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MEDIAN AND MAD REVISITED WITH AN ONLINE Median and MAD Revisited with an Online Estimator. In a previous post a faster Selection algorithm was demonstrated. This will be revisited focusing on the Median and MAD statistical measures and their practical use in performance testing. Though the Median is robust to outliers and a very useful measure, one downside is it requires allthe
BITEMPORAL SOURCE GENERATOR DEMO · ANTHONY LLOYD A bitemporal source generator is created to read a schema file and create the entity types, collections and properties. It provides a good way of generating a large amount of boilerplate code to give a type safe data model. Groups of edits are committed as transactions. In this case there is one transaction per position file and thefilename is
KICKING THE DEBUGGER HABIT · ANTHONY LLOYD Kicking the debugger habit has given me a productivity boost. It forces me to think more logically about how I validate and break down a problem. It also reduces the complexity of the tooling. Finding and fixing bugs feels more like coding and unit testing. I canMANAGING COMPLEXITY
The Answer. The answer is I want to reduce and control complexity. Simplicity and the flexibility it brings increases the chance of discovering the best abstraction for the domain. The classic example of this is 'everything is a file' in Unix. If you find this for your domain, it will put you streets ahead. Now you are minimising theinherent
GET MAD WITH OUTLIERS WITH AN IMPROVED MEDIAN FUNCTION The median is the value separating the higher half of the sample from the lower half. The median absolute deviation is defined as. MAD = median. . ( | x i − median. . ( x i) |) Outliers can be identified as points that are outside a fixed multiple of the median absolute deviation from the median. .NET CORE 2.0 VS JAVA PERFORMANCE NOTES · ANTHONY LLOYD .Net Core 2.0 vs Java Performance Notes 15 Aug 2017. Over the past few weeks I've been submitting improvements to some of the C# programs in the Benchmarks Game.. When I first saw the C# .Net Core vs Java benchmarks the score was .Net Core 2.0 4 - Java 6.This surprised me as I was under the impression .Net Core 2.0 performance would be verygood.
MODULARITY FROM LAZY EVALUATION An F# example of how higher-order functions together with lazy evaluation can reduce complexity and lead to more modular software ANTHONY LLOYD · FUNCTIONAL THOUGHTS 30 Apr 2017. Kicking the Debugger habit. 28 Feb 2017. Choosing Simplicity - not the easy option. 27 Nov 2016. Functional Event Sourcing meets The Elm Architecture. 21 Oct 2016. Get MAD with Outliers with an Improved Median Function. 09 Sep 2016. AN IMPROVED ROOT-FINDING METHOD · ANTHONY LLOYD An improved root-finding method 03 Jun 2021. This method uses two ways to reduce the number of functions calls needed for root-finding. The first is to create a hybrid of Brent's method and Muller's method.The second is to start with points inside the given boundary instead of evaluating the boundary straight away. ABOUT · ANTHONY LLOYD About. Quantitative financial software developer in F#, C# and C. A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation. In a variety of places: insurance company, investment banks, asset manager, hedge fund, fintech startups. I’m primarily skilled at buildingrobust and
MEDIAN AND MAD REVISITED WITH AN ONLINE Median and MAD Revisited with an Online Estimator. In a previous post a faster Selection algorithm was demonstrated. This will be revisited focusing on the Median and MAD statistical measures and their practical use in performance testing. Though the Median is robust to outliers and a very useful measure, one downside is it requires allthe
BITEMPORAL SOURCE GENERATOR DEMO · ANTHONY LLOYD A bitemporal source generator is created to read a schema file and create the entity types, collections and properties. It provides a good way of generating a large amount of boilerplate code to give a type safe data model. Groups of edits are committed as transactions. In this case there is one transaction per position file and thefilename is
KICKING THE DEBUGGER HABIT · ANTHONY LLOYD Kicking the debugger habit has given me a productivity boost. It forces me to think more logically about how I validate and break down a problem. It also reduces the complexity of the tooling. Finding and fixing bugs feels more like coding and unit testing. I canMANAGING COMPLEXITY
The Answer. The answer is I want to reduce and control complexity. Simplicity and the flexibility it brings increases the chance of discovering the best abstraction for the domain. The classic example of this is 'everything is a file' in Unix. If you find this for your domain, it will put you streets ahead. Now you are minimising theinherent
GET MAD WITH OUTLIERS WITH AN IMPROVED MEDIAN FUNCTION The median is the value separating the higher half of the sample from the lower half. The median absolute deviation is defined as. MAD = median. . ( | x i − median. . ( x i) |) Outliers can be identified as points that are outside a fixed multiple of the median absolute deviation from the median. .NET CORE 2.0 VS JAVA PERFORMANCE NOTES · ANTHONY LLOYD .Net Core 2.0 vs Java Performance Notes 15 Aug 2017. Over the past few weeks I've been submitting improvements to some of the C# programs in the Benchmarks Game.. When I first saw the C# .Net Core vs Java benchmarks the score was .Net Core 2.0 4 - Java 6.This surprised me as I was under the impression .Net Core 2.0 performance would be verygood.
MODULARITY FROM LAZY EVALUATION An F# example of how higher-order functions together with lazy evaluation can reduce complexity and lead to more modular software ANTHONY LLOYD · FUNCTIONAL THOUGHTS Posts. 07 Apr 2020 Median and MAD Revisited with an Online Estimator . 18 Mar 2020 Integrated Random Testing . 11 Oct 2019 Causal Profiling in .NET . 17 May 2019 ABOUT · ANTHONY LLOYD About. Quantitative financial software developer in F#, C# and C. A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation. INTEGRATED RANDOM TESTING · ANTHONY LLOYD The goal is a simpler, more lightweight testing library with faster, more integrated parallel random testing with automatic parallel shrinking. The library aims to encourage the shift from a number of unit and regression tests with hard coded input and output data to fewer more general random tests. This idea is covered well by JohnHughes in
MANAGING COMPLEXITY
The Answer. The answer is I want to reduce and control complexity. Simplicity and the flexibility it brings increases the chance of discovering the best abstraction for the domain. The classic example of this is 'everything is a file' in Unix. If you find this for your domain, it will put you streets ahead. Now you are minimising theinherent
CAUSAL PROFILING IN .NET · ANTHONY LLOYD Causal Profiling in .NET. Recently there was an interesting talk by Emery Berger on a multithreading profiling technique called causal profiling. The idea is that by slowing everything else down running concurrently with a region of code, you can infer what the effect would be of speeding up that code. If playback doesn't begin shortly,try
.NET CORE 2.0 PERFORMANCE NOTES REVISITED · ANTHONY LLOYD .Net Core 2.0 Performance Notes Revisited 30 Dec 2017. This post is part of the F# Advent Calendar 2017 series. Many thanks to Sergey Tihon for organizing these. Over the past few weeks I've been submitting improvements to some of the F# programs in the Benchmarks Game.In a previous post I did this for the C# programs.. Since that post things have moved on and C# is currently faster than F# IMPLEMENTATION OF THE ELM ARCHITECTURE · ANTHONY LLOYD Multiple items module Event from Microsoft.FSharp.Control-----type 'msg Event = ('msg -> unit) ref ref Message event used on the primitive UI components. MODULARITY FROM LAZY EVALUATION Modularity from higher-order functions and lazy evaluation together with a little maths have produced a simple yet powerful performance testing library. UPDATED (2016-10-21): The functions have been extended to be able to measure a subfunction of the passed in functions. This enables set up to be done without effecting themeasurement.
ROUNDING ALGORITHMS FROM PROPERTY BASED TESTING · ANTHONY Property based testing is a great tool when doing this. The key property required for a fair rounding algorithm is that rounded values increase with the weights. It doesn't make sense for a lower weight to have a greater rounded value. Symmetry in the results for negative weights and negative value to be distributed are also important.CHOOSING SIMPLICITY
Choosing Simplicity - not the easy option 28 Feb 2017. This is a short post on a few recent events that are examples of a common idea. Expecto - testing library vs testing framework ANTHONY LLOYD · FUNCTIONAL THOUGHTS 30 Apr 2017. Kicking the Debugger habit. 28 Feb 2017. Choosing Simplicity - not the easy option. 27 Nov 2016. Functional Event Sourcing meets The Elm Architecture. 21 Oct 2016. Get MAD with Outliers with an Improved Median Function. 09 Sep 2016. ABOUT · ANTHONY LLOYD About. Quantitative financial software developer in F#, C# and C. A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation. In a variety of places: insurance company, investment banks, asset manager, hedge fund, fintech startups. I’m primarily skilled at buildingrobust and
BITEMPORAL SOURCE GENERATOR DEMO · ANTHONY LLOYD A bitemporal source generator is created to read a schema file and create the entity types, collections and properties. It provides a good way of generating a large amount of boilerplate code to give a type safe data model. Groups of edits are committed as transactions. In this case there is one transaction per position file and thefilename is
MEDIAN AND MAD REVISITED WITH AN ONLINE Median and MAD Revisited with an Online Estimator. In a previous post a faster Selection algorithm was demonstrated. This will be revisited focusing on the Median and MAD statistical measures and their practical use in performance testing. Though the Median is robust to outliers and a very useful measure, one downside is it requires allthe
MANAGING COMPLEXITY
The Answer. The answer is I want to reduce and control complexity. Simplicity and the flexibility it brings increases the chance of discovering the best abstraction for the domain. The classic example of this is 'everything is a file' in Unix. If you find this for your domain, it will put you streets ahead. Now you are minimising theinherent
KICKING THE DEBUGGER HABIT · ANTHONY LLOYD Kicking the debugger habit has given me a productivity boost. It forces me to think more logically about how I validate and break down a problem. It also reduces the complexity of the tooling. Finding and fixing bugs feels more like coding and unit testing. I can GET MAD WITH OUTLIERS WITH AN IMPROVED MEDIAN FUNCTION The median is the value separating the higher half of the sample from the lower half. The median absolute deviation is defined as. MAD = median. . ( | x i − median. . ( x i) |) Outliers can be identified as points that are outside a fixed multiple of the median absolute deviation from the median. MODULARITY FROM LAZY EVALUATION Modularity from higher-order functions and lazy evaluation together with a little maths have produced a simple yet powerful performance testing library. UPDATED (2016-10-21): The functions have been extended to be able to measure a subfunction of the passed in functions. This enables set up to be done without effecting themeasurement.
.NET CORE 2.0 VS JAVA PERFORMANCE NOTES · ANTHONY LLOYD .Net Core 2.0 vs Java Performance Notes 15 Aug 2017. Over the past few weeks I've been submitting improvements to some of the C# programs in the Benchmarks Game.. When I first saw the C# .Net Core vs Java benchmarks the score was .Net Core 2.0 4 - Java 6.This surprised me as I was under the impression .Net Core 2.0 performance would be verygood.
MODULARITY FROM LAZY EVALUATION An F# example of how higher-order functions together with lazy evaluation can reduce complexity and lead to more modular software ANTHONY LLOYD · FUNCTIONAL THOUGHTS 30 Apr 2017. Kicking the Debugger habit. 28 Feb 2017. Choosing Simplicity - not the easy option. 27 Nov 2016. Functional Event Sourcing meets The Elm Architecture. 21 Oct 2016. Get MAD with Outliers with an Improved Median Function. 09 Sep 2016. ABOUT · ANTHONY LLOYD About. Quantitative financial software developer in F#, C# and C. A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation. In a variety of places: insurance company, investment banks, asset manager, hedge fund, fintech startups. I’m primarily skilled at buildingrobust and
BITEMPORAL SOURCE GENERATOR DEMO · ANTHONY LLOYD A bitemporal source generator is created to read a schema file and create the entity types, collections and properties. It provides a good way of generating a large amount of boilerplate code to give a type safe data model. Groups of edits are committed as transactions. In this case there is one transaction per position file and thefilename is
MEDIAN AND MAD REVISITED WITH AN ONLINE Median and MAD Revisited with an Online Estimator. In a previous post a faster Selection algorithm was demonstrated. This will be revisited focusing on the Median and MAD statistical measures and their practical use in performance testing. Though the Median is robust to outliers and a very useful measure, one downside is it requires allthe
MANAGING COMPLEXITY
The Answer. The answer is I want to reduce and control complexity. Simplicity and the flexibility it brings increases the chance of discovering the best abstraction for the domain. The classic example of this is 'everything is a file' in Unix. If you find this for your domain, it will put you streets ahead. Now you are minimising theinherent
KICKING THE DEBUGGER HABIT · ANTHONY LLOYD Kicking the debugger habit has given me a productivity boost. It forces me to think more logically about how I validate and break down a problem. It also reduces the complexity of the tooling. Finding and fixing bugs feels more like coding and unit testing. I can GET MAD WITH OUTLIERS WITH AN IMPROVED MEDIAN FUNCTION The median is the value separating the higher half of the sample from the lower half. The median absolute deviation is defined as. MAD = median. . ( | x i − median. . ( x i) |) Outliers can be identified as points that are outside a fixed multiple of the median absolute deviation from the median. MODULARITY FROM LAZY EVALUATION Modularity from higher-order functions and lazy evaluation together with a little maths have produced a simple yet powerful performance testing library. UPDATED (2016-10-21): The functions have been extended to be able to measure a subfunction of the passed in functions. This enables set up to be done without effecting themeasurement.
.NET CORE 2.0 VS JAVA PERFORMANCE NOTES · ANTHONY LLOYD .Net Core 2.0 vs Java Performance Notes 15 Aug 2017. Over the past few weeks I've been submitting improvements to some of the C# programs in the Benchmarks Game.. When I first saw the C# .Net Core vs Java benchmarks the score was .Net Core 2.0 4 - Java 6.This surprised me as I was under the impression .Net Core 2.0 performance would be verygood.
MODULARITY FROM LAZY EVALUATION An F# example of how higher-order functions together with lazy evaluation can reduce complexity and lead to more modular software ANTHONY LLOYD · FUNCTIONAL THOUGHTS 30 Apr 2017. Kicking the Debugger habit. 28 Feb 2017. Choosing Simplicity - not the easy option. 27 Nov 2016. Functional Event Sourcing meets The Elm Architecture. 21 Oct 2016. Get MAD with Outliers with an Improved Median Function. 09 Sep 2016. ANTHONY LLOYD · FUNCTIONAL THOUGHTS Posts. 07 Apr 2020 Median and MAD Revisited with an Online Estimator . 18 Mar 2020 Integrated Random Testing . 11 Oct 2019 Causal Profiling in .NET . 17 May 2019 ABOUT · ANTHONY LLOYD About. Quantitative financial software developer in F#, C# and C. A number of systems for order and asset management, risk and performance, trading strategies and portfolio optimisation. AN IMPROVED ROOT-FINDING METHOD · ANTHONY LLOYD An improved root-finding method 03 Jun 2021. This method uses two ways to reduce the number of functions calls needed for root-finding. The first is to create a hybrid of Brent's method and Muller's method.The second is to start with points inside the given boundary instead of evaluating the boundary straight away. INTEGRATED RANDOM TESTING · ANTHONY LLOYD The goal is a simpler, more lightweight testing library with faster, more integrated parallel random testing with automatic parallel shrinking. The library aims to encourage the shift from a number of unit and regression tests with hard coded input and output data to fewer more general random tests. This idea is covered well by JohnHughes in
DATA-FIRST ARCHITECTURE · ANTHONY LLOYD Data characteristics excluding software functionality should dictate the system architecture. The shape, size and rate of change of the data are the most important factors when starting to architect a system. The first thing to do is estimate these characteristics in average and extreme cases. Functional programming encourages thismindset
.NET CORE 2.0 PERFORMANCE NOTES REVISITED · ANTHONY LLOYD .Net Core 2.0 Performance Notes Revisited 30 Dec 2017. This post is part of the F# Advent Calendar 2017 series. Many thanks to Sergey Tihon for organizing these. Over the past few weeks I've been submitting improvements to some of the F# programs in the Benchmarks Game.In a previous post I did this for the C# programs.. Since that post things have moved on and C# is currently faster than MODULARITY FROM LAZY EVALUATION Modularity from higher-order functions and lazy evaluation together with a little maths have produced a simple yet powerful performance testing library. UPDATED (2016-10-21): The functions have been extended to be able to measure a subfunction of the passed in functions. This enables set up to be done without effecting themeasurement.
CHOOSING SIMPLICITY
Choosing Simplicity - not the easy option 28 Feb 2017. This is a short post on a few recent events that are examples of a common idea. Expecto - testing library vs testing framework ROUNDING ALGORITHMS FROM PROPERTY BASED TESTING · ANTHONY Property based testing is a great tool when doing this. The key property required for a fair rounding algorithm is that rounded values increase with the weights. It doesn't make sense for a lower weight to have a greater rounded value. Symmetry in the results for negative weights and negative value to be distributed are also important.ANTHONY LLOYD
Personal blog on coding and maybe a little mathsHome About
2020. All rights reserved.POSTS
18 Mar 2020
Integrated Random Testing11 Oct 2019
Causal Profiling in .NET17 May 2019
Fsion - 1. Size
17 May 2019
Fsion - 0. Introduction29 Mar 2019
F# Implementation of Scala ZIO14 Dec 2018
MapSlim - From DictionarySlim to Fsion24 Aug 2018
DAG - An Immutable Spreadsheet Data Structure05 Mar 2018
Rounding Algorithms from Property Based Testing01 Feb 2018
Data-First Architecture30 Dec 2017
.Net Core 2.0 Performance Notes Revisited15 Aug 2017
.Net Core 2.0 vs Java Performance Notes30 Apr 2017
Kicking the Debugger habit28 Feb 2017
Choosing Simplicity - not the easy option27 Nov 2016
Functional Event Sourcing meets The Elm Architecture21 Oct 2016
Get MAD with Outliers with an Improved Median Function09 Sep 2016
Managing Complexity - Or “Why do you code in F#?”01 Jul 2016
F# Implementation of The Elm Architecture - Part 220 Jun 2016
F# Implementation of The Elm Architecture20 May 2016
Modularity from Lazy Evaluation - Performance Testing27 Apr 2016
Modularity from Lazy Evaluation - Richardson ExtrapolationDetails
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