A New Computer

It's probably been 10 years since I've bought a new computer. I feel like it's a good habit to develop on older, less advanced hardware- it makes you write tighter code (256MB of memory anyone). But the house computer died, and it was time to build a new media center. Since this is a once a decade purchase- I got the signoff from the boss lady to do it "my way".

So I went with a true media center.
I got a 902 Euni Case off ebay, with the board, CPU and Fan off eBay for 700$.





This is the setup (to start)

MSI Platinum 975x Power Up Edition MotherBoard
Intel Dual Core E6600 @ 2.4Ghz
HD Tuner Card
On Board 5.1 Sound

Now to tune this up I put in dual OCZ 64GB SSD Drives. These drives are rates 155/90 MBs Read/Write. I put them in Raid 0. Then some more memory, OCZ 4GB DDR800 (29$ ?!? I remember when 4GB of memory was 1k!).
Then Off to the OS. I went with Vista... my first experience. I chose the 32bit version for ompatibility (nobody writes 64bit drivers yet, and it is a family computer). After the intense install, and the absurd driver dectective work... Vista was up. After 5 hours of registry hacks, service disabling, process removal, etc... Vista was usable.

Let me be the first to say, SSD drives are amazing. The applications load instantly, the OS boots from cold in 20 seconds (be sure to enable the boot manager to use both cores... why this isn't enabled by default is beyond me). I threw in a 7900GT graphics card, because honestly it's good enough and I'm not a gamer. HD picture is perfect, video's are clear and crisp. Just a wonderful little machine. Ans those SSD drives? See below


Read Rates


File ReaD and Write Rates (SSD write is not up to par just yet, but still absurdly quick).


Access time..... nuff said












A little h2benchw (from the German mag C't) sums it up nicely
**********************************************************************
Interface transfer rate w/ block size 128 sectors at 0.0% of capacity:
Sequential read rate medium (w/out delay): 273626 KByte/s
Sequential transfer rate w/ read-ahead (delay: 0.26 ms): 1201217 KByte/s
Repetitive sequential read ("core test"): 1757337 KByte/s

Sustained transfer rate (block size: 128 sectors):
Reading: average 270946.7, min 147388.7, max 279534.2 [KByte/s]

Random access read: average 0.22, min 0.17, max 0.38 [ms]
Random access read (<504 MByte): average 0.23, min 0.03, max 0.55 [ms]

Application profile `swapping': 64632.6 KByte/s
Application profile `installing': 32218.5 KByte/s
Application profile `Word': 99457.5 KByte/s
Application profile `Photoshop': 91775.7 KByte/s
Application profile `copying': 220664.1 KByte/s

riddles

I was under the impression that riddles were out of style for interviews. I was wrong. Don't get me wrong, I love a good brain teaser- but as a criteria for hiring?
My favorite are the "personal probing riddles"
I actually got this today

q:"if you were stuck on a desert island what 3 items would you bring with you"
me:"seriously?"
q:"yeah"
me:"ok. a boat, a sat phone. and a tank of gas"
q:"oh"
me:"what would you take?"
q:"well, generally people say their favorite book or something"
me:"that wont get you off the island."
q:"no, it wouldn't.
me:"next question"

the times, they are a changing

So, the dust has settled... mostly.
The world has calmed... mostly.
And the market has stabalized- er, well at least it's not tanking- er, at least not as bad as a couple of weeks ago.

And now is the time for change.

At my firm, it began with mortgages (pronounced "morgue-ages"). Then onto CDO. I get that. Then onto repo. OK. And now, it has began to spread everywhere. My firm was not a trading firm- purely brokerage. Riskless. That was until my division came around. As a whole, I think we did ok, but the scare has changed things. Books are flattening, and you can taste change in the air.

And so, after 2 years, and my best month of trading ever (seriously- it was ridiculous. 100% win rate one day. 122mm traded. 100%! Come on) I find my self looking for another job, which is a real shame because I loved my job. I loved my boss. And I loved that the solutions to the problems we were solving were always just out of our reach- which kept us reaching. I loved my team, small and fast, the way all things should be. Most of all I loved my freedom- it was a lab first- a trading desk second. And although at the time I sweated the actual trading- looking back it was good for me personally.

I'm not afraid of change, I was always ready to leave if required. I've had the number for a truck driving school as my desktop for almost 2 months. Change is good. It means a new challenge, new problems, and new people/friends. And so on that note, if you're looking for either

a. A professional surfer for your southern California team. Or...
b. A new statistical arbitrage group. Or...
c. A kdb+ programmer (I've decided not to work in another language except if absolutely necessary)

Then drop me a line.

Fridays (again)

Yup. Worst day ever. Just further reinforcement that coming in on Friday's is bad for me, bad for business. All over by 10AM.
Damn.
j

redundancy

I've always said (and I picked it up from somewhere) that for every 9 you want to add to your uptime, multiply your initial cost by 9.
So if you have a 10mm USD data center, and you want to go from 99 to 99.9% uptime, you need a 90mm data center infrastructure. Why? Well lets take a look

You need back up generators, back up network lines, which means changing the data center architecture to support all that. Redundant gas lines for the generators. Failover for power sources etc (would have been cheaper to build it like that in the first place)-8mm
You need double the hardware, and multiple components in all the hardware you have (dual nic etc)- 7mm
You need a DR data center in another location, with the same setup- 15mm.
You need a new high speed line for the center links, and a new line for the DR site (different clec)- 2mm
You need to upgrade the SAN with real time LUN level replication, and buy one for the DR site - 5mm
You need clustering, on everything (oracle,sybase, windows, unix, linux ...), custom coded apps need to be re-written for active failover- 25mm (includes services)
You need the buy staff to deal with active/active failover, and 24x7 operation- 4mm
You need load balancing and/or fail over network operations for inbound and outbound connections (data feeds etc)- 10mm (at least!)
Since you have 2 different physical locations now (hopefully not the same state) you need new services contracts- 1mm

So thats only 78mm more, or 8x the original cost. But I'm sure I could spend the extra 12mm on something I've forgotten.

The best DRS I've ever seen was at the Depart of the Navy. Everything was a virtual machine. Live snapshots of the VM's was taken every hour or so. The snapshots were saved to an EMC SAN- which had real time replication to 5 other locations. All locals replicated to all remotes. Every remote site had a small cluster of "failover machines". The network was designed by Cisco and everything could automagically routed wherever. So, the entire data center in VA gets blown up (or whatever). The alarm fires, the VM's are started at the primary failover site (NC), they come online, routers do their thing (the DoD has the benefit of their own network) and wallah. Magic data center moved. Worst case loss, 1 hour. Failover time for the entire data center- 5-10 minutes (AND no application restart- they are hot snapshot loads). beautiful.

So, having built a couple of data centers in my day, and coded many an application for active failover, and having deployed clustering on every version of windows since NT4 and Red hat- when a data center is down for say 7 hours, I think people should not only be fired, but any contractors should be sued. I'm not saying who's data center went down, but let's just say it was bad.
Oh, kdb+ failover is trivial. Everything I do is in a pub/sub model. So aside from an extra machine in my data center- I push everything to my desktop. So when the lights went out, I still knew my positions.
J

BSC- sorry about that

Sorry, we lost all the money. Well- 90% of it, but the other 10% is ours.
In other news, we have some free flights to Florida for you- and all you need to do is attend a 2 hour presentation on the wonderful oppertunity for real estate in the greater Miami area.

maths

I've tossed this around to a bunch of people, so I thought I'd toss it out here and maybe someone would know an answer:

Given 3 series, A B and C
Solve for the next value of each series subject to the constraints:

correlation of A&B>=.9
correlation of B&C>=.9
correlation of A&C>=.85

deviation of A is <=.051
deviation of B is <=.051
deviation of C is <=.051

There are multiple correct answers, I'm looking for as many as possible as quickly as possible.

Here's some sample data

A B C
2.47 3.453 4.263
2.476 3.405 4.211
2.484 3.429 4.228
2.46 3.377 4.178
2.395 3.309 4.119
2.387 3.298 4.115
2.46 3.394 4.215
2.582 3.494 4.296
2.591 3.508 4.293
2.55 3.456 4.24
2.469 3.363 4.161
2.485 3.411 4.197
2.485 3.404 4.188
2.469 3.36 4.137
2.436 3.343 4.126
2.478 3.377 4.166