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@mfeathers great book actually, hope you become aware of where you put it in reply to mfeathers 2010-05-16
I had decided Twitter distracted my focus too much... dare I watch it again?? 2010-05-16
Loved the TDD and Queuing Theory post from @jbrains: http://jbrains.ca/permalink/285 (via @mattpodwysocki) 2009-10-03
Twitter breaks my focus. But I am a happy passive reading leech a few times a week :/ 2009-09-02
@mattpodwysocki played w/ erlang, ocaml/ f# for several months, trying haskell in earnest now. ATS is very fringey but interesting for perf in reply to mattpodwysocki 2009-07-19
@mattpodwysocki high frequency trading in the large. These systems at most/all banks/ hedgies are C/C++/ assembly - ugly + mega-optimized in reply to mattpodwysocki 2009-07-12
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Chris Donnan : Programming – Brooklyn Style

software, trading, family, fun

Gamma scalping
Posted Derivatives, options, trading on Saturday, June 7th, 2008.

This month’s Futures and Options Trader has an article this month about what they call “gamma scalping”. I have heard this name before, and I never connected it to the thing they are talking about in this article. Essentially – if you are buying options, you have a view on vol, if you are delta hedging, and right about vol – you want big gamma, so you can continually buy low/ sell high.