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The FAST protocol takes longer to decode since you're serially iterating over what's going on with the template-specified presence map and looping until you hit the stop bit. If you have very high throughout and low latency, I don't think you get huge benefits from FAST, although I wouldn't...

Call the exchange. They usually have a few samples lying around. In terms of development time, with ARCA, it's probably quicker and more practical to just roll out the uncompressed version, though I don't know your organization's requirements.

Anyone want to tell me their experience. These guys seem worse than used car salesmen. One guy told me not to tell other firms I have offers because it makes it harder for me. He says that if I mention across recruiters who has what for me that those recruiters then use that information to...

When they implement rules to shut out the HFT players, the spreads just widen and the liquidity available goes down. Then you people will be on these forums complaining about how the fastest players are still collecting and profiting from 25-cent spreads. Maybe they'll go back to fractions.

My advisor was well-connected, so I'd occasionally go consult inside various organizations to solve math problems. Those managers knew me, and the job market "knows" those managers.

I feel for you, man. Let me say, though, that the interviews you want are just as brutal as the ET threads. The people may be different, but the attitudes are the same. It's just the world we live in. Since we are both in the job market together, perhaps we should exchange IMs or...

I'll protect the firm's anonymity, since I don't have anything good to say about them. They're not a big player, considered mid-sized. They could bankroll an arms race with the right people, I think. However, the guy interviewing me said there was a mix of people that they had to strike a...

I asked myself the same question in the first 10 minutes. Wish I had a phone screen first. These recruiters write down what you want to do and then pitch it to some manager. If the manager likes, they send you a summary. You go in, the guy tells you about his firm. You ask for...

One more thing: the more inferior they are, the more risk they carry. Stat-arb isn't riskless, so if you're that sloppy arber not on the inside then the guy who got hit on the inside will know what's going on in the market before you and fuck you up the ass. Getting fucked up the ass =...

I just re-iterated what he said with a simple hold'em setup to clarify the point. If he can't handle his bs boiled down and fed back to him, it's suggestive of the fact that he has a mental problem. If the guy has to sell me on his firm's inferior technology by telling me he can't win the...

I'm happy to have the offers I do have, but I just feel bad for people who are unemployed with no offers who have to go through this. Especially like that other guy who said he was "junior" and had no luck. Some of these interviewers are really nasty. Some interviews ask me questions and...

I'm pushing 30 and the whole start-a-family thing is going to be a problem in about 3-4 years.

(Other than for grunt work.)

Because Jump is the first Chicago place I've spoken with at all that I find interesting. They recruit out of our university quite heavily, but they'll go so far as to get undergrads fresh out of CS. Why would they hire undergrads and fresh talent if they're operating in a space where, even...

They're offering that high value because of some research I did that they are particularly involved in. I could add value, a lot actually in one particular niche. Not that I disagree with you guys, but could you drill down a bit more as to why NYC has more room for improvement? Money, ok...

Right, I was thinking the same thing. If I'm a dope, the money I pocket would be enough to go do something interesting. But the thing is, I actually want to learn from other people who have a clue; therefore, money shouldn't be the most important thing. Or am I thinking crazy thoughts?

There's a wide variation on the NYC offers. I've got lowballs from 100 to the highest being around 280. Like that other guy, I'm not one of those 800k off-the-bat PhDs. I'm a run of the mill math PhD. A "junior" PhD. In terms of the high-frequency space, Chicago is a better place to be...

Why NYC?

I am doing well with job searches in NY and Chicago, and I am somewhat junior in the sense I did research in academia and not real work.

Anyone ever talk to these guys for an interview? I have to speak with them real-soon-now. I'm basically an Asian-math-robot straight out of math graduate school (PhD . I have a BS in CS and a BS in EE also.) and I've got 6 offers on the table, but I am having trouble sorting out which...