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Got Crazy Python Skillz? Want To Manipulate Markets? Then This Job Is For You
Computer hackers running US market structure? Check please. Or else, you can watch CNBC's fluff piece on how HFT is a little bad, but not all that bad. P.S. can CNBC disclose who provided the funding for its little forray into HFT coverage (which is just 1.5 years too late).
From a job posting by a reputable Chicago quote stuffer. Note the extensive requirements that the candidate understand fundamental economic and financial analysis. Yes, these are the kinds of people that control the US stock market.
Job Description:
Python developer needed for math/trading applications and research at leading HFT firm. The person we are searching for will have a strong background with python programming and the ability to work with very large historical datasets. You should have a very strong math background as well. This can involve writing very complicated python scripts and programs! You will work very closely with traders and quantitative analysts in their equities trading group on state-of-the-art trading strategy and research systems. We will definitely consider candidates from outside the financial industry for these roles, and this job is an excellent way for people who are interested in working for a financial firm to gain entry to the industry. We are particularly interested in candidates that have experience using python and/or C++ in fields like bioinformatics, physics, defense and others that work with massive datasets.
Requires:
- Strong python programming experience developing applications and scripts using complex regular expressions
- Experience with C++ programming is a plus
- Strong math knowledge and education
- Experience working with massive datatsets/historical data
This company is a top-tier electronic, algorithmic trading firm, located in Chicago, IL. This firm is one of the most advanced high frequency electronic trading firms in the world and uses python throughout the company, as well as other languages. This firm has a culture that rewards creativity and hard work. No third parties, and no consultants please. We will not consider candidates from outside the USA. No telecommuting. We offer very generous compensation (best in the industry), fantastic benefits and very generous relocation packages.
Courtesy of Themis Trading
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Too bad I do Java
Perl hack here.
Fortran
Judge clears Sergey of one count. ZeroHedge remains silent. Is Goldman funding ZH ?
http://www.bloomberg.com/news/2010-09-03/ex-goldman-programmer-gets-one-...
Just another over reaction by law enforcement. That hardly ever happens right?
Tyler cleared this Squid issue up Sunday...
http://www.zerohedge.com/article/weekly-chartology-and-decoupling4eva#comment-576609
Guess I'll just have to watch "Fight Club" to find out. I can't imagine this version of Tyler is played by Brad Pitt.
COBOL
reverse-polish notated COBOL. it's the latest thing in retro-programming.
uses a forth preprocessor (which was originally written in lisp)
Foolish mortals using keyboards and monitors and compilers. Real programmers toggle HFT algorithms into the front panel.
Excel here.
If FORTRAN really is your thing, then you'll be happy that I gave the language a body:
http://madscienceunlimited.com/fiction/theexchange.html
Yes, she's written in FORTRAN. But she wrote herself.
ztill working on English herez.
Ada here - for what that's worth anymore
I almost named my fictional character Ada instead of Fortran, but the latter had more geek appeal to me, and was more notionally shocking to my programmer's sense of propriety. That, and FORTRAN is used to run fast simulations, and Fortran is the fastest and longest running simulation in the world. After all she's simulating a woman, and you know how hard that is going to be. ;)
I love Python. I would not say I have mad Python skillz though. I can definitely hack though. I am a C purist and do not write C++. I used to write ballistics algos too. I am really close for this. Should I apply?
definitely this way we could have an insider in an hft firm
http://xkcd.com/292/
http://xkcd.com/353/
Mad python and C++ skills here, but I am currently employed in a job that allows me to retain my self-respect...
6502 assembler, blindfolded
1) Demonize
2) Call to regulate
3) Backroom negotiations (government and business working together)
4) End result is Fascism / Crony Capitalism / Corruption
Rinse. Repeat.
Bingo!
Tyler jeez, you too with the Zs??! You've been reading too many Gold Bitchezzzz comments! :)
ps: GOLD BITCHEzzz
Go GETCO!
Python for High Frequency Trading? More like Low Frequency Trading...
Please explain the technical argument that made you come to this conclusion. (I believe you are mistaken.)
Python is a high level scripting language, which is generally slower than something like C or C++. The advantage is that Python can be compiled down. Sections may have to be optimized but using embedded C code though to get optimal algos. The math functions are not as easy as in say FORTRAN though. Haskell would definitely be a lang to consider for its speed and math skills.
I do have some mad networking skillz though. It would be very beneficial for adding some serious latency in the pipes.
Child, unless these HFT algos are being written in firmware, the programming language does not matter. Now take your time machine back to 1990 when your argument was valid.
agreed. just throw enough cpu/ram at it and you'll be fine.
Wow! I do not even know where to start with that. You ever heard of overhead? Being an embedded programmer and knowing how many instructions each statement makes at times, it matters very much what the language and the compiler is. There are times that things cannot be done efficiently in C and must be done in assembly. Go back to sleep.
Relax everybody. Lets all apply, take it down from the inside...
Pyhon is for the historical analysis in strategy development. C++ is for the actual strategy running realtime, yes with good knowledge of what exactly the compiler is doing.
Still using punch cards?
(This is not one of the times you need c or assembly.)
LOL@you
Ever compared assembly to one of these joke scripting languages?
Your dated knowledge is showing, best to pipe down now before you really expose yourself.
And which professional experience constitutes your dumb ass comment? Thought so...
Contrary to how hft operates in your imagination, c++ and assembler are the only two languages fast enough for strategy implementation.
Pay attention to mephisto (props) - consistantly on the ball in regards to this stuff...
#Fail
Sure dude, Java is a great substitute...
If u can affort cloud computing(and those guys can) speed is infinitely scalable see Google, although I dont exactly know what the specification for HFT are, If I was doing HTF Id be looking into
http://www.nvidia.com/object/cuda_home_new.html
Like this one: "Pricing of cross-currency interest rate derivatives on Graphics Processing Units" http://www.nvidia.com/object/cuda_apps_flash_new.html#state=detailsOpen;aid=4401d416-56a2-4a55-88a0-a8ccbb66c75d
I'd add straight up vanilla C to that but there are only a few who can do that left. To the doubters, your scripting langugaues are useful for many things but we need to be close to the metal for real speed in an application.
the most critical routines and fn(s) of HFT will be written in assembly and burnt into firmware. Can we look at the source code this guy Alexei Oleinikov (or whatever) took from GS?
That's what I want to know.
That code, used by the vampire squid itself, is 400Kb of erlang, a language built specifically for very high concurrency (specifically telephone switching). This concurrency is managed by the erlang interpreter, not by machine-level (or even bytecode level) compilation.
I've started learning Python, but don't know how the execution model works. Perhaps another commenter can enlighten us.
On second thought, if this firm is using Python for HFT, it must have a highly-concurrent execution model.
I used to care about this kind of stuff for about a year before I regressed to just doing everything in perl. Now I have more time to read ZH and look at spot gold prices.
:) exactly.
I am a C programmer and I was just making a joke.
Apart from C I do some python and Vala, so I dont have anything against phyton. I actually think its a great language for some tasks.
But sorry to interrupt the flaming: Python SUCKS!!!
It can't be all that bad, it's a Google favorite. They call it the glue for the Internet.
Python is easily my favorite language; I think it's wonderful. This would be a great job opportunity if I lived near Chicago. The call of the Dark Side is powerful...
another religious discussion. what's with this ZH place? i wonder if i can slip a reference to gold in here?
any language that's wonderful, like-able, read-able, write-able, portable, --able (gnu opt) to mere-mortals does not inherently imply fast. and HF-anything implies fast.
in fact, history usually indicates that the closer to humanly readable a computer language is... the more layers there are between it and the hardware (read: inefficient). some high level languages are both unreadable and slow (e.g. perl - my favorite, written in vi...)
drop the religions. python is interpreted and slower than c/assembly on the same hardware. fact. low-level python modules can and are written in speedy assem, etc. but this same code is better written and maintained in languages designed to run closer to the machine's hardware.
python for analysis, and maybe some interface work (ala TCL/WSH) sure, but real-time HFT... wouldn't be the language of choice for folks with these kinds of resources.
i would wager that the python skills are being used (and appropriately so) for stuff closer to the humans (interfaces, and quickly tweaking what-if algorithms) than to the algo-engines nearest the fiber.
all of the mentioned languages have their places, best-uses, and are not mutually exclusive.
and gold is reaching new highs. got gold?
cheers.
I do "seat of the pants".
You have a "do" in the seat of your pants? /Pento eye roll!/
Clearly these guys think that their business model will be crushed by Washington and the regulatory agencies very soon...
I'm going to have to forward this to a friend of mine. He even has family in the People's Republic of Illinois. He's working now but who among us hasn't thought about putting Easter eggs in HFTA?
Yes shameful thank you for letting me know. I will be applying for this.
I don't know why they would want python over C or C++. Hell real men should be doing this in assembly for pure monkey madness speed.
I am willing to do it in any language they want it in though as long as they pay my mercenary fee.
I may have to live in the office to prevent being tainted by the PRoI.
In the todays world Asembly or C dont have a 1% speed advantage and a 100%-1000% overhead in development
not true...the memory overhead and speed of execution for scripting or bytecode langugages are egregious compared to low-footprint stuff.
C is not OO, so I wouldn't consider it modern. AL is excessively low-level. Prefer a language like Delphi/Object Pascal (borland versions) as a hybrid between the monstrosities that C++ developers create (see: Windows) and pigware like Java.
Late binding is inherently slower.
Yes true, but better to bind late than never ;)
I imagine the Python is used set market conditions, targets, etc (stuff that I don't claim to understand) and interacts with a service running on a different machine that may or may not be created in a low level language. But then my knowledge of technology is only 10 years old...
bingo. pretty much the most rational architecture.
It's not the speed of a single thread of execution, but the efficient management of many (thousands) of threads that counts. The (commercial-grade, not free) erlang interpreter works this magic by deciding which threads get to run, idling them quickly if they need to wait for something (say, I/O).
Dumb threads (heavy- or light-weight) just sit and poll, chewing up CPU (and maybe disk I/Os, if virtual memory is involved). Erlang processes are, by comparison, featherweight.
In principle this model could be applied to any interpreted language, but there may be some practical restrictions. Erlang, for example, has no variable assignment (recursion is the main structure), so nothing is shared between processes (there's a messaging system instead). This makes for relatively trivial parallelization. Python shares some, but not all, of this model.
fortran here ... sigh.
I have my runners change the chalkboard prices.
We are particularly interested in candidates that have experience using python and/or C++ in fields like bioinformatics, physics, defense and others that work with massive datasets.
LMAO!!! Yes, to hell with real business valuation metrics! We want to pour more money into systems that keep the casino atmosphere thriving! We need to find out how a given group behaves when a bomb is dropped in 1 square mile and plug that data into an equation so we can profit from it! While we're at it, we could use ex-CIA and Black Ops so that misinformation and intel gathering can also be programmed in. Earnings? Top line growth? Cash flow? What the hell are they?
I agree that the casino is insane.
But my contention is that the casino is an inevitable consequence of:
1) the desire of most people for unearned loot
2) but there is only so much the gov't can take in taxes
3) so there is the irresistible "charm" of irredeemable fiat paper system
4) made possible by central banks
5) which make possible unlimited debt (leverage)
6) which leads to bailouts / TBTF
7) which leads to cries for regulation(!) ("well, if we're going to have to bail them out, then we must control them" -- to which my answer is "check your premises, brother!")
How about let's stop prohibiting people from using gold, or whatever commodity they choose for money. Let's stop bailouts / stimulus / welfare, and then stop regulating, controlling, picking winners and losers, and have an actual free market (rhymes with free, as is freedom).
They are bullshit numbers dreamed up by CFO's colluding with accountants that have no real bearing on the value of the instrument anyway since it's not as if they pay dividends proportional to their earnings. Not to mention that they're already months old by the time you actually see them.
Tick data don't lie, unlike corporate executives.
link to original posting? I have mad haxx0r skills in python and want to get in the biz :P
Here: http://www.jobmagic.com/job/301/Python-Developer-High-Frequency-Trading-...
gracias! see you in hell, moderate-paying-but-secure government job!
thats funny, i call mine python too! LMAO
Oil is reversing, market to follow. SQQQ and VXX the way to go.
I'm out of quarters.
Completely OT:
Feds Spent $800,000 of Economic Stimulus on African Genital-Washing Program
The National Institute of Mental Health (NIMH), a division of the National Institutes of Health (NIH), spent $823,200 of economic stimulus funds in 2009 on a study by a UCLA research team to teach uncircumcised African men how to wash their genitals after having sex.
Your tax dollars at work.
The guys at the NIH must be big Lewis Black fans.
http://www.youtube.com/watch?v=5T8Gxk7vbec
HA! These brothers having been washing themselves for years, just fine.
Cost of technique = $0. Cost of technique personnel = $823,200.
I love a financial firm that rewards creativity...we need more of those for sure.
I hear you can make 12 million a year if you can create hell on earth.
Hmmm... I wouldn't mind a new job, and I do have relatively mad Python skillz!
I take money from those auntymen just about every week. They can use Cobras or Boas for all I care.
Reading the headline, I thought they were looking for mad Monty Python skilz.
It would be helpful keeping this dead parrot sketch of a market going.
http://www.youtube.com/watch?v=4vuW6tQ0218
interpreted languages to duel in millisecond time? freaking noobs (turns head to the left and spits)
Dude milliseconds where 10 years ago
http://download.oracle.com/javase/1.5.0/docs/api/java/lang/System.html#n...
Today its nano, tomorrow hmmm whatever comes after nano, and were talking only a single CPU when u get 10000x of CPUs working together my head starts to spin ;)
Pico seconds come after nano seconds.
and after that come sticks, bones, and obelisks :^)
class QuoteStuffer(object):
def __init__(self, symbol)
self.symbol = symbol
self.bids = []
def stuff(self, number, price)
for num in number:
self.bids.append(price)
Where do I sign up?!?!
Excellent demonstration of how to go stuff yourself in Python. But the beauty of the language is that there's probably already a module written for this.
It's a shame too many of our brightest people work for the oversized financial industry, which becomes a "tax" on our economy probably to the tune of about 4%. No wonder we are having trouble competing in the global economy. This will crash just like Tech did 10 years ago - too many resources funneling into one industry
Had an interview for an x86 assembly job working on a satellite...didn't get it but it's about the last job I really wanted.
Fuck HFT
C# here. I have had so many calls and have seen so many apps for developers for "Market Analysis" jobs (aka HFT algo's) it's not funny.. literally.. it's not funny. I'm tired of getting calls from them. I tell them all to enjoy hell when they reach it. The bastards. Heh.. last year I had a lady call me for an interview with Goldman.. I just giggled at her and ask her politely why anyone who had any sense or understanding would actually work for one of the companies that steals from Americans. There was silence for about 5 seconds, followed by her reply... " I take that as a no".. lol. I can't taaake it!!!
Yeah and how 'bout joke of an interview Lee did with Simons on Fast Money? Just in case there was anyone out there who had the crazy idea that HFT didn't serve a useful purpose, Mellissa Lee allowed Simons to set the record straight. It's not that bad. And the Flash Crash was caused by the exchanges.
Python? Python?!
Now I'm %100 certain HFT is going to destroy the stock market. I don't have any doubt left....these guys are morons.
Maybe we can give CNBS a platform..... A plzce where they can comment to Zerohedge and its users questions. We can even make it an area that is off limit for commenting... Anything to get them to back their stories up with TRUTH and FACTS. Ofcourse the rest of Zerohedge will b eopen for us to destroy thier view points.....we know they read it anyway.
Erin Burnett.......YOU ARE AN IDIOT!!!!!!!
Nunchuck skills
Bowhunting skills
Computer hacking skills
Girls only want boyfriends who have great skills.
I know some girls that are crazy and have great Python skills. Do they qualify?
It's not that kind of python.
I had fun once embedding Python scripts into 3D models for a visual simulation application. You could flip a bit in the input and do something like a whole landing gear sequence, all inside a script that was attached to the model. Python was a little touchy when it came to performance, you had to handle variable declaration a certain way or it would consume too much time creating out variables every execution cycle. That would be bad for an HFT where microseconds count, I suppose.
The bitch was figuring out how to bind it to C/C++, allowing Python to call out to C functions. The documentation at the time was a bit sketchy - its probably better now.
It's a brave new world with python 3.2 in it. This is not your fathers python 2.4.
Python? Who he?
I just presumed they wrote in good-ole Basic, given the quality of their HFT in practice.
The Math/Finance libraries in Python were little "projects" .. years... ago...
The Call to Battle.... is in the Front Arena...
http://www.frontarena.com/templates/Page.asp?id=9020
Talpiot Grad working at Canaan Partner's Israeli Officehttp://theinfounderground.com/forum/viewtopic.php?p=37136
Did Israel's Talpiot help pull off 9/11?
By: Crack_Smoke_Republican on: 22.01.2007 [00:46 ] (6151 reads)
http://www.iraq-war.ru/article/116064
Israeli (Jews) did 9/11 - ALL THE PROOF IN THE WORLDhttp://www.theinfounderground.com/forum/viewtopic.php?f=6&t=5367
It is war... and your child's future is the target...
http://www.securitiestechnologymonitor.com/issues/22_11/-25617-1.html?pg=5
Yes, this anti-Talmudic ...
http://www.saveyourheritage.com/jewish_control_of_finances.htm
...so get kickin'
Thank good, it isn't VB -
http://stackoverflow.com/questions/1538235/what-problems-have-you-solved-using-genetic-algorithms-genetic-programming/1538464#1538464 - I love this story!
btw, Python is a today's portable Basic.
bbtw, HFT should be done in Lisp.
By mandating python, it is clear that the employer is not too strong in computer. As other commentors pointed out, the kind of things you can do with python is limited. You can do a lot more with compile languages such as Java. But that does not matter because the employer just wants to spend money his way. By the look that he wants the programmer to right a lot of python, that means he is up for a lot of risks without understanding it. Nuts rule.
I found lots of interesting information here. I love zerohedge.
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