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rikisola comments on Welcome to Less Wrong! (7th thread, December 2014) - Less Wrong
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Hi all, I'm new. I've been browsing the forum for two weeks and only now I've come across this welcome thread, so nice to meet you! I'm quite interested in the control problem, mainly because it seems like a very critical thing to get right. My background is a PhD in structural engineering and developing my own HFT algorithms (which for the past few years has been my source of both revenue and spare time). So I'm completely new to all of the topics on the forum, but I'm loving the challenge. At the moment I don't have any karma points so I can't publish, which is probably a good thing given my ignorance, so may I post some doubts and questions here in hope to be pointed in the right direction? Thanks in advance!
Hello and welcome! Don't be shy about posting; if you're a PhD making money with HFT, I think you are plenty qualified, and external perspectives can be very valuable. Posting in an open thread doesn't require any karma and will get you a much bigger audience than this welcome thread. (For maximum visibility you can post right after a thread's creation.)
Hi John, thanks for the encouragement. One thing that strikes me of this community is how most people make an effort to consider each other's point of view, it's a real indicator of a high level of reasonableness and intellectual honesty. I hope I can practice this too. Thanks for pointing me to the open threads, they are perfect for what I had in mind.
Do your algorithms require co-location and are sensitive to latency?
Hi Lumifer. Yes, to some extent. At the moment I don't have co-location so I minimized latency as much as possible in other ways and have to stick to the slower, less efficient markets. I'd like to eventually test them on larger markets but I know that without co-location (and maybe a good deal of extra smarts) I stand no chance.