978331945) 2024-07-08T08:23Z [----] followers, [---] engagements "@DegenSugarBoo @BruHFT_quant @Dub0x3A @BeatzXBT @nayshins" [X Link](https://x.com/MarkBestForex/status/1812428595379216653) 2024-07-14T10:07Z [----] followers, [----] engagements "@DonMiami3 @MacroEdgeRes @MacroEdgeVision This is meant to be why you get paid so much. You cant have a mean variance trade off without variance" [X Link](https://x.com/MarkBestForex/status/1812764625018241420) 2024-07-15T08:22Z [----] followers, [---] engagements "@0xFaust12 @levbeta @alex_balasky I did an evaluation of it. I just remember the memory footprint being insane. I don't know what you have to do internally to make mongodb a column store but it didn't seem good" [X Link](https://x.com/MarkBestForex/status/1813440477883982303) 2024-07-17T05:07Z [----] followers, [--] engagements "@AMAZlNGNATURE this looks like an example of testing in production" [X Link](https://x.com/MarkBestForex/status/1815347618450419906) 2024-07-22T11:26Z [----] followers, [--] engagements "@DegenSugarBoo @mrsiipa Maybe an over lay that only lets you surf twitter/whats app for [--] minutes at a time Like those things the only let you text if you can solve a math problem to avoid drunk texting" [X Link](https://x.com/MarkBestForex/status/1815645476391092519) 2024-07-23T07:09Z [----] followers, [--] engagements "@PtrPomorski My go to on this is. "You can get 2x the spec for the same price and slap linux on it." What is the main argument against this I know linux can be a pain in the ass sometimes. It is a million times better than it was. I dont do much pytorch cuda stuff though" [X Link](https://x.com/MarkBestForex/status/1815647010780758417) 2024-07-23T07:15Z [----] followers, [---] engagements "When you start using a new library is good to write a bunch of test case around it. This has two main advantages [--]. You can check if works the way you think it does [--]. You can make sure this is also true over time as version change. And yes i just got burned by not doing this" [X Link](https://x.com/MarkBestForex/status/1815650863706149294) 2024-07-23T07:31Z [----] followers, [---] engagements "The thing that is missed from this is the detrimental effect on compounding. Starting with a $10k portfolio over the last [--] years of snp returns it would end with $327k. With 10% unrealised cap gains the final balance is 209k and 20% unrealised cap gains would make it 133k. Starting in [----] Australia will begin taxing unrealized gains in employee pension-fund accounts with balances over A$3 million ($2 million). https://t.co/Er4JkIMai5 Starting in [----] Australia will begin taxing unrealized gains in employee pension-fund accounts with balances over A$3 million ($2 million)." [X Link](https://x.com/MarkBestForex/status/1818180536713511254) 2024-07-30T07:03Z [----] followers, [---] engagements "So 20% unrealized capital gains tax might not sound like much but it would lead to you loosing 66% of your retirement pot. When it comes to retirement savings strategies tax efficiency and time are king" [X Link](https://x.com/MarkBestForex/status/1818181313225982078) 2024-07-30T07:06Z [----] followers, [---] engagements "@circlepacker Thing is you shouldnt have to" [X Link](https://x.com/MarkBestForex/status/1818368088242528663) 2024-07-30T19:28Z [----] followers, [--] engagements "@__paleologo Time slows down as you get close to the even horizon. I'm not sure if this is also true if you are the event horizon. There maybe hope for you yet" [X Link](https://x.com/MarkBestForex/status/1818370759276040594) 2024-07-30T19:39Z [----] followers, [---] engagements "@BitcoinSapiens There will be some other currency/store of value. Then the current dollar will be inflated to infinity to pay the debt. Its a tale as old as time. The only question is what the new currency will be and if its CDBCs PMs or crypto. Im not that bullish on it being crypto" [X Link](https://x.com/MarkBestForex/status/1818373282548077049) 2024-07-30T19:49Z [----] followers, [--] engagements "@itsfoss2 Im cheap AF" [X Link](https://x.com/MarkBestForex/status/1818561935207485698) 2024-07-31T08:18Z [----] followers, [--] engagements "Everyone is loosing their minds over this retracement. Have some perspective" [X Link](https://x.com/MarkBestForex/status/1819649584299135264) 2024-08-03T08:20Z [----] followers, [---] engagements "How do you control for idio syncratic risk in a portfolio Do you use regularisation or do you estimate it and put caps inside the portfolio construction step There's just always risk in crypto that one coin goes bananas so I'm wondering how you manage that" [X Link](https://x.com/MarkBestForex/status/1819678628927443441) 2024-08-03T10:16Z [----] followers, [----] engagements "@__paleologo @jupiters_string I need to read your book again in more detail. The issues is that the contributions of the idiosyncratic part often dont but can matter a lot. The possible ways to manage this are stops or by managing VaR directly but both are not good solutions" [X Link](https://x.com/MarkBestForex/status/1819766338346221895) 2024-08-03T16:04Z [----] followers, [---] engagements "@__paleologo @jupiters_string But i think by measuring the residual risk after the factor hedging is done and controlling that should solve the problem as then the positions should be normlised such that one asset can blow up the account. Quite a few got blown up shorting LUNA in the crash" [X Link](https://x.com/MarkBestForex/status/1819766673554931826) 2024-08-03T16:05Z [----] followers, [---] engagements "@ALBACapMgmt I thought part of the mandate of central banks is to ensure price stability and a well functioning market I also base that on the SNB nuking the EURCHF peg in 2015" [X Link](https://x.com/MarkBestForex/status/1820370444886647209) 2024-08-05T08:05Z [----] followers, [---] engagements "@beaniemaxi That some interesting x axis you got there" [X Link](https://x.com/MarkBestForex/status/1820385678032601344) 2024-08-05T09:05Z [----] followers, [---] engagements "well this aged well" [X Link](https://x.com/MarkBestForex/status/1820417036557619327) 2024-08-05T11:10Z [----] followers, [---] engagements "@andrew_lfc18 They are really not great as an online filter fyi. They're useful for calibration of online models by fitting deviation expectations. They are just a center smoother and when used online it has to guess half the data which ruins any abilty to predict" [X Link](https://x.com/MarkBestForex/status/1821780099969990903) 2024-08-09T05:26Z [----] followers, [---] engagements "@ekrii3 How would this impact circle packing algorithms" [X Link](https://x.com/MarkBestForex/status/1821780588430295506) 2024-08-09T05:28Z [----] followers, [---] engagements "@__paleologo The results speak for themselves The best boss is a light touch and you don't even know they're there" [X Link](https://x.com/MarkBestForex/status/1821784270651728082) 2024-08-09T05:43Z [----] followers, [---] engagements "@stalequant That last one is absolute filth Thanks for the timings I didn't realise the difference would be so much" [X Link](https://x.com/MarkBestForex/status/1821787067895963791) 2024-08-09T05:54Z [----] followers, [--] engagements "@miniapeur ewww" [X Link](https://x.com/MarkBestForex/status/1821821933089947724) 2024-08-09T08:12Z [----] followers, [---] engagements "@miniapeur I started to study cosmology and astro physics. I have a math background so figured it'd be not too difficult to grasp the basics. I eventually gave up. I get the feeling many of the theories seems to be more story telling than science. Dark matter is just Texas sharpshooting" [X Link](https://x.com/MarkBestForex/status/1822225105889402914) 2024-08-10T10:54Z [----] followers, [---] engagements "@LynAldenContact its because your ratios are absolutely brutal" [X Link](https://x.com/MarkBestForex/status/1823245740166058102) 2024-08-13T06:30Z [----] followers, [--] engagements "@ibuildthecloud Skill issue" [X Link](https://x.com/MarkBestForex/status/1824060593550082455) 2024-08-15T12:28Z [----] followers, [---] engagements "@PeeneyTodd This might just be top tier engagement bait" [X Link](https://x.com/MarkBestForex/status/1824182242869903803) 2024-08-15T20:31Z [----] followers, [--] engagements "@wesbos order book matching. Its just a neat optimsation problem with some cool data structures" [X Link](https://x.com/MarkBestForex/status/1824183145924862083) 2024-08-15T20:35Z [----] followers, [---] engagements "@phoenixstealthy Is this on a single asset or the whole exchange" [X Link](https://x.com/MarkBestForex/status/1825760861232742434) 2024-08-20T05:04Z [----] followers, [---] engagements "@phoenixstealthy i would make a joke about the french and work ethic but i am guilty of exactly the same crime" [X Link](https://x.com/MarkBestForex/status/1825784860029468898) 2024-08-20T06:40Z [----] followers, [--] engagements "@phoenixstealthy yeah it was wrong. You need to add :USDT to the symbol in ccxt to get perps. The previous what binance spot vs HL perps. This is the corrected chart" [X Link](https://x.com/MarkBestForex/status/1825793187215966434) 2024-08-20T07:13Z [----] followers, [---] engagements "@predict_addict It's a really great book. So is the power of gold" [X Link](https://x.com/MarkBestForex/status/1825881835601060180) 2024-08-20T13:05Z [----] followers, [---] engagements "@phoenixstealthy You can just mute/block them. The person is openly hostile if you try to engage with them" [X Link](https://x.com/MarkBestForex/status/1826141150777897294) 2024-08-21T06:15Z [----] followers, [---] engagements "@BlackSwan_ptf @quantymacro If you're young it's still a good idea to use the bar bell strategy. Basically punt with 10% you have time and these small investment can really grow over time. What's the next nvidia/apple/tesla" [X Link](https://x.com/MarkBestForex/status/1827277963739447728) 2024-08-24T09:33Z [----] followers, [---] engagements "@BeatzXBT @PaulSkallas This was something I thought a total of zero people would care about" [X Link](https://x.com/MarkBestForex/status/1827599733818339652) 2024-08-25T06:51Z [----] followers, [---] engagements "@immersant_ai @PaulSkallas Time lapse (astrophotography) can be done from even tokyo since you can use super fine filters of 3-5nm. If you want to look directly with say a dobson at nebula or galaxies then light pollution makes details hard to see" [X Link](https://x.com/MarkBestForex/status/1827601164151464137) 2024-08-25T06:57Z [----] followers, [---] engagements "@macrocephalopod I thought Aella was your quant" [X Link](https://x.com/MarkBestForex/status/1827630806078025817) 2024-08-25T08:55Z [----] followers, [----] engagements "@therobotjames @macrocephalopod I'm as surprised as anyone that she has terrible takes" [X Link](https://x.com/MarkBestForex/status/1827632151606505689) 2024-08-25T09:00Z [----] followers, [---] engagements "@therobotjames @PiQSuite Do I get a second season" [X Link](https://x.com/MarkBestForex/status/1827637271610142727) 2024-08-25T09:20Z [----] followers, [--] engagements "@FinancialPhys More importantly its levered interest rate spread trade. Ideally you are making more from rent + appreciation than the loans + costs. Its worked well for a long time. The thing is its a crazy crowded trade but its so far been a plus since its politically impossible to stop" [X Link](https://x.com/MarkBestForex/status/1828434599094964239) 2024-08-27T14:09Z [----] followers, [--] engagements "@SantiagoAuFund At what stage of the fiat system The first bit or the second bit where one half votes to eat the other half" [X Link](https://x.com/MarkBestForex/status/1828674170399420922) 2024-08-28T06:01Z [----] followers, [--] engagements "@Budgetdog_ Football NFL football College football" [X Link](https://x.com/MarkBestForex/status/1828855824795742231) 2024-08-28T18:03Z [----] followers, [--] engagements "@quant_xbt There is zero chance this gets passed. If they actually wanted to do it they'd make it a much lower number" [X Link](https://x.com/MarkBestForex/status/1829044548871311709) 2024-08-29T06:32Z [----] followers, [---] engagements "@LynAldenContact What is the value in gdp numbers that include government spending or at least doesn't discount deficit spending" [X Link](https://x.com/MarkBestForex/status/1829432571005931708) 2024-08-30T08:14Z [----] followers, [--] engagements "@PtrPomorski There's a book about behavioral economics that describes a game where people are asked to chose a number between [--] and [---]. You win if you choose 1/3 of the average number chosen. The game measures how many levels of secondary effect most people can deal with" [X Link](https://x.com/MarkBestForex/status/1829438600351449246) 2024-08-30T08:38Z [----] followers, [---] engagements "@BigJohn043 The world has changed since you started. Pay vs cost of living is very different now the cities are different also. IB used to pay massively over the odds and was worth how hard it was. Now it is well paid but not as clearly worth the sacrifice" [X Link](https://x.com/MarkBestForex/status/1829520411652186418) 2024-08-30T14:03Z [----] followers, [---] engagements "@Tallow_beach @W98AB There are some weird cases where this can happen. If you buy on leverage you assume the brokerage can stop you out when you have hit the liquidation limit. The question is who assumes the risk if/when they cant. This was a problem when the SNB pulled the EUR peg" [X Link](https://x.com/MarkBestForex/status/1829874618100039963) 2024-08-31T13:31Z [----] followers, [--] engagements "@rawdeg Maybe FP books should actually focus on being useful rather than reading like a math book. I'm currently learning haskel but its still super hard to see how to solve even simple problems" [X Link](https://x.com/MarkBestForex/status/1830896833746338097) 2024-09-03T09:13Z [----] followers, [---] engagements "@marketplunger1 "Why I chose to be exit liquidity and you should too"" [X Link](https://x.com/MarkBestForex/status/1831256495901602146) 2024-09-04T09:02Z [----] followers, [---] engagements "@GoshawkTrades What is a cluster strategy" [X Link](https://x.com/MarkBestForex/status/1831369743544283493) 2024-09-04T16:32Z [----] followers, [---] engagements "@AMAZlNGNATURE I used to live in whistler and this would happen with brown bears" [X Link](https://x.com/MarkBestForex/status/1831587300221882828) 2024-09-05T06:56Z [----] followers, [--] engagements "@BeatzXBT So what you're saying is you want to buy me a lambo" [X Link](https://x.com/MarkBestForex/status/1831592532184109355) 2024-09-05T07:17Z [----] followers, [---] engagements "@BeatzXBT @quantkaks" [X Link](https://x.com/MarkBestForex/status/1831598435306225774) 2024-09-05T07:41Z [----] followers, [---] engagements "@kellabyte I was also wondering about this Do you know what language this is written in People complain about SaaS bills and then write software that needs an entire data center to run doom" [X Link](https://x.com/MarkBestForex/status/1831601423282323855) 2024-09-05T07:53Z [----] followers, [----] engagements "Is my feed is really just going to get worse and worse until the US election is over" [X Link](https://x.com/MarkBestForex/status/1831630093174661186) 2024-09-05T09:46Z [----] followers, [---] engagements "@Not_the_Bee Most people don't understand the damage this would do to the life time compounding. Taxing 25% unreliased capital gains means you end up with about 1/3 what you would otherwise over a life time of investing. It will cripple retirement saving" [X Link](https://x.com/MarkBestForex/status/1831637266814443685) 2024-09-05T10:15Z [----] followers, [--] engagements "@cryptohound666 @PtrPomorski I 100% do this at my firm and I got the idea from a fund I work at. Its only good for market data files that are massive and naturally partitioned. You can memmap them so its insanely fast to load" [X Link](https://x.com/MarkBestForex/status/1832004247187042707) 2024-09-06T10:33Z [----] followers, [--] engagements "@macrocephalopod @quantymacro Depends on the country. Yes about making payments but if you're in a short term fix then you get dinged when you try to re-fix the rates. It one of the reasons I never wanted to own a house in the uk" [X Link](https://x.com/MarkBestForex/status/1832511007521906871) 2024-09-07T20:07Z [----] followers, [---] engagements "@ekrii3 *reddit" [X Link](https://x.com/MarkBestForex/status/1832720312355430693) 2024-09-08T09:59Z [----] followers, [--] engagements "@__paleologo If the goal is hedging election risk are any products not binary options They are not that useful for say hedging an energy portfolio. I get that the option price is continuous until expiry but I would need to see that they correlate sufficiently with TradFi to be useful" [X Link](https://x.com/MarkBestForex/status/1833411259170951350) 2024-09-10T07:44Z [----] followers, [---] engagements "@GayBearRes" [X Link](https://x.com/MarkBestForex/status/1833446968074346966) 2024-09-10T10:06Z [----] followers, [--] engagements "@__paleologo Do he actually ever offer solutions to the problems he raises I actually like that he addresses some of the technical points of econometrics/statistics but i dont like treating trading/investing as a purely statistical problem" [X Link](https://x.com/MarkBestForex/status/1833470985468579878) 2024-09-10T11:42Z [----] followers, [---] engagements "@volatilitynoob @__paleologo The question was not asking about hedging tail risk. Ive read a lot about it and even taleb stuff on long gamma option strats. I think there's a simple solution to the fat tail problem using information based sampling. Im just wondering if the book is [---] pages of him complaining" [X Link](https://x.com/MarkBestForex/status/1833474169566114210) 2024-09-10T11:54Z [----] followers, [---] engagements "@BarrettSallee Tell me you have never been to Switzerland without telling me you have never been to Switzerland" [X Link](https://x.com/MarkBestForex/status/1833772177159844126) 2024-09-11T07:38Z [----] followers, [--] engagements "Anyone know if this note is true In France if you walk away with 53k your employer pays 147k. That is not something that is sustainable" [X Link](https://x.com/MarkBestForex/status/1833790125332939030) 2024-09-11T08:50Z [----] followers, [----] engagements "@pmarca Do you remember back when 800bn was a lot of money" [X Link](https://x.com/MarkBestForex/status/1833803472296173676) 2024-09-11T09:43Z [----] followers, [--] engagements "@macrocephalopod It's better than the note made it sound. Still for someone to get 63k the company pays 143k so the effective tax rate is 55%. This is not that much more than i pay in Germany so i can believe it. I would say there is a reason payroll taxes are largely not discussed" [X Link](https://x.com/MarkBestForex/status/1833862652382105870) 2024-09-11T13:38Z [----] followers, [---] engagements "@AlecStapp At the moment about 70% is coming from renewables. source: https://www.energymonitor.ai/power/live-eu-electricity-generation-map/cf-view&cf-closed https://www.energymonitor.ai/power/live-eu-electricity-generation-map/cf-view&cf-closed" [X Link](https://x.com/MarkBestForex/status/1833895391504339316) 2024-09-11T15:48Z [----] followers, [---] engagements "@dem1128 @AlecStapp The other things that aren't mentioned is energy production is 4x more expensive than the US and 6x more expensive than Russia. Also hungary that has a lot of nuclear is 2x as expensive as france. So idk exactly how its all calculated" [X Link](https://x.com/MarkBestForex/status/1833905314984271954) 2024-09-11T16:27Z [----] followers, [--] engagements "@SantiagoAuFund @capital_vmv Sounds like a lot of work though" [X Link](https://x.com/MarkBestForex/status/1833907421447626925) 2024-09-11T16:36Z [----] followers, [--] engagements "@PtrPomorski I wonder about this since I think WFH is terrible for people early in their career. You cant have one without the other" [X Link](https://x.com/MarkBestForex/status/1834150378620780998) 2024-09-12T08:41Z [----] followers, [---] engagements "@__paleologo Easy read before going to bed" [X Link](https://x.com/MarkBestForex/status/1834331064946622832) 2024-09-12T20:39Z [----] followers, [---] engagements "@ValueStockGeek You know that most professionals make money from some inside edge be it firm reputation access to information in low information markets better tech or better relationships with exchanges/fees. Retail traders aren't playing the same game at all" [X Link](https://x.com/MarkBestForex/status/1834570788227224050) 2024-09-13T12:32Z [----] followers, [---] engagements "@quantymacro This books is really good" [X Link](https://x.com/MarkBestForex/status/1834606549777396129) 2024-09-13T14:54Z [----] followers, [----] engagements "@CAndreisen @ValueStockGeek Insider trading laws apply to anyone who has access to non-public material information about a company not just people in management. This includes employees of public companies government workers and others who might obtain privileged information" [X Link](https://x.com/MarkBestForex/status/1834620908499071006) 2024-09-13T15:51Z [----] followers, [--] engagements "@0xFaust12 @neogoose_btw Nothing special amd 3950x [--] gb ram and a gtx [----]. I was hoping the new gen of amd chips would have [--] logical cores" [X Link](https://x.com/MarkBestForex/status/1834695328991527269) 2024-09-13T20:47Z [----] followers, [--] engagements "@DegenSugarBoo @0xFaust12 @neogoose_btw I think you need this to have more than [--] Google chrome tabs open" [X Link](https://x.com/MarkBestForex/status/1834695533312590046) 2024-09-13T20:47Z [----] followers, [--] engagements "@BeatzXBT @DegenSugarBoo @0xFaust12 @neogoose_btw I don't think you'd really use these as a server chip as the tdp is too high. They'd put out so much heat you could cook on them. In a server room it's be like the gates of hades" [X Link](https://x.com/MarkBestForex/status/1834697228822188281) 2024-09-13T20:54Z [----] followers, [---] engagements "@DegenSugarBoo @0xFaust12 @neogoose_btw Are video editors cpu or gpu bound I really don't know what these are useful for other than being amazing at compiling rust. High core count is good for running simulations. Other than that who knows" [X Link](https://x.com/MarkBestForex/status/1834698006529986798) 2024-09-13T20:57Z [----] followers, [---] engagements "@DegenSugarBoo @AlecStapp Per kilo. But yeah in Edeka packs like this are [--] eur/kg" [X Link](https://x.com/MarkBestForex/status/1835199571439370479) 2024-09-15T06:10Z [----] followers, [--] engagements "@soundsonacid @adlonymous Tell that to java" [X Link](https://x.com/MarkBestForex/status/1835205011820737005) 2024-09-15T06:32Z [----] followers, [--] engagements "@BjornLomborg Why would you buy a car that's going to be banned soon Why would you buy a car with little to no secondary market value. You can see this already in second hand diesel cars. They're heavily discounted due to lack of demand" [X Link](https://x.com/MarkBestForex/status/1835207007361479016) 2024-09-15T06:40Z [----] followers, [--] engagements "@DegenSugarBoo @AlecStapp Tbf you can get cigarettes and alcohol here for almost nothing. Meat is very expensive. Could be quality. Could be regulations. Idk" [X Link](https://x.com/MarkBestForex/status/1835207448132468906) 2024-09-15T06:42Z [----] followers, [--] engagements "@Rainmaker1973 I often heat my home by having a bonfire of wet wood in the living room. Any other way of doing it is just wrong" [X Link](https://x.com/MarkBestForex/status/1835209571335364824) 2024-09-15T06:50Z [----] followers, [--] engagements "@BlackSwan_ptf @ordinaryepsilon @ltrd_ @__paleologo Because you read taleb's fat tails book and there's a cartoon in it that told you to" [X Link](https://x.com/MarkBestForex/status/1835211091950870963) 2024-09-15T06:56Z [----] followers, [---] engagements "@BeatzXBT Deserialisation" [X Link](https://x.com/MarkBestForex/status/1835268956115919144) 2024-09-15T10:46Z [----] followers, [---] engagements "@BeatzXBT Or parsing. Or am I missing something" [X Link](https://x.com/MarkBestForex/status/1835269032385110402) 2024-09-15T10:46Z [----] followers, [--] engagements "@foa7y @BlackSwan_ptf Working as a desk quant is a special role where this is just part of the job. It's like being a desk dev is not pure either as your mainly trying to band aid stuff together as fast as possible. Quants often struggle with having to fudge things. It is what it is" [X Link](https://x.com/MarkBestForex/status/1835941856774889576) 2024-09-17T07:20Z [----] followers, [--] engagements "@VicVijayakumar They base data. Hope this helps" [X Link](https://x.com/MarkBestForex/status/1835986693159059665) 2024-09-17T10:18Z [----] followers, [--] engagements "One funny thing about HFT infra is it's often quite simple. Complexity is expensive and it's really hard to beat the efficiency of things like a simple array. Sometime I feel bad I don't use the new fancy xyz. The thing is I don't think most of it makes anything better" [X Link](https://x.com/MarkBestForex/status/1837023832089010669) 2024-09-20T06:59Z [----] followers, [----] engagements "@bentan__ @__paleologo I'd be interested to see this done using a cross asset portfolio containing stocks international stocks bonds metals crypto etc. At each number you have a N Choose Universe so each point should be a distribution. It would be interesting to see how the variance changes" [X Link](https://x.com/MarkBestForex/status/1837058500532339191) 2024-09-20T09:17Z [----] followers, [--] engagements "@john_ford77 @MerrynSW Do you have any idea why prices have doubled Is it a change in tax subsidies or something else No one is going to buy a smart car for 40k" [X Link](https://x.com/MarkBestForex/status/1837060081948512362) 2024-09-20T09:23Z [----] followers, [--] engagements Limited data mode. Full metrics available with subscription: lunarcrush.com/pricing
@MarkBestForex Mark BestMark Best posts on X about if you, money, max holloway, inflation the most. They currently have [-----] followers and [---] posts still getting attention that total [-------] engagements in the last [--] hours.
Social category influence finance countries cryptocurrencies technology brands ufc stocks currencies exchanges automotive brands social networks
Social topic influence if you, money, max holloway, inflation, stocks, hedging, debt, ai, market, what is
Top accounts mentioned or mentioned by @beatzxbt @dub0x3a @bruhftquant @quantarb @paleologo @levbeta @ptrpomorski @phoenixstealthy @maxholloway @pedma7 @degenquant @yenwod @alphazen @therobotjames @macrocephalopod @quantxbt @degensugarboo @quantymacro @airm4rx @alicecomfy
Top assets mentioned Ethereum (ETH) Bitvolt (VOLT) Quant (QNT) Bitcoin (BTC) Uber Technologies, Inc. (UBER) CVS Health Corp (CVS) MongoDB, Inc. (MDB) Reddit, Inc. (RDDT) Alphabet Inc Class A (GOOGL) Waves (WAVES)
Top posts by engagements in the last [--] hours
"@cryptoklotz @AlgodTrading show me a country where the tax rate is 20-30% on a [--] figure income"
X Link 2023-10-22T13:41Z [--] followers, [--] engagements
"@JosephPolitano What % of gdp was government deficit spending over time"
X Link 2023-11-06T08:55Z [--] followers, [--] engagements
"@therobotjames And then there is @larpcapitalwc and his opinion about btc"
X Link 2023-11-20T10:07Z [--] followers, [--] engagements
"@RampCapitalLLC No one that's still alive"
X Link 2023-12-17T07:24Z [--] followers, [--] engagements
"@TimMeggs I heard one of the bond quants at DB did this. Not in the middle of the day but just disappeared and never came to work again. No one knew what happened to him and it was the days before social media"
X Link 2024-02-04T21:47Z [--] followers, [----] engagements
"@leoxtc @BeatzXBT Yeah its a fair point. There always has to be a point where the queue becomes single file. So it depends on the exchange what you can do to get an advantage to be first to that part"
X Link 2024-02-04T22:54Z [--] followers, [--] engagements
"@leoxtc @BeatzXBT Do you market make Have you ever timed this latency difference"
X Link 2024-02-04T22:55Z [--] followers, [--] engagements
"@elonmusk @eyeslasho Did CS very few ppl I did my degree are coders now. Most are in sales or managers etc. Very few people are cut out of a career as coders and the worst part is that the incentives are all wrong"
X Link 2024-02-13T06:37Z [---] followers, [--] engagements
"@BeatzXBT @quant_arb Can you just over write the bba and set a dirty flag rather than using a q You only really need a q for trades. Then at least you won't get backed up"
X Link 2024-02-13T23:12Z [---] followers, [---] engagements
"@BeatzXBT @quant_arb Well there are two ways to do IPC. qs and the other is shared memory wrapped in a seqlock. The seperate processes isn't the end of things. A dirty flag is just a way to tell another process you've updated some data. In this case the consumer just needs the last seq no. processed"
X Link 2024-02-14T06:59Z [---] followers, [---] engagements
"@BeatzXBT @quant_arb The answer is. It depends. In most cases I think its over kill. It depends on the cardinality of your feeds to strategies. IPC though also just means threads talking to each other"
X Link 2024-02-14T09:22Z [---] followers, [--] engagements
"@13yroldwithcc You get the hero you deserve"
X Link 2024-02-24T10:10Z [---] followers, [---] engagements
"The UNI pump was at least good for testing the robustness of infrastructure"
X Link 2024-02-24T11:35Z [---] followers, [---] engagements
"@experquisite @Dub0x3A @max_holloway @BeatzXBT @nayshins There's some stuff like intrusive data structures and object pools that are a bit tricky in rust. Also it does kind of suck having to use get unchecked on vectors in an unsafe block if you want to avoid out of bnds checks. That said I hope I never use cpp again"
X Link 2024-03-23T09:20Z [---] followers, [--] engagements
"@Dub0x3A @max_holloway @BeatzXBT @experquisite @nayshins Whats's not discussed is if it's better to have something that's 10-20% faster but is a buggy mess full of alloc npe & hiesenbugs. Its worth doing it just to know why its hard to write good cpp. I'd happily give up some performance so I can sleep knowing it won't core dump"
X Link 2024-03-23T13:45Z [---] followers, [--] engagements
"@Dub0x3A @BeatzXBT @max_holloway @experquisite @nayshins Internal latency is nothing on network and network stack latency. You're always going to get hosed by someone with kernel bypass and a direct lines. Tbf you're learning all this stuff but becareful thinking speed in crypto == alpha"
X Link 2024-03-23T13:48Z [---] followers, [--] engagements
"@BeatzXBT Can't you just write a slow impl using a map and update both and confirm they're the same"
X Link 2024-03-26T07:02Z [---] followers, [---] engagements
"@Dub0x3A Very thorough and nicely presented"
X Link 2024-04-06T07:59Z [---] followers, [---] engagements
"Five Lines of Code: How and when to refactor If you're looking for a practical book on refactoring I can recommend this. Lots of examples and a lot of good ideas. https://a.co/d/e2KZ8pE https://a.co/d/e2KZ8pE"
X Link 2024-04-20T18:32Z [---] followers, [--] engagements
"@Austen How would it work. Would you mark to market. Or would you be told that the mark price was x then you calculate the tax you owe Also does that mean when you get taxed the next year that will be on the difference of the next mark price How do you get prices for illiquid assets"
X Link 2024-04-24T23:21Z [---] followers, [--] engagements
"@DismalDefi @Truthcoin Its also Eritrea"
X Link 2024-04-30T23:09Z [---] followers, [----] engagements
"There are rusty ways to write code and if you come from languages like python or even c++ it can be quite different. These are a few things that could help people getting into it and its slanted towards #hft/#hpc. https://markrbest.github.io/rust-for-the-rustless/ https://markrbest.github.io/rust-for-the-rustless/"
X Link 2024-05-02T08:41Z [---] followers, [----] engagements
"@BeatzXBT @elprodyukutogo And don't forget it"
X Link 2024-05-03T05:47Z [---] followers, [--] engagements
"@therobotjames @IDrawCharts Do you like Howard Mark's books"
X Link 2024-05-03T05:51Z [---] followers, [---] engagements
"@ieszczyk @BeatzXBT @Dub0x3A @soundsonacid @BruHFT_quant @quant_arb It can and should be done with zero locking"
X Link 2024-05-04T01:45Z [---] followers, [--] engagements
"@simplex_fx @Arantor How so Do you mean fragile tests I would assume tests would be less fragile if you're testing smaller functions which are either stateless or have much simpler dependencies"
X Link 2024-05-05T13:59Z [---] followers, [--] engagements
"@DrawsMiguel I don't think that cpp will be replaced by rust. For uber performance cpp will win out. All languages have their place to shine. The language that now doesn't need to exist is java"
X Link 2024-05-08T05:16Z [---] followers, [---] engagements
"@mcneilly_alex Cope"
X Link 2024-05-09T07:04Z [---] followers, [--] engagements
"@PtrPomorski This is as bad if not worse than your take on kf. Is this bait or do you actually believe it I think the only place that might have merit is as a pre filter to regression like deprado describes in adv. in ML. U need confidence intervals. That plus all the reg residual tests"
X Link 2024-05-09T08:41Z [---] followers, [---] engagements
"@atc6955 2.5k would buy you a 32gb monster gaming laptop with double the specs of this. Apple is just a tax on laziness"
X Link 2024-05-09T09:16Z [---] followers, [--] engagements
"@goretexamerica @lemire Who would people be buying the goods from"
X Link 2024-05-10T11:24Z [---] followers, [--] engagements
"@FedeItaliano76 University maths building from the 60s"
X Link 2024-05-10T11:55Z [---] followers, [---] engagements
"@jamonholmgren Didn't CVS only allow one file to be locked at a time I remember a project where there was a person coordinating who could work on what files for a team of [---] people"
X Link 2024-05-11T13:09Z [---] followers, [--] engagements
"@BruHFT_quant @Dub0x3A This is impressive. What chip is it on On an amd 3950x I get about 350ns. So I'm wondering now where the fat is"
X Link 2024-05-11T17:49Z [---] followers, [---] engagements
"@RootOfParadox @BruHFT_quant @Dub0x3A I just have the numbers to mind as I was working on it recently"
X Link 2024-05-11T21:10Z [---] followers, [--] engagements
"@BruHFT_quant @RootOfParadox @Dub0x3A @JeffBezos If you're getting that latency on a laptop you should be good. Server chips are normally lower tdp and clock than desktops. I'd say that instruction set and mem speed are likely the biggest reasons for differences. I don't assume macOs is a thing as why would anyone use them"
X Link 2024-05-11T21:38Z [---] followers, [---] engagements
"Just finished this. A lot of useful ideas for parameter optimisation of hard to simulate systems (see mm). Author is ex getco. Its a pretty easy read and the stats are not too spicy"
X Link 2024-05-12T16:10Z [---] followers, [----] engagements
"@sahebswaich Why couldn't you just use limit orders to work out of it"
X Link 2024-05-13T20:18Z [---] followers, [---] engagements
"Recent discussions about tick to trade made me do a more in depth analysis of the practical problems. Data is really bursty and the problem is actually worse than i thought. Thanks @BruHFT_quant for the inspiration. https://markrbest.github.io/message-arrival-rates-and-latency/ https://markrbest.github.io/message-arrival-rates-and-latency/"
X Link 2024-05-14T06:51Z [---] followers, 31.5K engagements
"@zenhft @BruHFT_quant I made the account [--] years ago when i still worked in TradFi. I mean crypto is kind of a currency"
X Link 2024-05-14T09:37Z [---] followers, [---] engagements
"@zenhft @BruHFT_quant Its super important if you trade forex repo"
X Link 2024-05-14T09:38Z [---] followers, [---] engagements
"@hot_girl_spring just talk about monads for half and hour. You will never be asked to present anything again"
X Link 2024-05-14T10:02Z [---] followers, [---] engagements
"@0xDeadSheep @BruHFT_quant You can normally work it out pretty simply looking at short term mark outs"
X Link 2024-05-15T09:13Z [---] followers, [--] engagements
"@loftwah Last Sunday. Par [--] [---] yards. Used a [--] onto the green"
X Link 2024-05-15T09:50Z [---] followers, [--] engagements
"@JaeMargal 2am wedding version every time"
X Link 2024-05-15T10:07Z [---] followers, [--] engagements
"@Ola_tunjl Yes"
X Link 2024-05-15T10:17Z [---] followers, [--] engagements
"@BeatzXBT @KlondikeFX @Dub0x3A i would also like to know this"
X Link 2024-05-15T10:53Z [---] followers, [--] engagements
"@dillon_mulroy I don't understand how you could ever prefer merge"
X Link 2024-05-15T18:33Z [---] followers, [---] engagements
"@cryptohound666 How are you computing it You might see some advantages from realised vol. If you stuck on a math thing like this. The easiest thing to do is just run the portfolio optimiser with the daily and [--] hour cov and check weights. You can also convert with the root T rule"
X Link 2024-05-16T05:15Z [---] followers, [---] engagements
"@ValueStockGeek There's a guy who wrote a book about horse racing and being a bookie. He said he could never make money as a punter. The book is under round by 30%. Its amazing anyone uses them vs betfair that about 1%"
X Link 2024-05-16T05:27Z [---] followers, [--] engagements
"@therobotjames @EntropyChase Its called trading james. We are professionals after all"
X Link 2024-05-16T05:59Z [---] followers, [--] engagements
"@EntropyChase Its not you are better of just trying to choose a good asset universe and then using risk parity"
X Link 2024-05-16T06:08Z [---] followers, [--] engagements
"@levbeta @Dub0x3A This is also a little bit @BruHFT_quant fault. That's who i blame at least"
X Link 2024-05-16T06:10Z [---] followers, [---] engagements
"@BruHFT_quant have fun with variable array lengths"
X Link 2024-05-18T21:16Z [---] followers, [---] engagements
"@l1quid1ty More to vol than theta"
X Link 2024-05-19T12:23Z [---] followers, [--] engagements
"@goretexamerica @VinnyLingham No"
X Link 2024-05-20T12:09Z [---] followers, [--] engagements
"@YannickKae The problem is one interest rate volatility to rule them all. Assuming you can price a 30y from a short term IR model is at best optimistic. Have you looked at how to bootstrap a swap curve The liquidity is split over 3-4 different assets. Reality is hard"
X Link 2024-05-22T08:27Z [---] followers, [---] engagements
"@0xfdf @quantymacro @YannickKae Which ones There is STIRs Swaps Eur Govs and USTs. Answer is a bit diff in each. I have most experience with Eur Gov but basically you build an IR curve and per country curve. These are fit from liquid on the run bonds. Each curve has 3-4 factors. Then there's the repo issue"
X Link 2024-05-22T17:40Z [---] followers, [--] engagements
"@0xfdf @quantymacro @YannickKae These are cool plots you often see of rates and i think visually describe the hedging problem. You can be fully hedged and still get rekt by owning the wrong end/parts of the curve"
X Link 2024-05-22T17:54Z [---] followers, [--] engagements
"@andrewhoyer I did it once working with a platform dev. I knew the maths better they knew the coding better. It was all in all great. Doing it for every task makes no sense. It might work well for coding interfaces"
X Link 2024-05-23T08:50Z [---] followers, [--] engagements
"@PicturesFoIder Why not raise both ends Then you have space for [--] cars plus you don't have to live like you're on a sinking ship"
X Link 2024-05-24T06:10Z [---] followers, [--] engagements
"@BITVOLT Wow that is actually pretty interesting to see"
X Link 2024-05-24T09:45Z [---] followers, [--] engagements
"@ramsfan55 @wanyeburkett The bit that's not discussed here is that in Europe you get none of this if you're self employed. So you get tonnes of welfare if you work for a large company. But if you don't then its a very different world. Being an entrepreneur in Europe is discouraged for reasons like this"
X Link 2024-05-25T06:45Z [---] followers, [--] engagements
"@cam_perrault We're you eating Chipotle I think I might know why"
X Link 2024-05-25T06:46Z [----] followers, [----] engagements
"@BruHFT_quant @anerdguynow OK follow up. Where do you keep grub When I buy a new disk and do a clean install grubs a bit of a pain"
X Link 2024-05-29T08:06Z [---] followers, [--] engagements
"@BeatzXBT @AirM4rx @Alice_comfy @levbeta @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway @yenwod_ Have you considered conflation. It'd basically just pull everything off the queue if you still have quotes on there or get a trade msg/other non quote. Then process the book and trades. It saves expensive feature calculations when you get a lot of irrelevant updates"
X Link 2024-05-30T06:15Z [---] followers, [---] engagements
"@DegenQuant @levbeta I was doing a bit more research into this and i think criterion benches give much better numbers than its possible to get live. I'm assuming it's just because the cache is super hot with using the same message. In reality I get super different numbers than the bench gives"
X Link 2024-05-30T06:22Z [---] followers, [---] engagements
"@6___0 @BeatzXBT @AirM4rx @Alice_comfy @levbeta @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway @yenwod_ You can just dump the ws msgs to a text file and replay them. Its useful to do this in test cases as it stresses the code more. Or are you talking about something else"
X Link 2024-05-30T12:15Z [---] followers, [--] engagements
"@BruHFT_quant @cognazor I don't mind studying it. I have a PDC. The issue is (mostly a European thing) access to land is a big problem. I went to a talk about growing food and everyone their either inherited land or sold property in cities to buy it. If you're young then best of luck"
X Link 2024-05-31T08:32Z [---] followers, [---] engagements
"@DorianDevelops Jesus christ no"
X Link 2024-06-01T06:53Z [----] followers, [---] engagements
"@Tallow_beach Are you trying to justify a disgustingly long nvidia position"
X Link 2024-06-02T05:35Z [---] followers, [---] engagements
"Remember kids if it looks like cope smells like cope. It's probably cope"
X Link 2024-06-02T10:04Z [---] followers, [---] engagements
"@yenwod_ @levbeta @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ @max_holloway I don't think it would be. I'm not sure about the batches part. I suppose you can read as much as you can until you can either drain the q hit a specific msg type or have read more than n messages before processing things. The concern would be causing some form of starvation"
X Link 2024-06-02T12:44Z [---] followers, [---] engagements
"@max_holloway @yenwod_ @levbeta @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ checks messages every n micros is going to be an issue"
X Link 2024-06-02T17:05Z [---] followers, [---] engagements
"@levbeta @max_holloway @yenwod_ @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ There are lock free ones. Which the cost is just the object write and updating an atomic int"
X Link 2024-06-02T20:35Z [---] followers, [---] engagements
"@levbeta @max_holloway @yenwod_ @BeatzXBT @AirM4rx @Alice_comfy @DegenQuant @sergeesolovev @Dub0x3A @OBS_orderflow @cryptoquantHQ There are loads of lock free q implementation. I've not used kanal. It would be worth benchmarking"
X Link 2024-06-02T21:12Z [---] followers, [---] engagements
"@quantymacro When I was at DB one of the US grads had this happen to him. His solution was to punch a hole through the middle of the door and climb out. I went there for drinks and let's say the huge hole raised some questions. Im Glad you survived"
X Link 2024-06-09T14:30Z [---] followers, [---] engagements
"@levbeta I didn't say I learnt it well. I was thinking of the word peixes"
X Link 2024-06-09T14:31Z [---] followers, [--] engagements
"@quant_arb RUST MENTIONED"
X Link 2024-06-09T14:35Z [---] followers, [---] engagements
"@PtrPomorski @pedma7 Bullets"
X Link 2024-06-09T14:45Z [---] followers, [--] engagements
"@Hamptonism Someone didn't spoon feed me. How could this happen"
X Link 2024-06-14T08:32Z [---] followers, [---] engagements
"@BruHFT_quant @Hamptonism What i don't get is any exposure to personal projects would solve the problem. So i can only assume they have never coded in their spare time. This is probably the bigger red flag"
X Link 2024-06-14T09:33Z [---] followers, [--] engagements
"@0xfdf @macrocephalopod @systematicls I went to a talk put on by bloomberg where there were PMs talking about macro strstegies. They said there is only predictability on monthly timeframes. It seemed most of their models used inputs like inflation etc. I'm sure there's also cycle based strategies that target sectors"
X Link 2024-06-17T21:37Z [---] followers, [---] engagements
"@alifarhat79 The Yorkshire pudding"
X Link 2024-06-22T16:00Z [---] followers, [--] engagements
"@quant_xbt Can you not run python 3.11"
X Link 2024-06-23T07:21Z [---] followers, [---] engagements
"@BeatzXBT @MrEhpresso @quant_xbt This"
X Link 2024-06-23T07:25Z [---] followers, [--] engagements
"@PGATUOR Does anyone even use even irons"
X Link 2024-06-23T07:41Z [---] followers, [--] engagements
"@BeatzXBT @quant_xbt Not yet i just know [----] was a big performance boost over [----]. https://en.lewoniewski.info/2023/python-3-10-vs-python-3-11-performance-testing/ https://en.lewoniewski.info/2023/python-3-10-vs-python-3-11-performance-testing/"
X Link 2024-06-23T09:35Z [---] followers, [---] engagements
"@ChShersh I'm not familiar with ocaml syntax but the example is pretty clear. Thanks"
X Link 2024-06-24T17:50Z [---] followers, [--] engagements
"@htmx_org How do you live like this"
X Link 2024-06-24T22:11Z [---] followers, [---] engagements
"@unusual_whales Source: trust me bro"
X Link 2024-06-26T22:32Z [---] followers, [--] engagements
"@Aero01Ag @Ankit_Quant Very curious"
X Link 2024-06-27T11:01Z [---] followers, [--] engagements
"@TheJackForge Aderall"
X Link 2024-06-28T15:38Z [----] followers, [--] engagements
"@BeatzXBT @SmallCapSmarts @Dub0x3A Its interesting that not a lot of c++ hft stuff gets posted. Probably because it's all in funds and people tend not to share it. That or its absolutely horrendous and its hard to explain a [----] lines of asm and avx512 riddled code"
X Link 2024-06-28T21:52Z [----] followers, [---] engagements
"@BruHFT_quant @Dub0x3A Come To The Dark Side"
X Link 2024-06-29T07:37Z [----] followers, [---] engagements
"@iamalabradoodle @idoccor @BruHFT_quant @BeatzXBT @SmallCapSmarts @Dub0x3A Don't use mutexes. Unordered maps are 0(1) lookup. Intrusive data structures for order books. Ring buffers for ipc. If you need to do multiple emas you can use avx to do many exp calcs. Cpu affinity and cpu isolation"
X Link 2024-06-29T20:45Z [----] followers, [--] engagements
"@BruHFT_quant @Dub0x3A You're not going to like this but if you're not running on a bare metal machine then this is pretty accedemic. Also the cheap aws ones are arm64 which is absolutely ass"
X Link 2024-06-30T08:23Z [----] followers, [---] engagements
"@paddyjobsman Who is honestly replying to this absolute garbage Linked in is the day time tv of social media"
X Link 2024-06-30T08:54Z [----] followers, [--] engagements
"@__paleologo Probably. The thing is i expect that most people don't even get the point about the above being a regression and the parameters being distributions. To re-formulated this as a multivariate regression on market risk factors will only make that problem worse"
X Link 2024-07-02T12:13Z [----] followers, [--] engagements
"God damn you rust"
X Link 2024-07-02T15:06Z [----] followers, [---] engagements
"@levbeta @BruHFT_quant @cremedupepe"
X Link 2024-07-02T16:11Z [----] followers, [---] engagements
"@midpricedog @levbeta @BruHFT_quant @cremedupepe I'm embarrassed to say for a very long time i didn't even know that multi threading isnt even multi processing in python"
X Link 2024-07-02T16:16Z [----] followers, [---] engagements
"@Vertox_DF [--]. If its a good lecture they will explain the material and not just read notes. [--]. learning incrementally means you are more likely to remember it for the exam. [--]. If you dont get it you can ask questions [--]. More likely you will just not study it until [--] day before the exam"
X Link 2024-07-04T09:29Z [----] followers, [---] engagements
"@Vertox_DF We had a fixed income class in business school which was absolutely knarley. It was derivation of HJM and swaption pricing etc. I think about 20% of the class came to lectures. I have absolutely no idea how the hell you think you're teaching yourself that shit at home with notes"
X Link 2024-07-04T10:16Z [----] followers, [---] engagements
"Dialect in europe is crazy. I can meet people from new zealand/india/kenya etc and have no problem talking to them. In Europe you can travel 50km and have no idea what anyone is saying. Language seems to be a continuous thing with dialects bridging the gap between countries"
X Link 2024-07-08T08:23Z [----] followers, [---] engagements
"@DegenSugarBoo @BruHFT_quant @Dub0x3A @BeatzXBT @nayshins"
X Link 2024-07-14T10:07Z [----] followers, [----] engagements
"@DonMiami3 @MacroEdgeRes @MacroEdgeVision This is meant to be why you get paid so much. You cant have a mean variance trade off without variance"
X Link 2024-07-15T08:22Z [----] followers, [---] engagements
"@0xFaust12 @levbeta @alex_balasky I did an evaluation of it. I just remember the memory footprint being insane. I don't know what you have to do internally to make mongodb a column store but it didn't seem good"
X Link 2024-07-17T05:07Z [----] followers, [--] engagements
"@AMAZlNGNATURE this looks like an example of testing in production"
X Link 2024-07-22T11:26Z [----] followers, [--] engagements
"@DegenSugarBoo @mrsiipa Maybe an over lay that only lets you surf twitter/whats app for [--] minutes at a time Like those things the only let you text if you can solve a math problem to avoid drunk texting"
X Link 2024-07-23T07:09Z [----] followers, [--] engagements
"@PtrPomorski My go to on this is. "You can get 2x the spec for the same price and slap linux on it." What is the main argument against this I know linux can be a pain in the ass sometimes. It is a million times better than it was. I dont do much pytorch cuda stuff though"
X Link 2024-07-23T07:15Z [----] followers, [---] engagements
"When you start using a new library is good to write a bunch of test case around it. This has two main advantages [--]. You can check if works the way you think it does [--]. You can make sure this is also true over time as version change. And yes i just got burned by not doing this"
X Link 2024-07-23T07:31Z [----] followers, [---] engagements
"The thing that is missed from this is the detrimental effect on compounding. Starting with a $10k portfolio over the last [--] years of snp returns it would end with $327k. With 10% unrealised cap gains the final balance is 209k and 20% unrealised cap gains would make it 133k. Starting in [----] Australia will begin taxing unrealized gains in employee pension-fund accounts with balances over A$3 million ($2 million). https://t.co/Er4JkIMai5 Starting in [----] Australia will begin taxing unrealized gains in employee pension-fund accounts with balances over A$3 million ($2 million)."
X Link 2024-07-30T07:03Z [----] followers, [---] engagements
"So 20% unrealized capital gains tax might not sound like much but it would lead to you loosing 66% of your retirement pot. When it comes to retirement savings strategies tax efficiency and time are king"
X Link 2024-07-30T07:06Z [----] followers, [---] engagements
"@circlepacker Thing is you shouldnt have to"
X Link 2024-07-30T19:28Z [----] followers, [--] engagements
"@__paleologo Time slows down as you get close to the even horizon. I'm not sure if this is also true if you are the event horizon. There maybe hope for you yet"
X Link 2024-07-30T19:39Z [----] followers, [---] engagements
"@BitcoinSapiens There will be some other currency/store of value. Then the current dollar will be inflated to infinity to pay the debt. Its a tale as old as time. The only question is what the new currency will be and if its CDBCs PMs or crypto. Im not that bullish on it being crypto"
X Link 2024-07-30T19:49Z [----] followers, [--] engagements
"@itsfoss2 Im cheap AF"
X Link 2024-07-31T08:18Z [----] followers, [--] engagements
"Everyone is loosing their minds over this retracement. Have some perspective"
X Link 2024-08-03T08:20Z [----] followers, [---] engagements
"How do you control for idio syncratic risk in a portfolio Do you use regularisation or do you estimate it and put caps inside the portfolio construction step There's just always risk in crypto that one coin goes bananas so I'm wondering how you manage that"
X Link 2024-08-03T10:16Z [----] followers, [----] engagements
"@__paleologo @jupiters_string I need to read your book again in more detail. The issues is that the contributions of the idiosyncratic part often dont but can matter a lot. The possible ways to manage this are stops or by managing VaR directly but both are not good solutions"
X Link 2024-08-03T16:04Z [----] followers, [---] engagements
"@__paleologo @jupiters_string But i think by measuring the residual risk after the factor hedging is done and controlling that should solve the problem as then the positions should be normlised such that one asset can blow up the account. Quite a few got blown up shorting LUNA in the crash"
X Link 2024-08-03T16:05Z [----] followers, [---] engagements
"@ALBACapMgmt I thought part of the mandate of central banks is to ensure price stability and a well functioning market I also base that on the SNB nuking the EURCHF peg in 2015"
X Link 2024-08-05T08:05Z [----] followers, [---] engagements
"@beaniemaxi That some interesting x axis you got there"
X Link 2024-08-05T09:05Z [----] followers, [---] engagements
"well this aged well"
X Link 2024-08-05T11:10Z [----] followers, [---] engagements
"@andrew_lfc18 They are really not great as an online filter fyi. They're useful for calibration of online models by fitting deviation expectations. They are just a center smoother and when used online it has to guess half the data which ruins any abilty to predict"
X Link 2024-08-09T05:26Z [----] followers, [---] engagements
"@ekrii3 How would this impact circle packing algorithms"
X Link 2024-08-09T05:28Z [----] followers, [---] engagements
"@__paleologo The results speak for themselves The best boss is a light touch and you don't even know they're there"
X Link 2024-08-09T05:43Z [----] followers, [---] engagements
"@stalequant That last one is absolute filth Thanks for the timings I didn't realise the difference would be so much"
X Link 2024-08-09T05:54Z [----] followers, [--] engagements
"@miniapeur ewww"
X Link 2024-08-09T08:12Z [----] followers, [---] engagements
"@miniapeur I started to study cosmology and astro physics. I have a math background so figured it'd be not too difficult to grasp the basics. I eventually gave up. I get the feeling many of the theories seems to be more story telling than science. Dark matter is just Texas sharpshooting"
X Link 2024-08-10T10:54Z [----] followers, [---] engagements
"@LynAldenContact its because your ratios are absolutely brutal"
X Link 2024-08-13T06:30Z [----] followers, [--] engagements
"@ibuildthecloud Skill issue"
X Link 2024-08-15T12:28Z [----] followers, [---] engagements
"@PeeneyTodd This might just be top tier engagement bait"
X Link 2024-08-15T20:31Z [----] followers, [--] engagements
"@wesbos order book matching. Its just a neat optimsation problem with some cool data structures"
X Link 2024-08-15T20:35Z [----] followers, [---] engagements
"@phoenixstealthy Is this on a single asset or the whole exchange"
X Link 2024-08-20T05:04Z [----] followers, [---] engagements
"@phoenixstealthy i would make a joke about the french and work ethic but i am guilty of exactly the same crime"
X Link 2024-08-20T06:40Z [----] followers, [--] engagements
"@phoenixstealthy yeah it was wrong. You need to add :USDT to the symbol in ccxt to get perps. The previous what binance spot vs HL perps. This is the corrected chart"
X Link 2024-08-20T07:13Z [----] followers, [---] engagements
"@predict_addict It's a really great book. So is the power of gold"
X Link 2024-08-20T13:05Z [----] followers, [---] engagements
"@phoenixstealthy You can just mute/block them. The person is openly hostile if you try to engage with them"
X Link 2024-08-21T06:15Z [----] followers, [---] engagements
"@BlackSwan_ptf @quantymacro If you're young it's still a good idea to use the bar bell strategy. Basically punt with 10% you have time and these small investment can really grow over time. What's the next nvidia/apple/tesla"
X Link 2024-08-24T09:33Z [----] followers, [---] engagements
"@BeatzXBT @PaulSkallas This was something I thought a total of zero people would care about"
X Link 2024-08-25T06:51Z [----] followers, [---] engagements
"@immersant_ai @PaulSkallas Time lapse (astrophotography) can be done from even tokyo since you can use super fine filters of 3-5nm. If you want to look directly with say a dobson at nebula or galaxies then light pollution makes details hard to see"
X Link 2024-08-25T06:57Z [----] followers, [---] engagements
"@macrocephalopod I thought Aella was your quant"
X Link 2024-08-25T08:55Z [----] followers, [----] engagements
"@therobotjames @macrocephalopod I'm as surprised as anyone that she has terrible takes"
X Link 2024-08-25T09:00Z [----] followers, [---] engagements
"@therobotjames @PiQSuite Do I get a second season"
X Link 2024-08-25T09:20Z [----] followers, [--] engagements
"@FinancialPhys More importantly its levered interest rate spread trade. Ideally you are making more from rent + appreciation than the loans + costs. Its worked well for a long time. The thing is its a crazy crowded trade but its so far been a plus since its politically impossible to stop"
X Link 2024-08-27T14:09Z [----] followers, [--] engagements
"@SantiagoAuFund At what stage of the fiat system The first bit or the second bit where one half votes to eat the other half"
X Link 2024-08-28T06:01Z [----] followers, [--] engagements
"@Budgetdog_ Football NFL football College football"
X Link 2024-08-28T18:03Z [----] followers, [--] engagements
"@quant_xbt There is zero chance this gets passed. If they actually wanted to do it they'd make it a much lower number"
X Link 2024-08-29T06:32Z [----] followers, [---] engagements
"@LynAldenContact What is the value in gdp numbers that include government spending or at least doesn't discount deficit spending"
X Link 2024-08-30T08:14Z [----] followers, [--] engagements
"@PtrPomorski There's a book about behavioral economics that describes a game where people are asked to chose a number between [--] and [---]. You win if you choose 1/3 of the average number chosen. The game measures how many levels of secondary effect most people can deal with"
X Link 2024-08-30T08:38Z [----] followers, [---] engagements
"@BigJohn043 The world has changed since you started. Pay vs cost of living is very different now the cities are different also. IB used to pay massively over the odds and was worth how hard it was. Now it is well paid but not as clearly worth the sacrifice"
X Link 2024-08-30T14:03Z [----] followers, [---] engagements
"@Tallow_beach @W98AB There are some weird cases where this can happen. If you buy on leverage you assume the brokerage can stop you out when you have hit the liquidation limit. The question is who assumes the risk if/when they cant. This was a problem when the SNB pulled the EUR peg"
X Link 2024-08-31T13:31Z [----] followers, [--] engagements
"@rawdeg Maybe FP books should actually focus on being useful rather than reading like a math book. I'm currently learning haskel but its still super hard to see how to solve even simple problems"
X Link 2024-09-03T09:13Z [----] followers, [---] engagements
"@marketplunger1 "Why I chose to be exit liquidity and you should too""
X Link 2024-09-04T09:02Z [----] followers, [---] engagements
"@GoshawkTrades What is a cluster strategy"
X Link 2024-09-04T16:32Z [----] followers, [---] engagements
"@AMAZlNGNATURE I used to live in whistler and this would happen with brown bears"
X Link 2024-09-05T06:56Z [----] followers, [--] engagements
"@BeatzXBT So what you're saying is you want to buy me a lambo"
X Link 2024-09-05T07:17Z [----] followers, [---] engagements
"@BeatzXBT @quantkaks"
X Link 2024-09-05T07:41Z [----] followers, [---] engagements
"@kellabyte I was also wondering about this Do you know what language this is written in People complain about SaaS bills and then write software that needs an entire data center to run doom"
X Link 2024-09-05T07:53Z [----] followers, [----] engagements
"Is my feed is really just going to get worse and worse until the US election is over"
X Link 2024-09-05T09:46Z [----] followers, [---] engagements
"@Not_the_Bee Most people don't understand the damage this would do to the life time compounding. Taxing 25% unreliased capital gains means you end up with about 1/3 what you would otherwise over a life time of investing. It will cripple retirement saving"
X Link 2024-09-05T10:15Z [----] followers, [--] engagements
"@cryptohound666 @PtrPomorski I 100% do this at my firm and I got the idea from a fund I work at. Its only good for market data files that are massive and naturally partitioned. You can memmap them so its insanely fast to load"
X Link 2024-09-06T10:33Z [----] followers, [--] engagements
"@macrocephalopod @quantymacro Depends on the country. Yes about making payments but if you're in a short term fix then you get dinged when you try to re-fix the rates. It one of the reasons I never wanted to own a house in the uk"
X Link 2024-09-07T20:07Z [----] followers, [---] engagements
"@ekrii3 *reddit"
X Link 2024-09-08T09:59Z [----] followers, [--] engagements
"@__paleologo If the goal is hedging election risk are any products not binary options They are not that useful for say hedging an energy portfolio. I get that the option price is continuous until expiry but I would need to see that they correlate sufficiently with TradFi to be useful"
X Link 2024-09-10T07:44Z [----] followers, [---] engagements
"@GayBearRes"
X Link 2024-09-10T10:06Z [----] followers, [--] engagements
"@__paleologo Do he actually ever offer solutions to the problems he raises I actually like that he addresses some of the technical points of econometrics/statistics but i dont like treating trading/investing as a purely statistical problem"
X Link 2024-09-10T11:42Z [----] followers, [---] engagements
"@volatilitynoob @__paleologo The question was not asking about hedging tail risk. Ive read a lot about it and even taleb stuff on long gamma option strats. I think there's a simple solution to the fat tail problem using information based sampling. Im just wondering if the book is [---] pages of him complaining"
X Link 2024-09-10T11:54Z [----] followers, [---] engagements
"@BarrettSallee Tell me you have never been to Switzerland without telling me you have never been to Switzerland"
X Link 2024-09-11T07:38Z [----] followers, [--] engagements
"Anyone know if this note is true In France if you walk away with 53k your employer pays 147k. That is not something that is sustainable"
X Link 2024-09-11T08:50Z [----] followers, [----] engagements
"@pmarca Do you remember back when 800bn was a lot of money"
X Link 2024-09-11T09:43Z [----] followers, [--] engagements
"@macrocephalopod It's better than the note made it sound. Still for someone to get 63k the company pays 143k so the effective tax rate is 55%. This is not that much more than i pay in Germany so i can believe it. I would say there is a reason payroll taxes are largely not discussed"
X Link 2024-09-11T13:38Z [----] followers, [---] engagements
"@AlecStapp At the moment about 70% is coming from renewables. source: https://www.energymonitor.ai/power/live-eu-electricity-generation-map/cf-view&cf-closed https://www.energymonitor.ai/power/live-eu-electricity-generation-map/cf-view&cf-closed"
X Link 2024-09-11T15:48Z [----] followers, [---] engagements
"@dem1128 @AlecStapp The other things that aren't mentioned is energy production is 4x more expensive than the US and 6x more expensive than Russia. Also hungary that has a lot of nuclear is 2x as expensive as france. So idk exactly how its all calculated"
X Link 2024-09-11T16:27Z [----] followers, [--] engagements
"@SantiagoAuFund @capital_vmv Sounds like a lot of work though"
X Link 2024-09-11T16:36Z [----] followers, [--] engagements
"@PtrPomorski I wonder about this since I think WFH is terrible for people early in their career. You cant have one without the other"
X Link 2024-09-12T08:41Z [----] followers, [---] engagements
"@__paleologo Easy read before going to bed"
X Link 2024-09-12T20:39Z [----] followers, [---] engagements
"@ValueStockGeek You know that most professionals make money from some inside edge be it firm reputation access to information in low information markets better tech or better relationships with exchanges/fees. Retail traders aren't playing the same game at all"
X Link 2024-09-13T12:32Z [----] followers, [---] engagements
"@quantymacro This books is really good"
X Link 2024-09-13T14:54Z [----] followers, [----] engagements
"@CAndreisen @ValueStockGeek Insider trading laws apply to anyone who has access to non-public material information about a company not just people in management. This includes employees of public companies government workers and others who might obtain privileged information"
X Link 2024-09-13T15:51Z [----] followers, [--] engagements
"@0xFaust12 @neogoose_btw Nothing special amd 3950x [--] gb ram and a gtx [----]. I was hoping the new gen of amd chips would have [--] logical cores"
X Link 2024-09-13T20:47Z [----] followers, [--] engagements
"@DegenSugarBoo @0xFaust12 @neogoose_btw I think you need this to have more than [--] Google chrome tabs open"
X Link 2024-09-13T20:47Z [----] followers, [--] engagements
"@BeatzXBT @DegenSugarBoo @0xFaust12 @neogoose_btw I don't think you'd really use these as a server chip as the tdp is too high. They'd put out so much heat you could cook on them. In a server room it's be like the gates of hades"
X Link 2024-09-13T20:54Z [----] followers, [---] engagements
"@DegenSugarBoo @0xFaust12 @neogoose_btw Are video editors cpu or gpu bound I really don't know what these are useful for other than being amazing at compiling rust. High core count is good for running simulations. Other than that who knows"
X Link 2024-09-13T20:57Z [----] followers, [---] engagements
"@DegenSugarBoo @AlecStapp Per kilo. But yeah in Edeka packs like this are [--] eur/kg"
X Link 2024-09-15T06:10Z [----] followers, [--] engagements
"@soundsonacid @adlonymous Tell that to java"
X Link 2024-09-15T06:32Z [----] followers, [--] engagements
"@BjornLomborg Why would you buy a car that's going to be banned soon Why would you buy a car with little to no secondary market value. You can see this already in second hand diesel cars. They're heavily discounted due to lack of demand"
X Link 2024-09-15T06:40Z [----] followers, [--] engagements
"@DegenSugarBoo @AlecStapp Tbf you can get cigarettes and alcohol here for almost nothing. Meat is very expensive. Could be quality. Could be regulations. Idk"
X Link 2024-09-15T06:42Z [----] followers, [--] engagements
"@Rainmaker1973 I often heat my home by having a bonfire of wet wood in the living room. Any other way of doing it is just wrong"
X Link 2024-09-15T06:50Z [----] followers, [--] engagements
"@BlackSwan_ptf @ordinaryepsilon @ltrd_ @__paleologo Because you read taleb's fat tails book and there's a cartoon in it that told you to"
X Link 2024-09-15T06:56Z [----] followers, [---] engagements
"@BeatzXBT Deserialisation"
X Link 2024-09-15T10:46Z [----] followers, [---] engagements
"@BeatzXBT Or parsing. Or am I missing something"
X Link 2024-09-15T10:46Z [----] followers, [--] engagements
"@foa7y @BlackSwan_ptf Working as a desk quant is a special role where this is just part of the job. It's like being a desk dev is not pure either as your mainly trying to band aid stuff together as fast as possible. Quants often struggle with having to fudge things. It is what it is"
X Link 2024-09-17T07:20Z [----] followers, [--] engagements
"@VicVijayakumar They base data. Hope this helps"
X Link 2024-09-17T10:18Z [----] followers, [--] engagements
"One funny thing about HFT infra is it's often quite simple. Complexity is expensive and it's really hard to beat the efficiency of things like a simple array. Sometime I feel bad I don't use the new fancy xyz. The thing is I don't think most of it makes anything better"
X Link 2024-09-20T06:59Z [----] followers, [----] engagements
"@bentan__ @__paleologo I'd be interested to see this done using a cross asset portfolio containing stocks international stocks bonds metals crypto etc. At each number you have a N Choose Universe so each point should be a distribution. It would be interesting to see how the variance changes"
X Link 2024-09-20T09:17Z [----] followers, [--] engagements
"@john_ford77 @MerrynSW Do you have any idea why prices have doubled Is it a change in tax subsidies or something else No one is going to buy a smart car for 40k"
X Link 2024-09-20T09:23Z [----] followers, [--] engagements
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/creator/twitter::MarkBestForex