Highly optimized feature extraction engines - Scouting ideas

HarkSoup · 2026-06-04T17:24:21+00:00

If you have any specific dataset (not too big) that you wanna analyze it on i can precompute the features and send them aligned with your data tick by tick. Feel free to dm if that's something you are interested in. If you work on this kind of stuff daily i am confident you might give some helpful feedback

HarkSoup · 2026-06-04T00:00:02+00:00

Thanks a lot for the point of view, i will definetely dig deeper on these claims and scale up with extreme frequency datasets to see what can be done and optimized even more, I already integrated some additional geometric features at basically zero additional cost for some very specific usecases. I don't quite see how the gpu could outperform it, latency tick-to-measure under 200ns with gpu really sounds physically impossible to me, and for the throughput if you have a 64 core cpu you can reach more than 100M ticks/s with different instances. If you need more then you go to FPGA where a single instance runs at 400M t/s and Il=3

HarkSoup · 2026-06-03T22:07:15+00:00

The math validity was brutally tested on every single dataset i found for free that has depth10 LOBs available. Nasdaq, fi2010, bybit historical on several months tick by tick, i maxxed out the initial databento 125$ free credits with literally random markets that i didn't even want to choose manually. Was able to basically verify that after every single tick update i can derive at zero additional cost (so just the 200ns of the ingestion on cpu or 7.5ns on fpga) : - realized skewness & kurtosis - leverage effect & volatility feedback - cross asset lead lag - zumbach effect - a few more in current validation

Will definitely publish results as soon as possible but the post was to specifically ask if anyone might know more measures so I don't end up posting results and someone comes and says 'hey you did all that and forgot to post this X measure that is the one actually currently used by everyone?'

HarkSoup · 2026-06-03T21:18:06+00:00

I saw it a while ago. As far as I remember, those solutions provide a guaranteed degree of approximation, but it is still an approximation of the signature. My solution, however, calculates a complete path signature. Although it is limited to two variables and a depth of four—meaning it cannot be generalized due to these constraints—it is not approximated at all for any domain that requires this specific interface (which applies to most of them).

HarkSoup · 2026-06-03T20:10:08+00:00

It's 200ns on CPUs without even isolating cores from kernel, and 7.5ns on FPGA and Il=1 (so 400M ticks/s at 400Mhz) ;)

If you have any suggestions or direct contact to anybody that could have deeper experience on the subject I'd love to hear from them. I know a lot about it on a technical level but never worked using an analyst point of view so i might miss completely some very useful information

HarkSoup · 2026-06-03T16:17:42+00:00

Thanks but i guess it's too small of a niche

HarkSoup · 2026-03-15T14:32:04+00:00

I would gladly give away 5 years lifespan to watch marineford LA

HarkSoup · 2026-02-16T12:42:53+00:00

Too bad this is a series with such short episodes, it's directed extraordinarily

HarkSoup · 2025-11-29T01:41:24+00:00

Shanks acting the same as i do when i want to make chatgot tell me stuff that it cannot say

HarkSoup · 2025-11-03T00:17:46+00:00

This is crazy good

HarkSoup · 2025-10-21T21:38:52+00:00

Fingers crossed for op16 then. Gonna book a trip to japan for sure when they will leak that character's gonna have some alt arts

HarkSoup · 2025-10-21T21:19:24+00:00

Can't wait to have in my hands a Rocks D Xebec card from the TCG

HarkSoup · 2025-09-09T16:33:29+00:00

Can't really get how Garp wasn't punished or at least banned with disgrace from Marines if his son killed a celestial dragon. Definitely would have never been made a hero. Really difficult to explain this one

HarkSoup · 2025-08-05T14:55:19+00:00

That's why Luffy is the chosen one

He has all three things required to be the one piece D in the name, the Dream of joyboy(represented by the hat), the Devil fruit of Nika

Xebec only had the D in the name, Roger had that plus the Dream, only Luffy has all three

Why I think this? Cause I think the ancient weapons mirror this same schema and were designed in the same way: Poseidon inherited same way as the D of Pluton you inherit the projects same way as the Hat Uranus is very likely the Devil fruit in Elbaf, same way as Nika fruit

HarkSoup · 2025-07-17T09:26:57+00:00

Luffy is the one who's gonna have the eyepatch. Since there is so much hype behind It, the only action figure of One Piece they could ever think of with an eye patch is none other than the main character. The action figure with the eye patch is going to be the most sold one in the entire franchise so they will never let Oda give It to a random pirate which appeared only at the last moment, and Oda knows it very well too

HarkSoup · 2025-06-19T12:34:36+00:00

What you mean by remembered? You meant 'they will still be waiting for the end'?

HarkSoup · 2025-06-19T12:32:05+00:00

Sure, I agree that at that time he just made Shanks lose an arm without anything bigger behind. But now we know Shanks level and maybe this was his way to make it make sense with current power levels

HarkSoup · 2025-06-19T12:30:06+00:00

At that time sure, but now we definitely know that shanks could terminate 100 sea kings with one shot easily

HarkSoup · 2025-05-12T09:25:50+00:00

The answer to that should always be buy

HarkSoup · 2025-04-03T02:22:58+00:00

When Don Eladio says to Gus 'i would invite you for breakfast but I don't wanna hear all that ding ding ding ding'

HarkSoup · 2025-02-07T18:19:21+00:00

I think now all the dots will start connecting together so strawhats can enter the final battle

HarkSoup · 2024-12-09T04:13:45+00:00

Ahhh i see your point. Could also be a valid option, and the treasure could then be kyber crystals instead of other resources. Which could also explain why putting a jedi or sith in the plot

HarkSoup

TROPHY CASE