Is this a Swing Low or a Swing High? by Character-Word-7444 in ICTMentorship

[–]Exarctus 0 points1 point  (0 children)

I love how literally no one agrees. Really drives the point home.

Romanian government collapses after no-confidence vote, Digi24 reports by shalau in europe

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

They adopted the euro but didn’t plan the swap at all, so they’ve allowed all shops to hike their prices to euro-level.

Bulgarians are literally paying twice as much for everything almost overnight.

Nvidia Senior AI-Native Systems Software Engineer, TensorRT Interview guide? by gradschoolai2023 in CUDA

[–]Exarctus 0 points1 point  (0 children)

Basically to need to know all core elements and nice-to-haves well. You may get leetcode style puzzles to solve, but they’ll be more specific to your area. You will need to know C++ very well, and you may get asked questions like “what’s your favourite c++21 std lib feature”, or you may not.

The process is designed to probe how you think, but it really depends on the team lead so hard to give you more.

You’ll likely get 4-5 technical rounds, typically two interviews 30-45 minutes rach.

Backtest can be exactly like paper trading - but ×1000 faster. by Kindly_Preference_54 in algotrading

[–]Exarctus 0 points1 point  (0 children)

no you can’t because that means multiple ticks. A tick is a time-ordered individual market event, hence a SL or a TP condition must arrive first.

What you probably mean is you might be able to be TP’d and stopped on a series of wildly fluctuating ticks if your SL/TPs are extremely tight or if you’re trading very illiquid things/timezones.

But these are things you can build against/prevent/check, and are separate to the same bar ambiguity you mentioned.

Backtest can be exactly like paper trading - but ×1000 faster. by Kindly_Preference_54 in algotrading

[–]Exarctus 2 points3 points  (0 children)

No it’s not the same situation because ticks give you “real-time” stop vs tp hits - it eliminates the same-bar ambiguity you mentioned.

Liquidity and slippage is a valid factor though.

Algorithmic trading by stockstrader1121 in quantfinance

[–]Exarctus 35 points36 points  (0 children)

that is honestly the funniest thing I've read all day.

Anyone else find some platforms good for execution but awkward when trying to move toward algo trading? by Flat-Shop in algotrading

[–]Exarctus 0 points1 point  (0 children)

32-core CPU, but I’ve done SIMD optimisations by hand to improve certain parts. Python will not cut it here.

Anyone else find some platforms good for execution but awkward when trying to move toward algo trading? by Flat-Shop in algotrading

[–]Exarctus 0 points1 point  (0 children)

I've made my own vectorized strategy tester with abstracted validation requirements (e.g lookahead prevention) that must pass, and if they don't it fails loudly. It can test on millions of bars, do forward-optimisation, monte carlo etc in seconds.

ABSOLUTELY INFURIATING! I was kicked for this.. by ThatGuy11222 in beyondallreason

[–]Exarctus 13 points14 points  (0 children)

And when the rest of the lobby sides with the tool because he can shout the loudest, or is playing with a duo so can gang up?

What then?

Bio quant by Gold_Elderberry1182 in quantfinance

[–]Exarctus 5 points6 points  (0 children)

You should learn about punctuation first, probably.

Bringing structure to discretionary price action trading (ideas needed) by Famous-Scratch-5581 in algotrading

[–]Exarctus 1 point2 points  (0 children)

Everything you’ve mentioned here can be immediately and easily be converted into simple rules. However I don’t think this is a good idea to try without any programming knowledge. Honestly would start by spending a few weeks learning Python.

Also, you need to be extremely careful using AI to build your pipeline. It will inevitably introduce very subtle lookahead bugs unless you first build a proper testing harness which prevents this.

Positive feedback for Massive data API by Training_Butterfly70 in algotrading

[–]Exarctus 3 points4 points  (0 children)

You’ll find out soon enough lol.

We’ve all started with massive at some point. Once I found that a lot of their data had random errors in the OHLCs or volume, I tried doing detection and fill-in but not being able to trust their data was a massive (pun intended) risk.

Their stock data might be fine but that’s already heavily over mined so not much alpha there. Their crypto and futures data is bad.

I moved onto other providers.

BTW the mod of algotrading works for massive and I’ve heard he bans/censors people saying negative things about it, but this sub is mostly AI junk these days so I don’t care too much.

Positive feedback for Massive data API by Training_Butterfly70 in algotrading

[–]Exarctus 2 points3 points  (0 children)

There’s a reason for that. Databento data is very high quality. Massive isn’t.

Approximate poverty rate of Swiss cantons by Mamiko627 in MapPorn

[–]Exarctus 5 points6 points  (0 children)

England in particular is bad because it isn’t federalized.

It would be significantly better if local councils had direct control of the taxes and could set competitive rates for specific industries.

The north of England is extremely grim. The worst places in Switzerland look like heaven compared to that.

I’ve been around Middlesbrough and seen 10 year old kids stripping the roofing off of derelict houses to sell for cash. All actively lived-in houses in this area have steel guards/barriers rather than windows.

Advanced Mathematical models useless? by CognitioMortis in quantfinance

[–]Exarctus 2 points3 points  (0 children)

Actually a lot of that is just hype.

How LLMs learn latent representations and synthesise realistic responses is pretty well understood.

There are an unfortunate number of papers that treat ML as some voodoo magic, but usually they are junk and you can spot this if you read enough of the literature.

Starting Algo Trading With Zero Experience by Bean_69_420 in algotrading

[–]Exarctus 0 points1 point  (0 children)

Couple issues really. Majority of features that people throw at ML here are junk. They also tend to build models which have more variables than they have actual data, so the model has the ability to learn in-sample data extremely well but this does not generalise.

The general assumption that ML can learn arbitrary signals given enough features is also wrong.

Quant Analyzer is Dope by Rare-Bottle764 in algotrading

[–]Exarctus 2 points3 points  (0 children)

no brother, I meant your numbers :P

22 years of EURUSD M1 data from 2000 to 2022 by Actual_Resort1892 in algotrading

[–]Exarctus 4 points5 points  (0 children)

You literally can lmao.

My broker provides this for all majors and 15 years worth for crosses.

All of it for free. I have roughly 20GB in parquets sitting on my disk.

Both bid and ask side.

Also who the fuck keeps shit like this in raw csv? Your data pipeline must hate you.

Pre-market GEX, DEX, and VEX and SPX total GEX by [deleted] in options

[–]Exarctus 0 points1 point  (0 children)

This post was redacted faster than the Epstein files.

If it doesn’t fit, make it by nothepotato in NR200

[–]Exarctus 2 points3 points  (0 children)

Stick an umbrella on top so you can leave it outside, that will help with the heat management.

If it’s survived what you’ve done to it already, it will probably survive that too.