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Computations that differentiate, debug, and document themselves
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blog.janestreet.com
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3 years ago
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eng
One of the problems we wrestle with at Jane Street is how to understand and manage the costs associated with the positions we hold: things like margin, financing costs, market risk, regulatory capital requirements, and so on. To that end, we’ve built systems that estimate these costs and propose ways to reduce them. Essentially, this is a numerical optimization problem.
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Computations that differentiate, debug, and document themselves
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blog.janestreet.com
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3 years ago
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eng
One of the problems we wrestle with at Jane Street is how to understand and manage the costs associated with the positions we hold: things like margin, financing costs, market risk, regulatory capital requirements, and so on. To that end, we’ve built systems that estimate these costs and propose ways to reduce them. Essentially, this is a numerical optimization problem.
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I had a friend ask me what continuations are, and why they’re useful. There’s a ton of literature about continuations; this is just a simple example meant to showcase something small and hopefully grokkable. You will need to understand a little bit of Racket , but if you know any Scheme , that should be good enough. If you just want a quick primer, check out Learn X in Y minutes for Racket . #lang racket ;;; Export ....
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I had a friend ask me what continuations are, and why they’re useful. There’s a ton of literature about continuations; this is just a simple example meant to showcase something small and hopefully grokkable. You will need to understand a little bit of Racket , but if you know any Scheme , that should be good enough. If you just want a quick primer, check out Learn X in Y minutes for Racket . #lang racket ;;; Export ....
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In this article, we'll explore best practices for Kubernetes Secret management. Check out our Kubernetes security article for more security risks and best practices.
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A self-attention block depicted as a neural network. In this post I will describe the attention mechanism, commonly used in transformers, a popular neural language architecture. Most of the most well-known large language models of late are based on the transformer architecture. Attention was first described in Attention is All You Need by Vaswani et al. What is attention? At a high level, attention is a mechanism for neural networks..
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In this post, we'll recap Walz's experience using Snyk to detect and remediate Log4Shell at Atlassian, as well as Silverman's more in-depth talk about the impact of Log4Shell.
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I just read a reddit post. It was about someone’s colleague who writes complex code over simple code. Unnecessarily I should add. At least as per the post. But that is when it struck me. The reason for writing simple code is the same as it is for simple writing. One of the best advices I got about writing was to write simple. You write simple and consumable sentences instead of using fancy words and complex sentences. This helps more read....
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we can ship production code with Clojure. A strange bit of grumbling I hear from developers directs their angst toward not having "compile time type checking errors"
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Problem: Compute the product of two polynomials efficiently. Solution: import numpy from numpy.fft import fft, ifft def poly_mul(p1, p2): """Multiply two polynomials. p1 and p2 are arrays of coefficients in degree-increasing order. """ deg1 = p1.shape[0] - 1 deg2 = p1.shape[0] - 1 # Would be 2*(deg1 + deg2) + 1, but the next-power-of-2 handles the +1 total_num_pts = 2 * (deg1 + deg2) next_power_of_2 = 1 << (total_num_pts - 1).
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Problem: Compute the product of two polynomials efficiently. Solution: import numpy from numpy.fft import fft, ifft def poly_mul(p1, p2): """Multiply two polynomials. p1 and p2 are arrays of coefficients in degree-increasing order. """ deg1 = p1.shape[0] - 1 deg2 = p1.shape[0] - 1 # Would be 2*(deg1 + deg2) + 1, but the next-power-of-2 handles the +1 total_num_pts = 2 * (deg1 + deg2) next_power_of_2 = 1 << (total_num_pts - 1).
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Problem: Compute the product of two polynomials efficiently. Solution: import numpy from numpy.fft import fft, ifft def poly_mul(p1, p2): """Multiply two polynomials. p1 and p2 are arrays of coefficients in degree-increasing order. """ deg1 = p1.shape[0] - 1 deg2 = p1.shape[0] - 1 # Would be 2*(deg1 + deg2) + 1, but the next-power-of-2 handles the +1 total_num_pts = 2 * (deg1 + deg2) next_power_of_2 = 1 << (total_num_pts - 1).
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I spent the last week working from Tbilisi, Georgia and want to share what I experienced and where I could work and couldn’t. It’s not very easy to find a good place to work sadly. The friendliness from people working at coffee places and hotels leaves somewhat to be desired, sadly. I’m not quite sure yet it it’s their communication style or if it’s because I’m a foreigner (and might be mistaken for a russian somehow?).
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In Part 3 of our series, we explored the hardware device elements of the Reolink RLC-810A ― focusing on the NAND memory. We continue with Part 4 of our exploration into an IP camera firmware through introducing the concept of a file system. Furthermore, we will explore the technical reasons for choosing the UBI File System (UBIFS), a file system used especially for a category of mass storage, and we will unpack the UBIFS part using the ub..
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You can check out their website for a lot of buzwords , but it’s clear from all the stock photos that they take security Very Seriously Indeed ™️. However, from what I’ve found recently, it seems that Infosys use the following Comprehensive Management-Endorsed Proficiently Driven Cybersecurity Strat...
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You can check out their website for a lot of buzwords , but it’s clear from all the stock photos that they take security Very Seriously Indeed ™️. However, from what I’ve found recently, it seems that Infosys use the following Comprehensive Management-Endorsed Proficiently Driven Cybersecurity Strat...
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I love this blog post. Thank you for writing it. I must add one thing: every accessibility audit needs to test with forced colors. Countless sites claim to be accessible but fail this basic check. For those less familiar: forced colors is a standard feature defined in the CSS Color Adjustment Module Level 1 . It overrides colors with a user-preferred palette. Implementations include Windows High Contrast Mode and Firefox on all support....
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In this article, we'll talk about some opportunities for community participationa few ways you can give back to your community while also developing your career.
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5 best practices for building modern access control for cloud applications
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snyk.io
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3 years ago
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eng
Learn best practices for building modern access control for cloud applications, covering RBAC, security and compliace, IAM, access control layers, reducing attack surface area, and more.
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Synapse is incredibly slow, which is why I run the Conduit matrix server . Server performance is the main price paid for Matrix’ history replication. This also gives Matrix a spam DDoS problem: sometimes people mass-create accounts on hundreds of servers with open registration, and mass-join rooms. The flood of thousands of join-events will OOM most connected servers. My Conduit server (RocksDB backend, 1 vCPU, 1GB RAM) is actually fast ....
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Slack’s business logic for showing notification periodically appears in LinkedIn posts and such. In Slack’s original post, this diagram was meant to illustrate what logic was being transferred from the multiple Slack clients to the server, but the diagram has since been taken as an example of product complexity and how development is harder than it may sound . In contrast, I think the diagram obscures the intended logic, but the logic i....
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Slack’s business logic for showing notification periodically appears in LinkedIn posts and such. In Slack’s original post, this diagram was meant to illustrate what logic was being transferred from the multiple Slack clients to the server, but the diagram has since been taken as an example of product complexity and how development is harder than it may sound . In contrast, I think the diagram obscures the intended logic, but the logic i....
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A guide to newsletter and transactional email services that protect reader privacy by not having open or click tracking. In other words, private alternatives to Mailchimp, etc.
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Testing is super important, and yet it's hard to find practical examples to show you what to do. This article intends to fix that, by teaching integration testing with React Hook Form.
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Warning: This Article Is Poorly Written With the ongoing collapse of Twitter, there has been a lot of talk about the Fediverse, and primarily Mastodon, which in spite of it probably not wanting to be, is the flagship in the ActivityPub fleet. I want to preface this by saying that I think Mastodon is really great software from the user side. It’s a very powerful tool and deserves all the credit it gets for it’s UI, it’s filtering features..
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Warning: This Article Is Poorly Written With the ongoing collapse of Twitter, there has been a lot of talk about the Fediverse, and primarily Mastodon, which in spite of it probably not wanting to be, is the flagship in the ActivityPub fleet. I want to preface this by saying that I think Mastodon is really great software from the user side. It’s a very powerful tool and deserves all the credit it gets for it’s UI, it’s filtering features..
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When we discuss resistant statistics, we typically assume resistance to extreme values. However, extreme values are not the only problem source that can violate usual assumptions about expected metric distribution. The low-density regions which often arise in multimodal distributions can also corrupt the results of the statistical analysis. In this post, I discuss this problem and introduce a measure of resistance to low-density regions.
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It took me several seconds to parse the casual quip “But, aren’t you folks web2?” . I probed further and they continued— “Isn’t Zerodha [1] web2? Why don’t you convert it to web3?” . For the next few minutes, I struggled to explain how technologies, processes, people, regulations, laws, industry, and the entire legal and societal foundation that underlie an organisation, no matter how imperfect, aren’t “web2”, and that they can’t just b....
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It took me several seconds to parse the casual quip “But, aren’t you folks web2?” . I probed further and they continued— “Isn’t Zerodha [1] web2? Why don’t you convert it to web3?” . For the next few minutes, I struggled to explain how technologies, processes, people, regulations, laws, industry, and the entire legal and societal foundation that underlie an organisation, no matter how imperfect, aren’t “web2”, and that they can’t just b....
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When we discuss resistant statistics, we typically assume resistance to extreme values. However, extreme values are not the only problem source that can violate usual assumptions about expected metric distribution. The low-density regions which often arise in multimodal distributions can also corrupt the results of the statistical analysis. In this post, I discuss this problem and introduce a measure of resistance to low-density regions.
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