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Do code reviews actually work? Honk!
While code reviews have become so common, that you can almost call them common sense, agile afficionados promote them as a way of increasing feedback loops. This of course improves quality, which...
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Top 25 Articles on High Frequency Trading
From the Web 1. A High Frequency Trader’s Apology, Pt 1 and Pt 2: a decent insider’s explanation for non-HFT peeps 2. John Nolan on the State of Hardware Acceleration with GPUs/FPGAs, Parallel...
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Finding the hockey sticks: how to manage software value
Invest like it’s 1999 1994 was the year the web exploded. I was a freshman in college. The whole www in September was about 360 web servers. By December, it was over 10,000. Hype surrounding new...
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Features vs. cycle time?!
Agile toolkit podcast had a great recent episode with Jim Highsmith, one of the original Agile Manifesto co-authors. The insight I liked the most was that features should not be traded off against...
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Bad Medicine: regulating high frequency traders won’t address muddling of...
Recently, I read Scott Patterson’s (@pattersonscott) Dark Pools, the somewhat disturbing recent history of high frequency trading, packaged in a superb narrative that is probably the closest to a Bond...
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Does automated trading generate any real profit?
Reposting of an important question from a forum, because I think it’s a pretty important question. Does automated trading generate any real profit? What I’m trying to ask is that if we have two...
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Why it is better to focus on one thing at a time, according to Ron Jeffries
Ron Jeffries((@RonJeffries) of http://www.xprogramming.com/ on the yahoogroups scrumdevelopment mailing list some time back: Take a simple example. The value of a project is attained when the project...
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Ernie Chan on the pitfalls of backtesting
Nice overview from a practitioner on potential biases when backtesting. Ernie is the author of the decent algorithmic trading intro called Quantitative Trading, which I recommend for anyone getting...
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Do Much Less Of What Doesn’t Work
Today, a friend of mine posted the following unsolicited review of Outlook on Facebook earlier today after changing jobs: Not surprisingly, this statement elicited a number of positive grunts of...
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What is your biggest priority right now?
There is a simple heuristic, which determines the top priority activity you can engage-at any given moment. It comes out of the “lean manufacturing” camp. It applies to a business as a whole, a...
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Weekend Linkfest 102: macro mini celebrities, revisiting software development...
Global macro links Blog of macroeconomic mini-celebrity Steve Keen Ray Dalio of Bridgewater, and his ideas on how economies really work What we actually know about software development, and why we...
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Jim Simons
Nice career retrospective by Jim Simons: MIT Video – Mathematics, Common Sense, and Good Luck: My Life and Careers. Here were his so-called hot tips: go with the computer models great people great...
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If you believe the efficient markets hypothesis, don’t follow this blog
In order to help you understand how to improve your investment returns, dear reader, I wanted to rant on how academic economists, supposedly the bastions of rational thinking, independent of...
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Intro to high frequency trading
Have a look at this decent intro to algorithmic trading, just to get a sense of this works. The focus is actually more on high-frequency trading. In particular, listen in for more info on quote...
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Investment strategy mindmap
Lately I’ve been playing around with various mindmaps to help organize ideas about investing. Mindmaps are a brainchild of Tony Buzan. Here’s an overview of investment strategy. Click on it to go...
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ETF creation and redemption explained
iShares explains how an ETF works, so that it can track indices effectively. In contrast, take a look at How The VIX ETN Lost 50% In 48 Hours, where the TVIX, an ETF that is 2x the reverse of the VIX...
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Bodek claims HFT is an artificial industry
Fueled largely by price sliding, preferential order types, and other exchange funny business. In other news, the SEC’s Berman thinks most flash crashes are caused by (human) fat fingers. [image: bark]...
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Model Risk
Saarbrücken, HTW, Mathematics Workshop (Photo credit: flgr) A while back, I went to a get-together with Massimo Morini, who wrote a book on model risk specifically. It struck me as a really interesting...
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