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Unless you are an incredible polymath, I really doubt you can provide your kids with the same education as a good school could. For example, could you teach calculus or linear algebra? Do you know anything about modern molecular biology or biochemistry? How about symbolic logic? There is a...

I am confused here, is it an arbitrage play of some sort. Are we talking about different share classes, ADRs/GDRs or non-fungible exchanges here? Cause for the life of me I can't see a situation where you'd want to create a boxed position on purpose, especially in stocks where you pay financing...

Depends on your order, queue and fill assumptions. For example, if you assume aggressive execution (buying at ask, selling for bid), you can semi-safely assume that you will get some fraction of the size at the touch and can vary that fraction based on how conservative you want to be...

Hmm. NYLon distance is 5.5kkm, so the flight time should be over (5,500,000m / 300mus) * 3/2 ~= 27 ms. I'd be surprised if you really got 30ms ping times (here and back?). Unless I am mistaken in my math somehow.

This article is misleading because the pandemic is still very much ongoing and the real comparison for an ongoing pandemic should be total deaths over total recoveries for a given point in time, not deaths per capita. Given that all medical treatments we have at the moment is symptomatic at best...

That's very optimistic, IMHO. The speed of light is about 300 m/mike in vacuum and straight line distance from SF to Chicago is about 3k kilometers. Since the speed of light in fiber is about 2/3s of that in vacuum, just the flight time is about 15 milliseconds. Once you start adding switches...

[1] There are several firms that offer servers in Aurora (e.g. Netsource is proximity hosted for like a 120/month) and some offer shared hosted servers for like 1-2k a month (virtualized or dedicated OMS instance). With that setup, your mileage will vary a lot, but I recon you can get flight...

Velocity is money supply / GDP, both numbers for Q2 have been out for a little while. The chart above is quarterly, but the data includes Q1 and Q2 of this year - they just use start of the quarter for their chart labels.

It's a tricky question, especially true if you only have access to the top of the book information. For market that are always quoted single tick wide and has a nice thick book, I'd use weighted mid, i.e. bid*ask_size/(ask_size+bid_size) + ask*bid_size/(ask_size+bid_size). However, for something...

I don't have time for a proper answer, just wanted to say that you are underestimating how immensely complex it is to simulate everything properly. Think of it, multiple order types, multiple venues, various sources of hidden liquidity etc. Even in the context of a single-listed product like a...

So 1-2 years and I will know everything about options?

It would only be true if you are leveraging some form of liquidity premiums or somehow exploiting the microstructure. Imagine that you have found that new moon influences the overnight returns of the French stock market - the moon has been around forever, the French stock market has been around...

I don't know much about options, so please do elaborate!

Oh, so COVID-19 is a bacteriophage now? This is 10th grade biology, did you even graduate high school? :D Both my immunology and virology are VERY rusty (we are talking mid-90s when I read any biological research as part of my PhD studies) but from what I recall it was not very clear why some...

ROFL :D

I think it's less about the ability to do some specific computation but more about flexibility and scale. For example, can my platform take pre-computed PC factors and do run-time matrix calculations on 1k x 1k thousand matrix of stocks? Can I break calibration away from the runtime backtest...

You don't like Lambos? Buy a Porsche then! I was primarily commenting on the tail-selling strategy in the link - yes, tails are statistically rich but there is a reason why most people are reluctant to sell them. If more people sold tails, maybe tails would get fairly priced and i'd be a happy...

LOL. Did you actually read the paper or at least skimmed the abstract? It's an in vitro study. PS. I want someone to verbalize a conspiracy theory why reputable medical doctors (plenty of them on both sides of political spectrum) have not supported HCQ as the preferred treatment for COVID-19

I have seen it before, it was posted here in another thread - that's why I want more people to do it. It's a great idea and everyone will be driving a Lambo after doing it.

I think it's a great idea. I want everyone to do it.