b********r
发帖数: 1080 | 1 弄了个HF的on site面试.要看一下time series的High Frequency吗?
比如Tsay的书?
金融方面要看些什么呢, derivative? interest model?
数学呢? 是侧重概率还是统计,或是SDE?
计算机,是Monte Carlo还是数值PDE呢?
请大侠们指点一下,就一周时间了.谢谢! |
|
t**o
发帖数: 64 | 2 没有啊，啥都没放
resume上只说会C++
这个position可能和high frequency有点沾边（所以标题里写了related）。觉得了解
一下，也是对对方group的尊重。
现在完全没有方向。。。 |
|
f***3
发帖数: 92 | 3 high frequency trading can use c++ to either build model, or to execute
trade. the first case, you will need quantitative knowledge, stats,
optimization etc. in the second case, you will need strong programming skill
, speed is everything. |
|
t*****e
发帖数: 53 | 4 Whats the different between these two? the recruiter told me that they are
the same. Both are actually doing high frequency trading. Is he right? |
|
r*******m
发帖数: 109 | 5 market making is getting rebate by providing liquidity, which is part of
high frequency trading. |
|
p****u
发帖数: 2596 | 6 公司其他组的openning，我贡献下，整体来说在developer里面算很好的position....
可以站内联系
We are looking for a developer in NY with very good experience with C++/
Linux who preferably has background building high performance applications.
However as long as the candidate has a solid C++ and O/S foundation not
having high frequency trading technology background will be fine.
• Senior Developer:
Design, develop, and support automated trading systems and
Exchange/ECN connectivity.
Design and d |
|
f******y
发帖数: 2971 | 7 That is not enough. You need also move and click mouse very fast and
accurately. My cousin was very good at Counter Strike. He is now a high
frequency trader. |
|
o*******6
发帖数: 6113 | 8 我打warcraft，APM 170，峰值400+，可以去做high frequency trader吗？ |
|
n********y
发帖数: 48 | 9 我是个弱人， 虽然有PH.D，但是智力题啊，脑际急转弯什么都不行。 现在在一家小的
hedge fund做high frequency algorithm trading support engineer, 主要就是用
perl, vba写点工具，设计一些实验帮助提高系统latency, 也参与了些系统开发， 有
时候trader有事的时候能帮他cover一段时间。
我要求不高，也挺喜欢这样的工作。现在想换一个稍微大点的公司， 能够多见识一下
， 不知道大牛们的公司有没有这样的机会，能够帮助推荐一下。 |
|
h*******e
发帖数: 72 | 10 在一个小公司做了2年的high frequency。比较闭塞，不知道别的公司都是怎么做的，
想跳槽出去看看。现在街上的行情怎么样？我做的比较全，从feed，simulation到
implementation，都是从scratch开始写的。写过很多个exchange。不知道这样的经验
够不够？ |
|
s*******0
发帖数: 3461 | 11 哪有下载high frequency data 的数据的 ？
感谢了 呵呵 |
|
s*******0
发帖数: 3461 | 12 顶一下
自己学校做的研究 没有high frequency的数据 daily data 不work 撒 |
|
a*****8
发帖数: 261 | 13 大家好，
最近看到街上好多公司招人，要求有FPGA 的背景，和C++ 的背景，工作是high
frequency trading. 我的主要特长是FPGA, 一些猎头都打电话了。可是c++ 比较弱。
请问如果补习一下，可以通过面试吗？
谢谢 |
|
t******1
发帖数: 87 | 14 FPGA 和 high frequency trading有什么关系？花街也要做试验？ |
|
g*****k
发帖数: 623 | 15 low latency 的 不一定是 high frequency |
|
S**********C
发帖数: 161 | 16 一男一女每天晚上10次，这叫high frequency.
每次来的时候，男的系统都能够立刻响应，这叫low latency. |
|
c*****a
发帖数: 1638 | 17 mapReduce是以牺牲性能换取硬件平台的高扩展性。high frequency绝对不能用这个
从纯粹的计算来说mapReduce肯定比并行慢（甚至慢很多）
mapReduce是用来解决那些简单并行可能处理不了的big data或者对性能不敏感的运算
，比如我知道有人用这个做ML，纯粹就是为了省事，因为写mapReduce比写并行的程序
容易多了 |
|
i****b
发帖数: 52 | 18 那high frequency需要用到openMP或MPI吗？我的确不懂。。。 |
|
c*****a
发帖数: 1638 | 19 mapreduce，或者说hadoop这个东西，就是给你一个编程接口，允许你把特定的问题在
非常大的硬件平台上扩展（比如1000个CPU）。
但是调度和通讯是有成本的，所以如果你有一个问题，在一个CPU上面跑50个小时，
mapreduce在10个CPU上面可能要8个小时。另外这个有个基本的性能调度成本，所以基
本上不管你怎么增加扩展，不能低于这个最低成本（这个可能是几秒到几分钟）。所以
这个不能做high frequency
至于backtest或者optimization，只要你能把这个需求转化为mapduce问题，就可以（
不是所有的东西都能用mapduce算的）。这个取决于输入与输出的数据之间的关系。
基本上，mapreduce是很简单的，但是涉及到真正的大数据的时候，需要有些考虑，必
须有很好的程序背景，对于常见API背后的潜在性能有概念。
举个例子，我现在的一个项目，运算的程序并不长，但每次计算，每个语句最后都要运
行几百亿次，那么可能一点点很小的性能差距，最后有巨大的影响。所以所有关于
parse的语句，我都自己写（比如我不会调用Integer.parse，这个API倒不... 阅读全帖 |
|
d********s
发帖数: 64 | 20 I am confused about the following frequencies in a swap. Could anyone give
a clear answer?
Sample freq
Reference freq
Compunding freq
Reset freq |
|
w********s
发帖数: 1570 | 21 比较一下，该选哪条路？
似乎high frequency developer现在也不怎么景气，是不是在萎缩？
大it公司做码农是不是更好跳？小的trading firm要求高，以后出来还面窄？ |
|
w********s
发帖数: 1570 | 22 【 以下文字转载自 JobHunting 讨论区 】
发信人: winetricks (winetricks), 信区: JobHunting
标 题: big data job vs. high frequency trading, 选哪个？
发信站: BBS 未名空间站 (Thu Jul 24 21:50:42 2014, 美东)
前者做大数据存储这一块的，类似s3 storage，但要解决的问题是security相关
后者是做hedge fund的infra, 就是怎样让latency更低点
价格类似的话选哪个？ |
|
t**s
发帖数: 284 | 23 I think the burning enery is all coming from the radio frequencies.
I guess folk science is not only coming from the folk.
===========================================
http://green.yahoo.com/index.php?q=node/1570
ERIE, Pa. - An Erie cancer researcher has found a way to burn salt water, a
novel invention that is being touted by one chemist as the "most remarkable"
water science discovery in a century.
John Kanzius happened upon the discovery accidentally when he tried to
desalinate seawater with a |
|
a****3
发帖数: 11741 | 24 挺2是啥意思？ 人家可是耶鲁毕业的呢。非常的牛。就是一问到frequency和bayesian
上，他就轴上了。 |
|
p********a
发帖数: 5352 | 25 ☆─────────────────────────────────────☆
aa1343 (aat343) 于 (Wed Aug 25 00:12:09 2010, 美东) 提到:
当我向我的统计教授问bayesian问题时，他竟然说“I am a frequentist, not
bayesian"来拒绝回答我的问题。我很纳闷这
两种statistics难道是水火不想容的吗？
☆─────────────────────────────────────☆
drburnie (专门爆料) 于 (Wed Aug 25 00:14:06 2010, 美东) 提到:
你的统计教授挺2的，看样子不是啥好学校。
看了看IP，果然不是啥好地方的。
☆─────────────────────────────────────☆
aa1343 (aat343) 于 (Wed Aug 25 00:16:58 2010, 美东) 提到:
挺2是啥意思？ 人家可是耶鲁毕业的呢。非常的牛。就是一问到frequency和bayesian
上，他就轴上了。
☆───────── |
|
f**d
发帖数: 768 | 26 这是一本计算神经科学的优秀著作，全文拷贝这里（图和公式缺），有兴趣的同学可以
阅读
如需要，我可以分享PDF文件（－－仅供个人学习，无商业用途）
From Computer to Brain
William W. Lytton
From Computer to Brain
Foundations of Computational Neuroscience
Springer
William W. Lytton, M.D.
Associate Professor, State University of New York, Downstato, Brooklyn, NY
Visiting Associate Professor, University of Wisconsin, Madison
Visiting Associate Professor, Polytechnic University, Brooklyn, NY
Staff Neurologist., Kings County Hospital, Brooklyn, NY
In From Computer to Brain: ... 阅读全帖 |
|
K**********n
发帖数: 1197 | 27
跟这帮自称理科的文科生物wsn实在纠缠不清楚。给丫们上点洋大人自己的说法吧，而
且都是学术圈的，已有reference一堆，其中一份是著名的兰德公司的报告。
另外，美国和澳洲已立法限制使用脑波扫描仪，拿脑波扫描仪扫本国公民已是联邦法的
重罪。不过这个比较难的是你无法证实谁接收了你的脑信号。所以立了法跟没立一个样。
Remote Mind Control Technology
Reprinted from SECRET AND SUPPRESSED: BANNED IDEAS AND HIDDEN
HISTORY, edited by Jim Keith, $12.95, available from
1-800-680-INET.
There had been an ongoing controversy over health effects of electromagnetic
fields (EMF) for years (e.g., extremely low frequency radiation and the
Navy's Project Sea... 阅读全帖 |
|
K**********n
发帖数: 1197 | 28 学术界珍稀有限的原版外文资料，
Remote Mind Control Technology
Reprinted from SECRET AND SUPPRESSED: BANNED IDEAS AND HIDDEN
HISTORY, edited by Jim Keith, $12.95, available from
1-800-680-INET.
There had been an ongoing controversy over health effects of electromagnetic
fields (EMF) for years (e.g., extremely low frequency radiation and the
Navy's Project Seafarer; emissions of high power lines and video display
terminals; radar and other military and industrial sources of radio
frequencies and micr... 阅读全帖 |
|
c*****g
发帖数: 21627 | 29 Michael Lewis: Did Goldman Sachs Overstep in Criminally Charging Its Ex-
Programmer?
A month after ace programmer Sergey Aleynikov left Goldman Sachs, he was
arrested. Exactly what he’d done neither the F.B.I., which interrogated him
, nor the jury, which convicted him a year later, seemed to understand. But
Goldman had accused him of stealing computer code, and the 41-year-old
father of three was sentenced to eight years in federal prison.
Investigating Aleynikov’s case, Michael Lewis holds a s... 阅读全帖 |
|
D**********s
发帖数: 3139 | 30 音量控制对音质的影响，以前有一篇note写得不错，我找了半天才找到，其实还有用变
压器的方法，不过dac这块最保真的方法就是保持位深和标准输出电平，音量控制交给
前级和功放去管就好了，终究绕不过模拟放大这一关的。
Volume Control Technologies
Newsletter Edition:
July 2009 Issue
With the introduction of Benchmark’s HDR-VC™ (High Dynamic Range
Volume Control), many audio enthusiasts are taking another look at volume
control methods. What are the differences between the different volume
control topologies? Is one sonically superior, and why?
The important qualities to consider with respect to volum... 阅读全帖 |
|
z**********g
发帖数: 16 | 31 bout “Repulsive particle” hypothesis
Zhuang Yilong
Shanghai Institute of Science and Technology Managemen
Jiading 201800
“Repulsive particle” hypothesis is a new theory of material
action. Contrary to Newton law of universal gravitation, which explains why
an apple on the three falls to the ground, it can be called law of universal
repulsion which explains why an apple grows on the tree. It regards a plank
quantum as a material particle, which is a epulsive particle”
counter... 阅读全帖 |
|
h******d
发帖数: 4761 | 32 我只找到这个， 但是还是看不太明白。
比如：
1.
142 privacy + 143 group codes， 这个是什么意思？怎么用呀。
2.
还有在山上看到有些老美用的那种可以有中转的是什么手台呀，
就是那种可以说：土豆土豆我是洋芋我是洋芋，请接白菜请接白菜，然后洋芋就可以直
接跟白菜讲话的那种。
3.
还有一般在南加州爬山一般多大距离的够用呢，22MILE，36mile.
俺的想法其实很简单，也就想万一有状况可以呼的到人来救命（这个最重要！！！！！
）。
兼求推荐。
谢谢！
VHF, UHF, CB, FRS GMRS Definitions
OK, just to try and break down the various names and what frequency they
broadcast at, this is by no means a technical paper just to give a quick
reference and the power that the different equipment is capable of. I w... 阅读全帖 |
|
a*******u
发帖数: 6324 | 33 嗐！轩哥，那不就是叫做Vibrato嘛。
就抖啊，就震啊，就一个词根啊。
http://en.wikipedia.org/wiki/Vibrato
http://zh.wikipedia.org/wiki/%E9%A1%AB%E9%9F%B3_(%E9%9F%B3%E6%A
颤音 (音乐)
维基百科，自由的百科全书
颤音是一种乐器技巧。
Vibrato
From Wikipedia, the free encyclopedia
Vibrato is a musical effect consisting of a regular, pulsating change of
pitch. It is used to add expression to vocal and instrumental music. Vibrato
is typically characterised in terms of two factors: the amount of pitch
variation ("extent of vibrato") and the speed with which the p... 阅读全帖 |
|
z**********g
发帖数: 16 | 34 Repulsion Particle Hypothesis
: Zhuang Yilong
Shanghai Institute of Science & Technology Management
Jiading District of Shanghai, 201800, China
Abstract: The theory of “ Repulsion Particle Hypothesis” is a new theory
of matter interactions. In contrast to Newtons universal gravitation that
the apple drops from the tree, this hypothesis can be called the universal
repulsion theory tha... 阅读全帖 |
|
A*******g
发帖数: 607 | 35 PWM 1khz 只是专利的第一项：
http://www.freepatentsonline.com/y2011/0164069.html
What is claimed is:
1. An electronic device, comprising: a display panel comprising a plurality
of pixels; a light source comprising a plurality of light emitting diode (
LED) strings adapted to generate light to illuminate the plurality of pixels
; and display control logic adapted to sequentially activate and deactivate
each LED string of the plurality of LED strings at a frequency of
approximately at least 1 kHz.
2. The el... 阅读全帖 |
|
A*******g
发帖数: 607 | 36 PWM 1khz 只是专利的第一项：
http://www.freepatentsonline.com/y2011/0164069.html
What is claimed is:
1. An electronic device, comprising: a display panel comprising a plurality
of pixels; a light source comprising a plurality of light emitting diode (
LED) strings adapted to generate light to illuminate the plurality of pixels
; and display control logic adapted to sequentially activate and deactivate
each LED string of the plurality of LED strings at a frequency of
approximately at least 1 kHz.
2. The el... 阅读全帖 |
|
|
D***0
发帖数: 138 | 38 网上申请的，回复的挺快，安排了code challenge，一道题，不限时，半个小时写完了
，发过去，第二天收到了thank you but 88.不知道哪里的问题。
* Write a function that takes two parameters:
* (1) a String representing a text document and
* (2) an integer providing the number of items to return.
* Implement the function such that it returns a list of Strings ordered by
word frequency,
* the most frequently occurring word first.
* Use your best judgement to decide how words are separated.
* Your solution should run in O(n) time where n is the number of cha... 阅读全帖 |
|
c*******9
发帖数: 9032 | 39 Summation of Tesla's Dynamic Theory of Gravity
An excerpt from: Occult Ether Physics
by William R. Lyne
From: Don Allen
d**[email protected]
According to Tesla's lecture prepared for the Institute of Immigrant Welfare
(May. 12, 1938), his "Dynamic Theory of Gravity" was one of two far
reaching discoveries, which he "...worked out in all details", in the years
1893 and 1894. The 1938 lecture was less than five years before his death.
More complete statements concerning these discoveries can ... 阅读全帖 |
|
c********s
发帖数: 817 | 40 This is what I heard.
You can first build a hash table to map number to its frequency.
Then you know range of the number and has enough space, you can use counting
sort to sort the frequency to get the top k elements.
If not, you can use merge sort to sort the frequency. But because of most of
the frequency can be very small. It is very likely that they are not in the
top K positions. So you can estimate a threshold to filter this frequency.
The frequency below this threshold in each sublist is ... 阅读全帖 |
|
z**********g
发帖数: 16 | 41 Discussing The Existence of “repulsion particle” And Its Significance
Zhuang Yiliong
Shanghai Institute of Science and Technology Management
Abstract:This report has advanced a assume about the existence of “
repellention” by a kind of new idea. Beginning with this, I have explained
more successfully some import theory questions in the area of the present
physics, cosmology and philosophy ect. At same time a few of new reasons
have been raised But this is only rough idea of physica... 阅读全帖 |
|
w*******y
发帖数: 60932 | 42 First Post... please go easy.
I've been in the market for some high quality monitor speakers for my new
studio and these popped up on my radar.
Retail: $469
Next Lowest Price: $229 @music123
AMAZON: $149 w/ free ship!
They have limited ratings on amazon, but are highly rated. Read some of the
reviews of the Behringer monitors online and they suggest getting the M-
Audios!
Specifications
frequency response: 50Hz to 30kHz (+/- 3dB) (0 degrees, on tweeter axis)
low-frequency response: -10dB at 4... 阅读全帖 |
|
Z*****o
发帖数: 4090 | 43 http://www.stereophile.com/features/368/index.html
By Robert Harley • Posted: Nov 1, 1993
Not that long ago, digital audio was considered perfect if all the bits
could be stored and retrieved without data errors. If the data coming off
the disc were the same as what went on the disc, how could there be a sound-
quality difference with the same digital/analog converter? This "bits is
bits" mentality scoffs at sonic differences between CD transports, digital
interfaces, and CD tweaks. Becaus... 阅读全帖 |
|
w****a
发帖数: 2049 | 44 high risk ultrasound is just ultrasound for high risk mom. ultrasound is
quite safe.
Ultraschall Med. 2012 Jun;33(3):215-7. doi: 10.1055/s-0032-1312759. Epub
2012 Jun 14.
[Obstetrical ultrasound: can the fetus hear the wave and feel the heat?].
[Article in German]
Abramowicz JS, Kremkau FW, Merz E.
Abstract
"Fetuses can hear ultrasound and the sound is as loud as a subway train
entering a station." This statement originates in a single report in a non-
peer reviewed journal, despite its name 1, ... 阅读全帖 |
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s*****n
发帖数: 5488 | 45 Published: Monday, 8 Oct 2012 | 4:27 PM ET Text Size
By: John Melloy
Executive Producer, Fast Money & Halftime
Twitter
14
LinkedIn
0
Share
A single mysterious computer program that placed orders — and then
subsequently canceled them — made up 4 percent of all quote traffic in the
U.S. stock market last week, according to the top tracker of high-frequency
trading activity. The motive of the algorithm is still unclear.
The program placed orders in 25-millisecond bursts involving about 500
stocks, ... 阅读全帖 |
|
s**********8
发帖数: 25265 | 46 Investigator's brochure
From Wikipedia, the free encyclopediaJump to: navigation, search
Some of this article's sections are empty. Please add content to empty
sections. (May 2011)
This article needs additional citations for verification. Please help
improve this article by adding reliable references. Unsourced material may
be challenged and removed. (September 2009)
The Investigator's Brochure (IB) is a comprehensive document summarizing the
body of information about an investigational product ... 阅读全帖 |
|
