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Here is a chapter from Paul Bilokon’s forthcoming book on the C programming language. The history of the programming language C is inextricably linked to the history of UNIX, an operating system, whose development started in 1969 at the Bell Labs research centre by Ken Thompson, Dennis Ritchie, Brian Kernighan, Douglas McIlroy, Joe Ossanna and…
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Interested in C++ and wondering which C++ programmer-influencers to pay particular attention to? Here is a list curated by the QDC faculty: C++ Language Creators & Standard Leaders Community Influencers & Educators Embedded, Systems & Performance Voices Foundational Authors & Educators YouTube & Content Creators (High-Value C++ Learning)
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For over a decade the term “modern C++” has been widely used by the C++ community to mean C++11 (the 2011 language standard) or later. Since that revision of the standard the language has been undergoing a quiet (and not so quiet) revolution, which has brought it inline with recent trends in programming languages, increased…
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In this work we’ll consider a particular true random number generator (TRNG): TrueRNG v3. This device is developed by the company ubld.it, manufacturers of some cool electronics. The TrueRNG Hardware Random Number Generator uses the avalanche effect in a semiconductor junction to generate true random numbers. The avalanche effect has long been used for generation of random…
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When people talk about randomness in quantitative development, they usually mean pseudorandomness. Pseudorandom refers to a sequence of numbers or data that appears random but is actually generated by a deterministic, predictable mathematical algorithm making it repeatable if you know the starting point (the seed). In many financial applications this predictability does not matter. For…
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We are pleased to announce that Thalesians Marine Ltd, a co-organizer of the Quantitative Developer Certificate (QDC), is fundraising for Centrepoint and is taking part in the Battersea Park Running Festival. Centrepoint is committed to ending youth homelessness by 2037. Almost 136,000 young people approached their local authority for help in 2022-23. That’s one young…
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Introduction In this post we will consider the effect of various methods of parsing (date)time strings, and localizing and converting timezones in pandas DataFrames. We will be first and foremost interested in performance. The study Let us consider a particular dataset, the futures dataset from FirstRate Data. This dataset comes in the form of zip…
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The understanding of cryptocurrencies and Blockchain implies at least a cursory familiarity with cryptography. In this short note we will consider some of the tools that you could use to learn cryptography rapidly. Prof. Ross Anderson‘s book Security Engineering: A Guide to Building Dependable Distributed Systems is now in its third edition. The scope of this book…
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We are delighted to announce that our Head of Faculty Dr Paul Alexander Bilokon has been proclaimed the 2023 Quant Of The Year, jointly with Marcos López de Prado, by Rebellion Research. The 2023 Lifetime Quant Achievement Award went to Prof. Alexander Lipton. Rebellion Research is a global machine learning think tank, artificial intelligence financial advisor…
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Are you looking for a faster alternative to pandas? Have a look at https://vaex.io/: a Python library for lazy Out-of-Core DataFrames. Vaex works with enormous tabular data, processes > 10^9 rows per second, computes on the fly, without wasting RAM, is memory efficient, and has built-in visualization.