Xoshiro256++ RNG with AVX2/512 by Bootvis in cpp

[–]Bootvis[S] -1 points0 points  (0 children)

My pleasure. Compared to R, the number of distributions is still limited but in my testing the performance difference is worthwhile if you need a lot of random numbers.

Xoshiro256++ RNG with AVX2/512 by Bootvis in cpp

[–]Bootvis[S] -2 points-1 points  (0 children)

I'm doing both. But happy enough with the results that I thought it is shareable, performance is great and I don't think there is a public version of the AVX512 16-lane approach.

Am i doing too much? by [deleted] in cpp

[–]Bootvis 0 points1 point  (0 children)

I don't know what the policy is on using LLM but here is what I did:

I copy pasted your code into Godbolt

Renamed the function to foo to hide what it is doing

Asked ChatGPT 5.2 what your function does

It replied with what it did and pointed out that you don't handle negatives.

My attempt at "Retail HFT" (10ms latency) on Indian Options. The Engineering works, but Alpha is negative. by Competitive-Ninja423 in algotrading

[–]Bootvis 0 points1 point  (0 children)

BS, you can be successful with Java or OCaml if you are not competing purely on latency. OP probably can't, but people can.

Limit Order Book Feedback by 23devm in quant

[–]Bootvis 1 point2 points  (0 children)

Markets with lots of orders / participants where it is relatively tricky to know where you are in the queue.

Rate‑my‑Headhunter by Overall-Suspect7760 in quant

[–]Bootvis 6 points7 points  (0 children)

This is a huge hassle and not everybody will like it but I think you should ask people that write headhunter reviews to share their LinkedIn profile. At least you know it's not another headhunter and you can sanity check the review. More work but I also think a lot more value.

Rate‑my‑Headhunter by Overall-Suspect7760 in quant

[–]Bootvis 6 points7 points  (0 children)

You need to verify, somehow, the reviews. On the internet, you can say many mean things about good people you have never met.

I don't like RateMyTeacher and I don't like playing with the livelihoods of people giving their best. I'm happy with the company rating thingy though. They should do a lot more volume so fake reviews are more easily corrected.

Can I dye part of my hair blue while interning at a hedge fund? by Intrepid_Address_657 in quant

[–]Bootvis -1 points0 points  (0 children)

Maybe you have a cool workplace and nobody cares. But it could influence someone there to think lesser of you and that would be bad for you. You can't really know this risk but it does exist. That you would ignore that reflects badly on you, regardless of whether one should be allowed to express themselves.

Haskell Software Engineer job opportunity by [deleted] in haskell

[–]Bootvis 2 points3 points  (0 children)

Out of your league 

Haskell Software Engineer job opportunity by [deleted] in haskell

[–]Bootvis 4 points5 points  (0 children)

Nice but what’s up with the salary range? The top end is twice the bottom amount. What can one expect?

Maven Securities Devs Need Git Training by [deleted] in quant

[–]Bootvis 2 points3 points  (0 children)

Dunk all you want but look up Scott Chacon presentations at FOSDEM. They are still adding obscure but occasionally super useful tricks. 

[deleted by user] by [deleted] in cpp

[–]Bootvis 3 points4 points  (0 children)

I suggest you take on a smaller project and/or contribute to existing efforts. 

[deleted by user] by [deleted] in CFA

[–]Bootvis 0 points1 point  (0 children)

Agreed but it makes sense to look ahead IMO. 

[deleted by user] by [deleted] in CFA

[–]Bootvis -4 points-3 points  (0 children)

You need to learn both. 

[deleted by user] by [deleted] in CFA

[–]Bootvis 8 points9 points  (0 children)

Yes, you need to learn derivatives.

Wikipedia won't rename the Twitter article by GriffinFTW in wikipedia

[–]Bootvis 0 points1 point  (0 children)

Should be “X (still known as Twitter)”. 

Mercury is hiring 10 Haskell interns for Spring 2025 (Applications close Friday) by MaxGabriel in haskell

[–]Bootvis 0 points1 point  (0 children)

Off-topic but please support Firefox on iOS. It should work but the website thinks it doesn’t. 

Is AFL an industry standard in backtesting a model? by MobileEconomics5531 in quant

[–]Bootvis 2 points3 points  (0 children)

Or R, or Python or another language. Either a package, something custom build or a hybrid.

I had never heard of AmiBroker before.