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Marketside Chats #4: Costs of replicating an S&P 500 portfolio

March 04, 2014

What are stock indexes? (For a stock index, this is the correct plural – not “indices”.) Wikipedia says it is “a method of measuring the value of a section of the stock market”. An index includes stocks that are similar in some meaningful way. Examples: all technology stocks, the biggest 100 stocks trading at the… Read more

Career Planning for New Grad and Young Engineers

February 20, 2014

Over the past 15 years I have hired hundreds of software engineers, many of whom were either interns or young people starting out in their career. I believe a key to this success is my genuine desire to help grow the careers of my recruits. If your teams have a great experience then word gets… Read more

Marketside chats #3: More options for non-dummies

December 19, 2013

This article will: show you how to convert stock volatilities to something intuitive explain in basic terms the fancy concept of convexity Please read Marketside chats #2: Options for non-dummies first for some of the other terminology.   Implied volatility (IV, a.k.a. vol) The implied volatility of a stock (or index) is the standard deviation of its expected future… Read more

How To Find a Great Engineering Culture

November 19, 2013

Earlier this year I decided to return to startups after five amazing years at LinkedIn. Finding a company with an engineering-driven culture was one of my highest priorities. My challenge was developing a framework to determine if a prospective employer had what I was looking for. Over the years I have observed that successful company… Read more

Worlds Collide

November 08, 2013

Before I ever became interested in finance or big data, I was working on software for real-time, concurrent embedded systems. I was the main contributor for the Soft Walls project, a 9/11-inspired project where we were designing aircraft control algorithms to prevent pilots from entering no-fly zones. I was later a contributor to the Ptolemy… Read more

Two Hour Change Leads to Three More Years.

October 31, 2013

A short time ago I was applying for jobs at a select few software companies. As an applicant, I tried to determine which company would not only allow for internal improvement in coding and self, but also an environment which I could actively influence. Many might find it appealing enough to fit inside of a… Read more