I really enjoyed reading Algorithmic Trading: A Practitioner’s Guide by Jeffrey M. Bacidore. Before starting, I imagined it would cover various strategies for trading in the markets, along the lines of “buy on this condition, sell on this condition”. But that is not what this book covers. What trade to make is always a given, typically from a portfolio manager. Instead, the book is all about how to make it happen, almost always by portioning out the trade little by little, while trying to get the best price.
It is fascinating how many factors come into play when implementing this seemingly simple task. The book covers all parts of this process in a clear and concise way, with lots of illuminating examples. The author has over 20 years of experience in the field of algorithmic trading, both from industry and academia. I particularly liked all the examples of implementation corner cases and gotchas that clearly come from experience.
I recently finished Effective Software Testing – A Developer’s Guide by Maurício Aniche, and I really liked it. I have been coding for a long time and I think I have been writing pretty good tests for the features I have implemented. Even so, I found this book quite valuable. Particularly the chapters on how to systematically come up with test cases based on the specification, inputs, outputs and the structure of the implementation.
I really liked A Philosophy of Software Design by John Ousterhout. It is compact and short, only 170 pages, so it is a quick read, but it contains many good ideas. The focus is on how to structure systems to make them easy to understand and work with. The author is a professor of Computer Science at Stanford, but he has also spent 14 years developing commercial software.
I really enjoyed reading Artificial Intelligence – A Guide for Thinking Humans by Melanie Mitchell. The author is a professor of computer science and an artificial intelligence (AI) researcher. The book is her attempt at working out if the singularity is near (or at least likely), or if we still are far from creating any true intelligence. In the process, the reader gets an excellent overview of the state of the art in areas such as image recognition, game play, and natural language processing. Even though it is aimed at general readers, I found it to be very good in technical content.
In the book club at work, I just finished reading Grokking Deep Learning by Andrew Trask. It is an introduction to deep learning, but there are some problems. It spends a lot of pages on the basics, and in the end moves on to some fairly advanced topics. It is also contains many small and irritating mistakes. However, it does have some great insights into deep learning.Continue reading →
I really enjoyed Classic Computer Science Problems in Python by David Kopec. It covers many different problems I hadn’t read detailed explanations of before. For example: neural networks, constraint-satisfaction problems, genetic algorithms and the minimax algorithm. Unlike many other books on algorithms and programming problems, this one builds up complete (but small) programs that are easy to explore on your own.
What a great book Designing Data-Intensive Applications is! It covers databases and distributed systems in clear language, great detail and without any fluff. I particularly like that the author Martin Kleppmann knows the theory very well, but also seems to have a lot of practical experience of the types of systems he describes.
The book Accelerate details the findings of four years of research on how DevOps affects various outcomes, such as software delivery tempo and stability, as well as the organizations’ profitability and market share. DevOps in this context means things like continuous delivery, automated tests, trunk-based development, and proactive monitoring of system health. It is quite clear that DevOps practices bring lots of benefits to organizations adopting them. The research findings are also in line with my own experience of DevOps.
In the book club at work, we recently finished reading Exercises in Programming Style by Cristina Videira Lopes. The book consists of a simple program implemented in 33 different programming styles. It is a great way of showing the different styles, and the book was quite popular in the book club. The book is relatively new (it was published in 2014), and I don’t think it is as well-known as it deserves to be. So here is a summary and review of it.Continue reading →
I think the subject of the book, developer testing, is timely. There seems to be a broad trend where more and more responsibility for testing is given to developers. It follows from the move towards micro services, dev ops and the “you built it, you run it” principle. Another driving force is the prevalence of developer testing frameworks that started with JUnit and now includes many more. These frameworks encourage and help developers write automatic tests.
Despite this trend of increasing developer testing, my feeling is that many developers still don’t test their programs well enough. For example, they may test the “happy path”, but not the different error handling cases. That is why I was excited about this new book explicitly addressing developer testing. Continue reading →