this post was submitted on 13 Nov 2023
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Programming
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That's rather beautifully put and extra marks for p-h-t! ๐๐
I learned low level stuff to give prices to traders before the trading interval ended. I'm serious. Our four man hedge fund was under the wing of huge French bank. Pricing in the era was painful.
Asked for a price in the era used to take minutes for derivatives; I was told much faster wasn't possible; that's a red rag to me. I had no choice but to get dirty and go low level again.
The traders were old style barrow-boys, their like disappeared maybe a year or so after. Derivatives have a load of parameters that go with the actual price, "the Greeks", and market traders easily remember sets of shopping lists and prices and quantities at the same time. They were a shoe-in before computers were actually useful on a trading floor.
I learned to program on a 6502 RISC chip in Acorn Assembler. I liked it because BASIC was shit in the era (GOTO Fcuk My Life), like it got much better .. ๐คฃ๐ Knowing how programs work allows me to try to make it faster. These days I ~think~ know compilers are smarter than me.
Rust appeals too for the time-travel aspect. I'd like to learn to write a threaded program. I would have loved to do that when back in the day, I always regretted the way it worked, but it was way beyond me ๐ญ .
I wouldn't mind looking at my old original killer pricing program, I knew it could be optimised then, but I just didn't have the time or the skills to go that extra mile. I regret that bitterly. ๐ก
If you get time, let me know of your (t)rust travels. Bon voyage.