A decision making app

The New York Times magazine published a piece a couple years ago on decision fatigue.  The premise is that making decisions in succession wears you out, and the quality of your decisions deteriorates as you get more fatigued.  It’s very related to the idea of decision anxiety, the paralyzing effect of having multiple reasonable options.  This … Continue reading →

Why don’t women have egos?

My job is to code trading algorithms for a start-up.  Trading + programming + entrepreneurship.  Pretty much the perfect storm for not having women.  There are about 25 people at my company– only one female, and even though she was among the 10 of us at the very beginning, she says she doesn’t really consider … Continue reading →

Storing and analyzing equity tick data (trades and quotes) using HDF5 / h5py

This is a follow up to my previous two posts on building a django-based stock trade analysis tool (1, 2). For this tool, I want to be able to analyze trades at extremely micro-level (on a tick-by-tick basis), so summary market data on a secondly or minutely basis wouldn’t be sufficient.  Now, equity trade data … Continue reading →

Learning to build a web app from scratch: Part II

It’s been about six weeks since my original post, so overdue for an update.  This project is still my main priority at work, and that’s probably not going to change anytime soon.  Once again, the purpose of this app will be to analyze stock trades for institutional investors (hedge funds, mutual funds, pension funds).  These … Continue reading →

Learning to build a web app from scratch

I can’t imagine this post being particularly interesting to anyone other than my future self, unless maybe if you’re considering building your first web app (in which case, I’m only a couple steps ahead of you and can’t offer a ton of insight), or if you’re feeling generous and want to offer up some advice. … Continue reading →