nicknash
Also optimised stratified trees (van emde boas) implementations where key length permits.
Full comparison based structures are rarely necessary: ints, floats, strings, etc can be dealt with by lexicographic structures
Tries in particular work outrageously well on (unrealistic) uniform random data with log-logarithmic operation times
As a result, I’m skeptical of “fastest” here
B trees are great though, good work!
Intellectual Wastelands
What is the most efficient algorithm to generate an N x N array of the integers 0,1,2, … such that each entry is the smallest such integer not appearing either above in the same column, or to the left in the same row?
Posting it in this thread is a bit of a spoiler :)
(Ducking while posting my own blog: https://nicknash.me/2012/10/26/happy-halloween/)
We are a next generation quant trading firm. We aim to be at the leading edge of automation and believe we have an excellent opportunity to challenge more established, larger, less automated incumbents. We are well capitalised, very successful and looking for developers, traders and quants. It’s ok if you want to straddle those roles. We’re especially seeking excellent engineers with good low-level knowledge and deep general software engineering experience. This is a real chance to join a top tier HFT firm and have a huge impact. We think the best work is done in person so relocation to Dubai or Sofia is required. More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com Nick
We are a next generation quant trading firm. We aim to be at the leading edge of automation and believe we have an excellent opportunity to challenge more established, larger, less automated incumbents.
We are well capitalised, very successful and looking for developers, traders and quants. It’s ok if you want to straddle those roles.
We’re especially seeking excellent engineers with good low-level knowledge and deep general software engineering experience.
This is a real chance to join a top tier HFT firm and have a huge impact. We think the best work is done in person so relocation to Dubai or Sofia is required. More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
Nick
This is a real chance to join a top tier HFT firm and have a huge impact. More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
Remote for truly exceptional candidates.
We are a next generation quant trading firm. We automate further up the chain than our competition. We are well capitalised, successful and looking for developers, traders and quants. It’s ok if you want to straddle those roles. We’re still less than 10 people so it’s a real chance to join a top tier HFT firm and have a huge impact. More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
Looking for exceptional quant-trader to join our highly successful HFT firm.
You’ll be joining a small, fun, highly collaborative team with deep experience in the most competitive trades on the planet.
Feel free to drop me a line with informal questions, as well as to apply: [email protected]
We are a next generation quant trading firm. We are well capitalised, successful and looking for developers, traders and quants. It’s ok if you want to straddle those roles. We’re still less than 10 people so it’s a real chance to join a top tier HFT firm and have a huge impact.
We think the best work is done in person so relocation to Dubai or Sofia is required.
More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
We are a next generation quant trading firm. We are well capitalised, successful and looking for developers, traders and quants.
It’s ok if you want to straddle those roles.
We’re still less than 10 people so it’s a real chance to join a top tier HFT firm and have a huge impact.
More details: https://www.asymptota.com/open-positions Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
Remote for exceptional candidates.
We are a next generation quant trading firm. We are well capitalised, successful and looking for developers, traders and quants. It’s ok if you want to straddle those roles.
We’re still less than 10 people so it’s a real chance to join a top tier HFT firm and have a huge impact.
More details: https://www.asymptota.com/open-positions
Feel free to drop me a line with any informal questions: nicholas dot nash at asymptota.com
Speculating About Store Buffer Capacity
Show HN: RelaSharp: Lock and wait free C# with (a little more) confidence
Graph Isomorphism in Quasi-polynomial time
Is the hot hand fallacy a fallacy?
Is the hot hand fallacy a fallacy?
A Few Notes about HFT as a Business and the Virtu IPO
Bitcoin, in its own Universe?
Bitcoin Needs Cross Exchange Prime Brokerage
https://ocfnash.wordpress.com/2009/10/31/yet-another-prisone...
The title is a bit of a give way - to people who work in the space the "Flash Boys" book is easy to see as atrociously inaccurate.
I recommend considering the detailed rebuttal to this type of article, as well as that book in particular: "Flash Boys: Not so Fast" http://www.amazon.com/Flash-Boys-Insiders-Perspective-High-F...
Dealing with Failure: The way of the M**ad
Bitcoin's microstructure is dangerous for sellers
Long ago, I wrote adversaries that attempt to force _any_ algorithm that is extracting a partial or total order from data to approach their worst case.
These adversaries, like McIlroy's adversary, sits in the compare() function, but it asks itself "what answer can I give, consistent with the data so far, to force the algorithm to ask me the largest number of subsequent questions?"
For non-introspective quicksorts this will be O(n^2), but it should also bring out the worst constant factors in O(n\logn) worst case time algorithms.
I did some experiments: http://nicknash.me/2012/07/31/adversaries/
A proper reference is the Kahn's "Sorting and Entropy", IIRC.