adn37

Also keep a log book of daily progress/problems. It's good for achievement and bonus: it allows you to answer "wtf did you do last month" questions right away.

Tip: his lips are moving.

Btw, if you don't want people to disconnect, plan breaks regularly. I've been in 3h+ meetings, given no break, and sooner or later someone disconnects.

Exactly. At some point it's about making something real, just to make sure you still got it. Luck or not, this is another story.

Ironically, no

Interesting, I missed that one.

Though I hope somehow comments are pooled before sending, otherwise this would really be overkill for major threads.

I had a teacher that used to say: if you don't (dare to) ask, you are already said no. This is the same with trying and success.

Though, going forward is also a chance of taking the route of another failure.

As for me, I failed once, after investing massive free time in a web project for 1 year. I built it, they didn't come. I recently decided to start over with friends on a smaller project that values manually added content over technical execution and design.

What gets me to work is: 1/ going forward is fun, 2/ not doing anything doesn't make things get any better.

Firefox addon, like SiteDelta?

> Java, J2EE and Java 1.6 Care to elaborate? 'Java' colliding with the 2 others?

Sure they are smart. Question is: do they want to invest time to master the internals, needed to achieve high performance? Takes years to get there.

Interesting thread, thanks.

As a Direct Market Access developer myself, I wonder what is your environment (target exchange(s), api/transport/codec stack, market data provider) and how time-costly it is for you to 'just connect' to the market (aka, having a platform ready to trade, without the algo stuff).

Could you elaborate a little please?

> pretend to add value by retweeting status from the people who really know what's going on?

They are communicating, while you are coding. This is of course unbalanced. But personally, the last thing I want to have to do is to update any random person on how things are going, while in the middle of a crunch towards the deadline. The dark side it that I have to deal with a PM who doesn't understand the deep technical aspects and is the 'key' player of the decision process.

> Shouldn't engineers with leadership gifts lead more projects where engineering plays a major role?

Some very talented soft engineers that I know are trying their best to stay away from project management. It's how things are.

Also, other games, simply refuse to load if they are executed within the context of another domain (even blocking localhost).

I've seen it with Desktop tower defense. Can't tell I appreciate it, but it should help fighting theft.

Though, is it really that hard to crack? (wrt to code obfuscation) Any experience from flash developers?

Zach, I like your articles.

Though, I think they could be made easier to read by adding sub sections, so the structure of the article may be understood at once. My 2 cents!

I open 2 tabs: article + comments. If article is TL;DR-ish, I look at the comments and decide to read it or not.

As already said both here and in previous threads: HFT is for big players; requires:

- hosting on exchanges premises to cut roundtrip delay (µS speaking). Also, very often, you'll be throttled depending on how much you pay. For entry fees, you'll be limited to ridiculous rate such as 20 msgs/sec.

- man years of development. Basically, when starting from scratch, we develop Direct Market Access gateways (i.e, custom/proprietary access to exchanges) in 3 to 5 man-months (using an in house framework). And they sit on top of other products that have dedicated teams working fulltime for years.

- upkeep: exchanges update their systems once/twice a year. Migrations take somewhere from a few hours to weeks, or a from scratch when they rewrite their complete API. If you can't keep up with the updates, you won't be able to trade.

And here, we're only speaking about trading. As highlighted, you also need market data, both retrieval and processing. Then and only then you'll be able to seriously start trading. (and then you'll want to do some back office stuff)

> The trading fee is close to $10/order

Deal breaker, especially for HFT.

Interesting!

Can you be more specific technically? (language used, learning curve for app engine, time spent on dev).

This is 'quite straightforward' to do this in MVC PHP, I'd like to do it on app engine for fun & learning.

It depends on what you want to build. Keeping it simple helps.

I designed my last web site in about a month: dev time + learning an MVC framework (CakePHP), not working full time. Prior background of php web dev (non pro). Also, the framework has evolved, and a lot of things I had to do by myself at the time are now in the core.

In the end, what took me time is: back office stuff (end of day jobs, tracking user actions), design integration (we brought a designer in, though), UI (caching and ajax calls to speedup the site, and effects using scriptaculous), having our email platform good to go through spam filters.

Also, even when it seems straightforward, it takes more time than you may think. And coding is just the beginning.

tl;dr: Depends on your requirements and experience. Also, next time you'll be faster.

> Morning people also anticipate problems and try to minimize them. They're proactive.

Looks like the author never had to plan the next day, knowing he'll be "low-brained" during morning hours. This requires forward planning.

Try to wake up in the middle of the night and resume work without context, we'll see how it goes!

I personally maintain a detailed TODO list, as well as a log book. So I know were to start from, what's pending, and what I did. Bonus is that it also help you answer "What the hell did you do last month?" questions from clueless managers.

+1 for the mid-day nap. I find it to be a great refresher, when not too much in sleep debt, of course.

Diagrams on post-its, are you kidding?

That was funny to go pen & paper to do the reversal of the linked list, C style, like in the old days.

(aka, Java coding is tasteless)

I am actually wondering if there is any way, as an iphone/android app developer, to guarantee the request comes from the device (and not from a curl req, e.g).

Of course virtually any method (auth token, ...) can be broken, but there must be a way to make it difficult enough.

Any advice from app developers on how to do this?

- I agree, it looks unprofessional: then hire some other guy to do the morning show.

- As a night owl myself: I can work in the morning (at least just enough to look professional), but it's like asking you to wake up in the middle of the night and work. At 3am: are you efficient? I guess not.

Contrarily, when I'm on my own schedule (awake after 10pm), when I get in the zone, it's like adrenalin in my veins. Can't be compared.

Don't be that guy, there is no compromise here.

> [Most] High frequency trading and "investing" are basically the same thing on different timescales.

Yes, it's basically the same if you take out all the differences. Nothing said so far.

Also, investing is clearly not the only activity on markets (speculation, arbitrage, you name it), so let's not over simplify things.

Interesting reflection field, though.

Usually we do this for one time authentication only.

At the office: realize that if you don't have confidence, you are unlikely to get actively anywhere further (promotion, enhanced responsibilities).

In a word, cross the door, then people will hold it open for you. The opposite doesn't work.

For everything else: as said by others, plan, iterate, think, correct, repeat.

Depends. We use simulation to validate connectivity and business logic. No link to the potential future bad decisions taken during trading.

Agreed. As a developer in the field, I confirm access is very expensive and the software base deployed is very heavy (custom protocols built over TCP and engines). Basically, if you go through HTTP (efficiency put aside) then you go through a broker. This adds up latency and voids any chance of HFT.

I've learnt Java (J2SE). I have an embedded systems background. Hated it at first (lack of possibilities vs C/C++), but in the long run there are benefits. Frustrations are still there and the fun is limited (no risk, no fun), but you can work your way out. Brainwashing yourself is option #1.

I still enjoy working on side projects too, with the tools I like (web dev, PHP MVC...).

Interesting.

Another (comparable but slightly different) classification has been proposed by A. Maslow:

http://en.wikipedia.org/wiki/Maslow%27s_hierarchy_of_needs

What is quite tricky is that you can achieve the high levels of the pyramid but still have trouble being ok with the first levels.