In a recent hacker news thread, a great deal of criticism was heaped on Fermi problems. "How many golf balls fit on a double decker bus?" "How many piano tuners live in Seattle?" I think much of the criticism is unfounded, since Fermi problems come up all the time in …

In a recent blog post, Karl Smith defends U3 from it's critics. The majority of his defense is spot on - U3 is a consistent, well-understood measurement which we can use to measure changes over time, and we also have a pretty good understanding of it's relationship to other relevant quantities …

In a previous post I discussed the mechanics of HFT. If you haven't read it, go read it now. Now I'll discuss it's social utility and cost.

About the title

Many people were misled by it, and this wasn't my intention. I was merely alluding to the book by Hardy …

A while back, Hacker News was deluged with assorted command line bug trackers. It's pretty clear that many people want a command line interface to their bug tracking system. But most of us are forced to use an existing system and can't switch to such a new one. So I …

I'm a former high frequency trader. And following the tradition of G.H. Hardy, I feel the need to make an apology for my former profession. Not an apology in the sense of a request for forgiveness of wrongs performed, but merely an intellectual justification of a field which is …

HTTP is a stateless protocol. For this reason, it's often considered bad practice to store data in your server's memory the memory of your webserver to be a bad practice. In general, this is correct - your webserver's ram is a bad place to store permanent data. It's volatile, and if …

In a fairly popular blog post, Raganwald advocates against using various heuristics while filtering out resumes. For the most part, I agree with him. Since it's hard to find good programmers, false negatives are very costly compared to the cost of a false positive (a wasted interview).

But I have …

So you've decided to leave academia, or are perhaps just thinking about doing so. Welcome to the dark side. I made the transition a few years ago, and since then I've gotten a number of questions about how to do it. Hence, this article.

First of all, I'm going to …

In this post I'd like to introduce Hobo, a fast in-memory index for your data. Hobo is not a database, it's an external index for data you have stored elsewhere. Hobo is used for two primary purposes - the first is to answer queries of the form "find me all items …

A major problem with running Postgres on EC2 is that EBS performance often sucks. In addition to performing poorly, EBS also uses the network connection, which can be undesirable. Ephemeral storage is provided, and tends to have better performance characteristics, but unfortunately it lacks durability.

However, we can still use …