Top all-time · #10779
smabie
Personal blog · cryptm.org/postseconomicsdata
smabie is a personal blog at cryptm.org about economics and data. Since 2020, 7 different Hacker News readers have linked it 39 times, most often “Xs: a concatenative array language inspired by kdb+ and FORTH”. The last post was in 2020, but the archive is still widely read.
Too few sampled comments (2) to say how often HN recommends it.?
Why HN links it
HN commenters link the blog's posts on Jim Simons and Renaissance-style quant trading, and on Xs, a concatenative array language inspired by kdb+/q and Forth. The comments do not judge the writing.
Summarised by Claude from a sample of 2 HN comments that link here. Each comment is marked recommending, critical or neutral (citing without judging); how this works.
Most-linked posts?
- Xs: a concatenative array language inspired by kdb+ and FORTH5 people · 16 mentions · first linked 2020-05-11
- The Value of Alternative Investments2 people · 4 mentions · first linked 2020-07-10
- Statistical Analysis of Counter-Strike win-rates2 people · 2 mentions · first linked 2020-06-12
What Hacker News says?
Working on my blog, https://cryptm.org/ and just released the 0.1 release of my new programming language, xs: https://cryptm.org/xs/
Comment linking /xs/
on “Ask HN: What's your quarantine side project?”Submitted Xs: a concatenative array language inspired by kdb+ and FORTH as a story · 84 points
HN discussionI believe there's an error in your cagr function: I didn't look at how it's used too closely, but whenever you see 365 in financial code it's usually an error. It would be more appropriate to use 252, the average number of trading days for US equity exchanges, instead of 365. I have some questions regarding the article: How are you hedging? What instrument are you hedging with? Also, how much leverage are you taking…
Comment linking /
on “Ask HN: What's your quarantine side project?”Submitted xs: Concatenative array language inspired by kdb+/q in OCaml as a story · 3 points
HN discussionI have an old blog post about the subject: https://cryptm.org/posts/2019/10/04/vol.html Optimal over my time period was 2.99x, but the expense ratio was not accounted for.
Comment linking /posts/2019/10/04/vol.html
on “Kelly Criterion”Submitted xs as a story · 3 points
HN discussionIts not labeled on the axis. But the analysis is up to last Friday. It's also easy to see that the huge drop and rebound at the end of Coronavirus. The start and end date are also mentioned in the post. Edit: actually it's on all the graphs. https://cryptm.org/assets/iret.png
Comment linking /assets/iret.png
on “Bogleheads”Submitted xs: a concatenative language inspired by kdb+/q in OCaml as a story · 3 points
HN discussionIf you're interested, check out my blog: https://cryptm.org/category/Posts.html I used to work in finance doing portfolio analytics. I'm not really advocating day trading, but rather using quantitative methods for optimal portfolio construction.
Comment linking /category/Posts.html
on “Bogleheads”Submitted Xs: A concatenative array language inspired by kdb+/q and Forth as a story · 3 points
HN discussionI have a blog post I wrote awhile ago that might be of interest: Diversification, Risk and Leverage https://cryptm.org/posts/2019/11/28/div.html If I was rewriting the post today, I would make some changes, but by and large, I stand by the post.
Comment linking /posts/2019/11/28/div.html
on “Save like a pessimist, invest like an optimist”Submitted Show HN: Xs, a concatenative array language inspired by kdb+/q and forth as a story · 3 points
HN discussionMarket neutral strategies really only work with significant access to leverage and favorable financing. Retail investors such as myself are unable to get the kind of juice necessary to run a L/S market neutral strat. Of course, I suppose it would be possible if you discovered some amazing alpha factor. But if you did, you probably would be better just trying to get investors. So in short, the answer is $0. For my pe…
Comment linking /posts/2020/06/09/vol3.html
on “Building AI Trading Systems”Submitted The Value of Alternative Investments as a story · 2 points
HN discussionI kind of doubt that doing VC without being very high profile has better risk adjusted returns than SPY. Of course this somewhat hard to calculate on the VC side due to the lack of transparency and illiquidity of the market. But in fact that author is going about this all wrong. It doesn't really matter if VC outperforms. The point of VC or hedge funds or any other alternative investments isn't to outperform the mar…
Comment linking /posts/2020/07/09/alt.html
on “Real-Life Angel Investing Returns 2012–2016”Submitted The Value of Alternative Investments as a story · 2 points
HN discussionIn a somewhat similar vein, I made a concatenative array language inspired by kdb+/q: https://cryptm.org/xs/ Unlike other concatenative languages, the order of operation is right to left, and it supports infix operators. This gives the language a very conventional array language feel, while also giving you the power and flexibility of the stack. As far as I'm aware, there's really nothing like it. Would love if some…
Comment linking /xs/
on “F (2006)”Submitted The Low Beta Anomaly as a story · 2 points
HN discussionThat's not necessarily true, it depends. For example risk parity is common knowledge but it still beats the market. You don't really need any secret sauce to use it effectively. You could do it, personally, and you would probably do well. However if your strategies are well known people typically won't pay you much (if anything) to manage their money, because a bunch of shops will be offering comparable results with…
Comment linking /posts/2020/08/01/parity.html
on “Jim Simons proved the textbooks wrong, almost”Submitted ETFs, Volatility and Leverage: Towards a New Leveraged ETF Part 2 as a story · 2 points
HN discussionwowza - is it this post? [Show HN: Xs, a concatenative array language inspired by kdb+/q and forth] https://cryptm.org/xs/ How is that life anyways? I know very little about it?
Comment linking /xs/
on “Ask HN: Who's been hired through Hacker News?”Submitted One Weird Trick to Profit Off of a Global Market Meltdown as a story · 2 points
HN discussionGold is a good investment because it has such low correlation to the broader market. Even though the return of gold is poor, the vol of your portfolio can be significantly reduced. I actually have a blog post https://cryptm.org/posts/2020/07/09/alt.html where we create a minimum variance portfolio using gold and the S&P 500. And even though gold has high volatility and poor returns, this approach generates a higher…
Comment linking /posts/2020/07/09/alt.html
on “Gold price rises above $2k for first time”Submitted xs: A public-domain concatenative array language inspired by kdb+ as a story · 2 points
HN discussionThanks! Gonna give it a try now. I've actually developed my own array language inspired by kdb+/q and forth called xs: https://cryptm.org/xs/ It's a little more pedestrian than what you're doing: APL/J have this ethereal magical quality that k/q seem to lack for whatever reason. Probably because of the lack of tacit programming (which xs supports btw). It's a Java world, we array language folks need to stick togethe…
Comment linking /xs/
on “BQN: An APL Variant from Marshall Lochbaum”Submitted Prediction Markets: Strategies for Alpha Generation as a story · 2 points
HN discussionOkay, so I got the page to load (in a previous comment, I said it would not load). This guy is doing nothing correctly, and his code is an absolute mess. He's not using pandas except for displaying data and reading a CSV and his code is unnecessarily ugly and verbose. You really shouldn't be using very many loops at all when doing quant research. And he capitalizes all variable names, but whatever I guess. He's usin…
Comment linking /
on “Algorithmic Trading Using Logistic Regression”Submitted Analysis of CS:GO Win-rates (2020) as a story · 1 points
HN discussionkdb+/q has the most traction. However, it could have more traction and first derivatives has done a terrible job at promoting the language. I love k/q and see a lot of the ideas of array languages perculate into the mainstream thru numpy and Pandas. However, both are really shitty compared to a true array language. I personally love k/q, J I'm not as keen about. I've also created my own array language called xs: htt…
Comment linking /xs/
on “J vs. K by Example”Submitted xs as a story · 1 points
HN discussion
