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I think it helps to understand that the financial sector provides capital that serves to energize virtually every other sector in every industry.

Without finance, there is no biomedical research (private especially). Without finance, there is no aerospace advancement. Without finance, there is no alternative energy. Being able to facilitate a more liquid, more transparent financial sector is, in my opinion, a calling worthy of any programmer who seeks to make the world a better place.

Your assignment of people as 'questionable' is likely an artifact of the 2007 recession, and that kind of thing is a personal choice. I can guarantee you that there are 'questionable' people in every sector and in virtually every company. Sometimes people are great, and sometimes they aren't. Their field of employment has very little to do with what makes them that way, and I think that it's a little ignorant to be so casual (and I say this because you are certainly not alone in your judgment) with how you view people.

Remember how, as children, we are taught to not judge books by their covers? Why do the same with a programmer who works in finance? Sure, some of the work may be a little pedantic, like squeezing an extra millisecond out of an algorithm, but hey, that's computer science in general, and I liken that to an F1 racing team spending hour upon hour sculpting the perfect frame for their car.

Sorry for the rant, I've spent a decent amount of time working on financial algorithms, and what you said touched a nerve.

Have a great day!

[carterschonwald]

WELL said! :)

I stumbled into finance a few years ago and I’ve had overall the best bosses and work env ofanyone I know. I’m also doing a more audacious program of research engineering/ computer science than I could likely do anywhere else.

I like to sometimes describe my work as some combination of “making the systems that fund aerospace at least as reliable as commercial aircraft”, as transparent as intergalactic vacuum, and easy to use to boot! Or at least that’s the idea :)

On the hft front I recently started at poking at how to get accurate time on a dev computer, which gets fiddly the moment you want really interesting accuracy on commodity hardware :)

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Thanks for the praise, and for the insight per your experience. Sounds like a great gig!

I looked you up, and see that you are likely working exclusively in Haskell, but thought you might derive some value from Carl Cook's presentation on optimizing HFT code at the most recent cpp convention. I recognize the languages are distinctly different, but he provides some interesting theoretical points along the way that might be advantageous to you.

Here's a link: https://www.youtube.com/watch?v=NH1Tta7purM&feature=youtu.be

Also, I can sympathize with your plight to run scalable sims. I've done some work in bioinformatics, and am building a small cluster at home so that I can learn to write code that'll scale to more massively parallel systems that are de rigueur in that domain.

Cheers!

[carterschonwald]

I’ll have a gander! Thx for the link. I do code in other stuff when it makes sense ;)

Yeah building stuff that works easily in the small and sanely in the large is a fun challenge. Also hard.

Possibly because of your original comment, or perhaps unrelatedly, I’ve been lately saying “finance done right is the lock free wait free scheduling algorithm for moving society’s resources around” —— all the other stuff folks think of as finance is really just icing and fancy wrapping on top of that core truth